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Only place I've ever heard of using SAS is Wells Fargo for one of their end user systems.

http://www.wired.com/threatlevel/2010/03/manipulated-stock-prices/ U.S. regulators are moving to freeze the assets and trading accounts of a Russian accused of hacking into personal online portfolios and manipulating the price of dozens of stocks listed on the Nasdaq Stock Market and New York...

Generally if they're posting on craigslist and have a website that looks like it's from 1995, I would look elsewhere. That logo with the lens flare, amazing.

"OANDA does not promote or screen any Investment Managers who use FXManager. Clients are encouraged to do their own due diligence and to ensure that the terms of the agreement with their Investment Manager are clearly stated and agreed upon. OANDA makes no representation as to the...

R/Finance 2010: Applied Finance with R http://www.rinfinance.com/

That's a small dataset. MySQL, PostgreSQL, or SQL Server will tear through several years worth. If working with higher frequency data, a column store db or something like tokyo cabinet are more appropriate.

Hi Brendan, When you respond to trolls you have already lost.

Yes, I was mistaken and had mixed up the results of this paper with another, although there may be some promise: "We find that certain technical patterns, when applied to many stocks over many time periods, do provide incremental information, especially for Nasdaq stocks. Although this does...

I thought I saw one of Andrew Lo's papers on quantitatively defining trading patterns such as h&s, double top, etc and he showed significant returns post fees. Or is this no longer TA?

http://ycombinator.com/ "Y Combinator is a new kind of venture firm specializing in funding early stage startups. We help startups through what is for many the hardest step, from idea to company. We invest mostly in software and web services. And because we are ourselves technology people...

He said that if you want extremely high performance, you should design your application for this from the start and most importantly less is more. He didn't really go into detail but skimmed over a slide with these things (there's more, but I can't remember, most of the standard stuff I guess)...

Just wrapping up now, was a pretty interesting talk almost all about high performance computing and the evolution of their infrastructure. Some interesting parts: Everything was originally written in VisualWorks Smalltalk and then a majority of the functionality was ported to Java. In...

Sitting in on a mini guest lecture with CTO of ICE, anyone need any info?

http://isitup.org/ninjatrader.com

Ah, okay. Some of the design choices are definitely peculiar. On that front, all hats off to Microsoft for acquiring great programming language researchers (Don Syme) to actually help design the runtime and languages. If only Mono were up to par.

I think targeting the JVM the first time around is ideal. You can lean heavily on the JVM ecosystem (Apache projects, Spring, Esper, cross platform, etc) and performance is relatively good. You can do some pretty damn high frequency trading on this stack, but if you're seriously trying to...

You're storing 100k records per second in db4o? How do you manage that?

I work at a shop where we don't use java/.net at all, but I have used it for a few personal projects. It will definitely speed up your development time, but the performance isn't much better than a tuned MySQL server, so it fully depends on your use case whether it makes sense to use db4o...

May I also suggest looking into the following: Berkeley DB Tokyo Cabinet Redis MongoDB AllegroCache We have tried all of the above and use a combination of them. Performance is obviously much better than what a relational database can provide (Redis is pretty fast!, 110000 SETs/second...