The algorithm tag has no wiki summary.
3
votes
0answers
103 views
What are some applications of bioinformatics or genetics to generating alpha in U.S. equities?
There are many disciplines that have contributed to how one model's risk and return. Physics introduced Brownian motion and RMT. Machine learning has helped to solve complex portfolio construction ...
-1
votes
0answers
75 views
Order Flow Managment Algo
What are some good ways to monitor electronic buying and selling? Does anyone know any good code for this? In particular, looking for sell stop sweeps and replishments, bid stop sweeps and ...
5
votes
3answers
244 views
Means of inferring trading algorithms from competition trade data
I'm analyzing trades from several participants in a trading competition, and I was wondering - are there known mechanisms for analysis and inference of the logic in a set of trades done by one ...
-4
votes
1answer
184 views
Algorithmic trading in lunux using python [closed]
Is there any real time trading platform in linux in which one can test automated trading scripts written in python by ordering to a broker in a trial or demo account? Is IbPy is the way to go? But IB ...
0
votes
1answer
343 views
Home/hobbyist quant trading - possible to profitable or just an intellectual hobby? [closed]
I've been researching algorithmic (non discretionary) trading at the several-day to month timescale, i.e. not HFT. I am not interested in voodoo i.e. no technical analysis, I am looking for solid ...
0
votes
1answer
82 views
accumulation/distribution and options to create excessive position to hit the tape with later
I am curious about possibilities and theory here. Basically a "problem" with trying to get large positions is that it would move the market in the direction that you are loading up on, therefore ...
13
votes
2answers
395 views
How do you distinguish “significant” moves from noise?
How do you distinguish between losses that are within the normal range for day-to-day shifts and situations with a real potential for loss? The specific application I have in mind is pattern ...
12
votes
2answers
623 views
How to identify technical analysis chart patterns algorithmically?
I'm working on a small application that will provide some charts and graphs to be used for technical analysis. I'm new to TA but I'm wondering if there is a way to algorithmically identify the ...
0
votes
0answers
250 views
signal processing + finance? [closed]
I am a postgrad student doing a master in Signal Processing and I have graduated from an engineering school
I was wondering if there are any jobs in finance that are opened to people having this kind ...
7
votes
2answers
635 views
Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
Assume a scalper/market maker who is operating on an exchange with $N$ stocks with different characteristics such as current market value, average bid-ask spread, average daily volume and historical ...
18
votes
6answers
1k views
How good is managed code for algo trading?
I am currently working in a firm that does algo trading. We do all of our stuff in Java. And we do make money out of it. We have debates all the time whether we would have made more money with native ...
23
votes
7answers
2k views
How useful is the genetic algorithm for financial market forecasting?
There is a large body of literature on the "success" of the application of evolutionary algorithms in general, and the genetic algorithm in particular, to the financial markets.
However, I feel ...
15
votes
8answers
2k views
What kind of basic framework or application do you use to run your trading algorithms?
I heard about MetaTrader from http://www.metaquotes.net. Is there any other framework or program available? Do you use different software for backtracking and running your trading algorithms?
Thank ...
