Questions tagged [c]

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2 votes
0 answers
42 views

Mispricing models for non-equity asset classes

Despite risk-factor models like Fama/French (1993) or q-theory based models like Hou et al. (2015), others have proposed factor-models to capture mispricing in equities, e.g. Stambaugh/Yuan (2017) and ...
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2 votes
3 answers
555 views

Why is C/C++ used by researchers to develop and test algorithmic trading strategies?

I understand why compiled languages such as C/C++ are important for low-latency trading infrastructure. But I am curious why even researchers at the high-frequency trading firms also require a strong ...
  • 167
0 votes
1 answer
4k views

at c(x)% "where x is a numerical figure", what does that c mean?

When i read financial news, sometimes, there is cX% (where X is a number). Below are few examples: 1. "improving to c4% on a proforma basis" 2. "market share is now c6% of the ..." What does that c ...
1 vote
0 answers
253 views

Calculate display and plot relative spread using Sierra Chart

I'm trying Sierra Chart for trading Bitcoin. I would like to display relative spread for a given volume. spread_rel = 200.0 * (ask - bid) / (bid + ask) where ...
6 votes
5 answers
4k views

Library for interactive financial charts

For my recent project I am looking to build a software capable of visualizing financial charts in a dynamically and interactive matter. The workflow is as follows: I gather data from my data provider ...
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