network profile
| bio | website | about.me/cderivan |
|---|---|---|
| location | Sao Paulo, Brazil | |
| age | ||
| visits | member for | 1 year, 8 months |
| seen | yesterday | |
| stats | profile views | 60 |
Algorithmic trading developer, more info: http://br.linkedin.com/in/cderivan
|
Mar 8 |
answered | Pairs trading: Question on non-negative profits, size of the positions and trading signals |
|
Feb 27 |
comment |
Usage of NoSQL storage in Finance what can I say ! its well developed using boost and a modern c++ approach and yes ! It does what they said on they site. it is scalable and high-performance. even the transport protocol is fast and it is JSON based so the maintenance of the database is quite simple. And I am not doing merchandise but the guys did a good work. And even better you can use it to implement the publish–subscribe pattern +.+ |
|
Feb 27 |
comment |
Why C is still in use especially in area of numerical optimization (instead of C++)? Freddy top500.org/lists/2012/11 all top computers are CPU/GPU based |
|
Feb 27 |
comment |
Why C is still in use especially in area of numerical optimization (instead of C++)? I understand what you said pyCthon in fact when you need I/O you must think in a CPU like RISC. FGPA runs the whole application in one clock cycle. to create complex applications (eg to calculate a exotic derivative or option) IMHO FPGA is only part of the process. I mean, I could use it to decode market data in a fast way, replacing the ethernet card but I need a software to manage the data and coordinate not only the input but also the output when I need to send an order to a exchange for example. |
|
Feb 27 |
comment |
Why C is still in use especially in area of numerical optimization (instead of C++)? yup and they are porting it to C++11 |
|
Feb 26 |
answered | Why C is still in use especially in area of numerical optimization (instead of C++)? |
|
Dec 3 |
awarded | Supporter |
|
Oct 19 |
answered | .NET statistical packages recommendation |
|
Feb 22 |
answered | Algorithmic trading in lunux using python |
|
Feb 2 |
answered | Automate fetching of a stock's sector & industry |
|
Dec 13 |
answered | Usage of NoSQL storage in Finance |
|
Sep 22 |
answered | What is an effective way of backtesting VWAP execution? |
|
Sep 15 |
comment |
What tools exist for order book analysis and visualization? Louis, there are some brokers here in Brazil using EclipseTrader as front end to offer market access, take a look: tryd.com.br/tryd.php |
|
Sep 14 |
answered | Black Scholes and Monte Carlo implementations in Java |
|
Sep 14 |
comment |
What tools exist for order book analysis and visualization? Eclipse Trader is only an terminal, you need to connect it on a trade plataform in order to see the market data ( level one and level 2 ) |
|
Sep 10 |
awarded | Teacher |
|
Sep 8 |
answered | What tools exist for order book analysis and visualization? |
|
Sep 8 |
answered | How fast is QuickFix ? |
