Recent content by kalmar

Hi all, I've just stumbled across this article on Concurnas programming language which should be suitable for algo development: https://news.efinancialcareers.com/uk-en/3003214/leave-algorithmic-trading-job This is the page of language: https://concurnas.com/ and GH...

I don't think the guys below pay so much for paranoia :) Eric Hunsader, founder of Nanex. receive a $750,000 whistleblower award from the SEC for his efforts http://www.silverdoctors.com/headlines/money/eric-hunsader-the-financial-system-is-absolutely-positively-rigged/

end of HFT? IEX will effectively become the first HFT-free venue, and will likely attract substantial institutional interest as the risk of being frontrun by HFT parasites is no longer present. IEX says its 350 microsecond delay is just long enough to protect investors from predatory high-speed...

This could also help. Nice analysis from BoA: The Cheapest Hedges For A Systemic Collapse http://www.zerohedge.com/news/2016-01-25/if-all-markets-crashed-tomorrow-here-are-cheapest-hedges-systemic-collapse

Have a look on their prospectus: MCXAX_Presentation_--_2015_Q3 by zerohedge https://www.scribd.com/book/294465751/MCXAX-Presentation-2015-Q3

The function AdjustOHLC from Quantmod package for R allows to do it with Yahoo data. See page 16: https://cran.r-project.org/web/packages/quantmod/quantmod.pdf