Recent content by mizhael

Any new comments re Streambase vs. Apama vs. Esper in the Quant Trading area?

HI all, We are looking for an open source HFT automated trading software that we could do some additional development on. Could anybody please give us some recommendations? Is Marketcetera a good HFT ATS? Thanks a lot!

Hi all, I have been looking for QuantDeveloper's source code for a long while but couldn't find any. I couldn't find the link on their website for purchase. Could anybody please point me to the link? Many thanks!

Then have you tried volatility directly?

Intuitively, why do they have predictive power and can be helpful here?

Intuitively, why are the following 4 variables useful predicting? var AutoCorrel = Correlation(Price,Price+1,30); var Volatility = ATR(30)/ATR(1000); var DomPeriod = DominantPeriod(100); var FD = FractalDimension(Price,30);

Hi all, If you are like me who had been riding the ups and downs in the capital markets for a long while and who are crazily obsessed in trading, lets chat... My full time job is quant trading professionally at a big fund. My hobby is still trading. Why? As anybody who had been in...

What's teh benefit of having "Esper's a solid CEP system"? Thanks a lot!

Hi all, We are interested in building Automatic Trading Systems that can trade stocks, futures, FX and others. Is IB the best brokeage for doing ATS at the retail level? And what is a good open source platform that we can build our ATS in connecting to IB (assuming it's the best...

has anybody tried this one? how does it compare with TradeLink, OpenQuant, etc.?

I am looking for an automatic trading system that can link to InteractiveBrokers and my account therein. Is the following system good? http://code.google.com/p/algo-trader/ ｐ．ｓ．　Ｉam not really looking for a system that has a backtest engine in...