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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...

I've heard that the most rigorous backtesting mechanism is the "walk-forward" optimization where you optimize your parameters dynamically. This maximally emulates the way strategy developers backtest and apply our trading strategies: at any point of time, one optimizes the parameters based...

What does "Stop = ATR(100)" mean? If it stop distance is just 1 x ATR of 100 bars, then the "trailing" stop seems to be too tight? 1 ATR is a very small number, right?

Does anybody know how we can try the LowPass filters in Matlab or R? I am curious and would like to try and compare them... Thanks!

Interesting... where are the free software and tools? If they are available without the requirement for system admin rights... then I will be able to use them on my PC... (I don't have admin rights:=() I want to give them a try... Thanks

Thanks! I have searched a lot of websites and also received some feedbacks to my post, but it seems there is no better way than doing the pair-wise 2D visualization pair-by-pair...

Hi all, In literature, I often read papers claiming there are alphas in simple momentum strategies, for example, look back for 250 days and compute the 250-day-returns and then follow the momentum ... The problem is that for publishing papers it's okay to use results from such...

"visualizing" multi-dimensional backtesting/optimization results? Hi all, Lets say after waiting for a few days, I've gotten a 8-dimensional Sharpe Ratio array... What's the best way to "visualize" or make sense out of the 8-D array? Are there tools in R that allow us to...

Thanks again! Any FX ones?

not so quant type... more of a technical trading type please... thx