11

The only way to find out is to try it! It shouldn't take very long to write some simple code to simulate the computations you plan to do, and run it in a loop. With current versions of Visual Basic (VB.net), performance should be comparable to Java in most cases because the basic technology (compiling to intermediate code and then running a just-in-time ...


10

All .NET languages are perfectly able to compete with the speed of C and even FORTRAN. It all depends on if they are used the correct way. 1) Both Java and .NET have considerable longer startup times than most native app. Therefore, you will have to have the application running and not starting it over and over on request. 2) Memory management is crucial ...


4

I agree with chrisaycock who underlined that they are acting as market-makers. For a market-marker: reward is bid-ask spread and cost is a combination of volatility $\sigma$ and trend $r$. Of course a market-marker keeping its inventory $\tau$ seconds, this risk is a combination of $\sigma\sqrt{\tau}$ and trend $r\tau$. So the smaller $\tau$, the smaller ...


3

Why not just use Geometric Mean Returns? Each time you buy/sell an ETF calculate the holding period return as a percentage and plug into the formula. The answer is a percentage that you can use to calculate the approximate money appreciation (or loss) against your "fixed notional"


3

You are right, the rules to time-scale a T-years transition matrix $M_T$ are: $M_{k·T} = M_T^k$ $M_{T/k} = \sqrt[k]{M_T}$ The root of a matrix M can be obtained using the spectral decomposition: $M = P·D·P^{-1} \Longrightarrow M^k = P·D^k·P^{-1}$ where $P$ and $D$ are the eigenvectors and eigenvalue matrices of $M_T$. Note: The Perron-Frobenius tells ...


2

Short answer: Yes. I am using it frequently. The stigma regarding Visual Basic comes from the time, where VB5 was COM based with some dirty language quirks. This time, VB was intended for/ to be used within / in conjunction with Office' macros. .NET substantially changed the technology behind the language as well as removed most 'quirks' regarding ...


2

In the dot.com era the Internet was considered a-winner-takes-it-all market, new tech start-ups (like Netscape, Amazon.com and the famous Pets.com) was measured by how much the capital they where able to chew through, the logic being that the more they spend the more aggressive they were (at least in the investors' eyes), conquering this new market known as ...


1

"Burn rate" is a measure of "spend rate" relative to cash on hand. So if you have $10 million dollars, and you spend $1 million dollars a month, you will "burn through" your cash in ten months, at which time your company will either "take off," get new financing, or go under. Strategies that rely on "burn rate" are risky ones. Nevertheless, they are ...


1

From the computational (math) prespective, VB.net should be able to compete with Java and C/C++. The only possible problem can be the garbage collection (as in Java). Therefore don't forget to set server-type garbage collector and carefully organize/manage your data structures.


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