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I am trying to debug a system I built in OpenQuant by using the Attach to process Debug menu item in VS 2008 to attach VS to OpenQuant. Everything works fine until I try to Stop Debugging. When I stop debugging, it closes OpenQuant. Also, I don't have the option to Detach All under the Debug...

Do you have a link to this??? I would be interested in reading this.

Interesting discussion so far. I think the big draw for a MarketCetera type framework for me is the reduction in time it takes to implement something. Sure its possible to do a custom framework for yourself but, for me, that isn't the best use of my time. My time is better spent on coming...

Matlab via accelereyes jacket can do what you want it to.

There is some interesting stuff being done to run Matlab on a GPU. The product is called Jacket (www.accelereyes.com). I'm interested in playing with it, but ran into issues with Vista x64, CUDA 64 bit & Matlab x32. The appeal of the product for me is that it ports code over to the...

http://ocw.mit.edu/OcwWeb/web/home/home/index.htm I personally took a community college course in Java & thought it was useful, although it moved too slow & I got bored quickly. In doing this I learned several things: 1) I don't really like doing low-level development. I would rather...

Thanks for the info, I'll check into it further. Eric

If you want to try it out, why not just use a product like Virtual Box to work with it in???? I use Virtual Machines to try different configurations quite a bit. Much less work than screwing around with a whole new setup. Eric

You may want to check out scilab, numpy/scipy as well as those are all similar products to matlab & are free. I personally use matlab for strategy development & testing. I am beginning to use it to manage multiple trading systems & risk analysis. I would like to use it for a lot more my...

I have multiple systems that I am running live & others that I am currently testing out. My goal is to have a solution that will allow me to better manage the transition from idea to testing to live to on-going results analysis. I am looking for some ideas to use as a base to build a tool to...

Talk to a tax lawyer/CPA on this. My brother is an oil drilling engineer that works in Africa & is out of the US most of the time. I don't know the details, but as I understand it, there is a minimum # of days that you need to be out of the US to avoid paying US Federal Income taxes. If you...

There is a group of us that are on yahoo messenger daily that trade grain spreads. There is also a blog setup to store the ideas & thoughts as well. PM me for details if you're interested. Eric

I've paired Gold / Silver & Gold/Platinum before with good results. I used some historical price relationship info & then added to the winning trades. I have not yet been able to profitably trade the pairs with only a mean reversion strategy. The pairs seem to go way beyond whats 'normal'...

Thanks for all the replies. I suspect I'll end up using the AMG Data, but am still looking for other sources. Regards, Eric

I'm looking to incorporate Mutual Fund Inflow/Outflow Data into one of my trading systems. Does anyone know of sources for this data? A lot of the sources I came across had a significant lag to them. I found AMG Data Services (www.amgdata.com) but am wondering if there are other sources...

I had something similar happen and doing the following helped a lot: 1) Totally re-working my daily schedule to do the most difficult things when I know I am at my peak. This time for me is between about 6am-11am. 2) Napping in the afternoon for 15 minutes. This helps with my focus and...

Depending on your software development skills, you may be able to use something like esper to create the spreads (http://esper.codehaus.org/). By doing that, you could create the spreads using the bid or ask for each leg. I trade spreads too & have found that the charting issue is a huge...

If your goal is to work for yourself, then spending a lot of time developing a backtesting application doesn't accomplish that but rather increases the date when you will be able to leave your current job. Why not just get a profitable strategy up & running that can be developed in a retail...

Many of the ways that OpenQuant handles errors are pretty frustrating, i.e. its not that difficult to corrupt the instrument database when you attempt to download data for many symbols, its not very difficult to get some nasty out of memory errors while backtesting, etc. I don't know if you...

I use OpenQuant for some things, and Matlab for others. I find Matlab to be much better for testing an idea on many instruments (i.e. all SP500 stocks). I am going to start playing around with some other open source packages to see how well they do things. I think the strong point about...