I'm interested in getting into developing trading systems, black box, HFT, etc. My primary experience is with C# and .Net (7 years). I've also done some sockets programming. I have some experience in finance working on analysis applications (2 years). My goal is to move into developing automated trading systems for a hedge fund, bank...
I work for a boutique specialized in finance. We thought about designing a language to describe financial entities related to financial markets. This would be mainly used as some kind of scripting language to replace many process run in spreadsheets and VBA macros. It has to be simple and it has, in fact, to call various C++ and C# li...
Does anyone have any example code for how to generate a time of day based entry signal in Metatrader 4? e.g. at a particular hour and minute of each day ...
Hello, I am trying to calculate the profit/loss of a short call at various times in the future, but it isn't coming out correct. Compared to the time of expiration, the ones with time left have less profit above the strike price, but at some point below the strike they don't lose value as fast as the t=0 line. Below is the formula in pse...
Does anyone know of a Stock/Fund GIPS Portfolio API. An Open Source version would be preferable. Thanks, j. ...
I have a process that consumes multiple sources of live price data from the forex market and produces 2 streams of time series data as its output. The output is noisy (i.e. not smooth like sin or cos), and both streams are bound between the values of 0 and 100. Is there an approach in machine learning or AI that can help me identify wh...