Recent content by henderson

I would be interested in creating such a thing exist as an open source project.

I attached a screenshot of a software package that I have been building for pairs trading. It allows you to analyze a wide variety of things such as correlation, cointegration, price ranges, etc. Check out the attached picture and if you're interested shoot me a note and I will set you up as a...

Why do you need a database of strategies? I think that I am mis-understanding your question here but all you should really need is a database for the underlying instruments and then you can easily construct the strategy (spread, butterfly, etc.) from the underlying instruments. With this being...

Wow, hit me up if you still need help.

It is odd to have to ask at this stage of the thread but here goes. What time window of correlation are we discussing because it matters.....HFT,MFT, or LFT? What correlation metric (normal or robust) as it matters?

Cqg

Rapidminer is nice and so is weka.

I think you should really sit down and analze your needs to see if php is the answer.

Interesting, I have never seen this thread. I have done this before and it is not that difficult. Schedule permitting I will put together a spreadsheet of the basics of this strategy and post it on my blog next week.

I fail to understand how this discussion went south so fast. It appears the main issue as always here is IP and how everyone has been burnt. Well what did you all learn from these burns? Obfusticating your code, maintining off-site user servers? The road goes both ways here. All I know...

Send me your resume and I will see if we have anything for you; if not I will pass it around the chicago prop trading shops.

Good luck, raising capital is much harder than trading. On inspection, it appears that the majority of institutional assets are going into quantitative strategies and out of the old guard. A good example is the growth of DE Shaw or Renaissance fund base. Good luck my friend!

Yes there are a few nice packages in this sector? What exactly are you trying to do and what do you need help with?

I have done a lot in this arena but have some questions. What is a good method to contact you?

Looks like they did that with a program called jnulti. Its free and a good place to start learning about factor analysis