General

Architect of Quantitative Trading Systems

Technology, while a powerful modernizing force, cannot be implemented in a vacuum. In financial and commodity markets, as in most other industries, technology becomes valuable only when applied to business issues. Cost pressures, impending regulatory changes, low trading volumes, and regulation  have combined to create a dangerous crisis of confidence. In cooperation with the business side, advances in technology have the power to help the …

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Linux Distributions for Quantitative Finance

Choosing a Linux distribution If you’re new to Linux you’ll face a choice between some unfamiliar distributions. In this article we try to de-mystify those choices. So many options When you’re creating a server instance you have to choose what Linux distribution you want to run. Fortunately the distributions all share a lot of common functionality. They mostly differ in …

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Data Mining and Computational Finance

The set of computing techniques collectively called data mining methods can be applied to stock market analysis, predictions, and other financial applications. In this article we will discuss outline these methods for financial modeling and present a survey of current capabilities of these methods in financial analysis. There  are two main categories:  adaptive linear and non-linear “mining” of financial data.  Example of such methods as: ARIMA, …

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Data Management in Financial Engineering

“Data is the lifeblood of electronic markets” All financial research requires data, and the efficient management and storage of data is crucial to the profitable operation of a trading system.  Industrial-strength relational database management systems, such as Oracle or MS SQL Server, can store terabytes of such things as historical market data and firm wide trade and position information. Often, …

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Machine Learning and Financial Models

The machine-learning approach to financial modeling is an attempt to find financial models automatically, through a process of progressive adaptation. Machine learning is rooted in statistics and artificial intelligence (AI). There are several machine-learning approaches to automatic problem solving that play a role in financial asset management. Machine learning (and AI techniques in general) is one of the many techniques used in specific applications in financial …

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