Ranging from Algorithmic trading to Financial Engineering problems, C++ libraries plays a key role in computationally intensive parts which essentially requires highly skilled expertise in Finance, Mathematics and statistics. One of the Primary advantage of C++ libraries are they are extremely fast and robust and most widely used in high performance computing applications.
Spoiler Alert: This is not about payment apps! It’s a little bit about Robots, but not Robo Advisors. Whoever had to get rich writing them, pretty much has. Tough luck.
I read about a boring merger of fund managers in the UK recently. Standard Life and Aberdeen Asset Management are supposedly merging to stave off competition from low cost, passive fund managers. That’s what triggered my thought process.
Trading systems evolve with time and any programming language choices will evolve along with them. If you want to enjoy best of the both the worlds in algorithmic trading-benefits of a general purpose programming language and powerful tools of the scientific stack- choose an algorithmic trading course that introduces python trading platforms.
High-frequency trading (HFT) is a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. Here is the collection of 7 videos which explains what high frequency trading in simple terms. Watch How institutional traders take advantage over the other market participants.
Listed Stock options offer the greatest profit potential of any investment vehicle. Profits of 100 percent or more. Risk, on the other hand, is limited to your original cash outlay. Therefore, to attain maximum profits trading listed Stocks options, aggressive investors should never target for a profit of less than 100 percent for most options trades. This will ensure that your target risk/reward ratio is always in your favor.
In case if you missed the Quantcon 2015 a disruptive quant trading event, will break down the existing walls to algorithmic trading by giving you an inside look at tools and content sets. Mebane Faber’s Market Outlook 2015 and EP Chan’s session on “Beware of Low Frequency data” , Tukar Balsh session on “10 ways backtest lie” are my favorites. So here is the recorded sessions happened in Quantcon2015.
In India I meet so many Top broker HFT Desk their return in HFT is not so consistent. When they invested in High end technology & develop their own In house Low latency Order management Engine they get more than 50% return per annum. If they constantly not upgrading their technology then their return tempered& goes down with in range of 25 – 30%.
Time decay can be a wonderful thing for the option seller. In fact, it is the driving force behind the so-called ‘income-generating’ strategies. The trader holds a position, waits, and then exits with a nice profit. When the position is market-neutral, and when the market behaves, all gains can be attributed to the magic of time decay.