Tue Jan 17 00:42:44 HKT 2012 From /weblog/finance

kdb

Explanation about advantage of KDB - http://www.asiaetrading.com[..]c-director-video-interview-asiaetrading/

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Thu Oct 20 23:08:52 HKT 2011 From /weblog/finance

maths

Technical Analysis Library (TA-LIB) Tutorial for Java - http://www.heatonresearch.com[..]al-analysis-library-ta-lib-tutorial-java


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Mon Sep 26 01:14:18 HKT 2011 From /weblog/finance

High Freq Trading

http://www.forbes.com[..]co-new-masters-of-wall-street_print.html

http://quant.stackexchange.com[..]ons/310/how-high-is-the-frequency-in-hft

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Mon Aug 15 00:11:14 HKT 2011 From /weblog/finance

quant

sources for equity quantitative research - http://quant.stackexchange.com[..]sources-for-equity-quantitative-research http://quantivity.wordpress.com[..]com/2011/03/06/people-of-quant-research/

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Wed Aug 03 00:36:32 HKT 2011 From /weblog/finance

Bloomberg

1) If there is mistery crash from Bloomberg C client API when getting VWAP from start date, start time, end date and end time. Try query it using just day, start time, end time. It fix mystery rash issue.

2) http://www.qcf.gatech.edu[..]OMBERG.API.for.C.Quick_Start.12.2005.doc

3) Possible out-of-sync of requestID from bb_getdatax() and bb_rcvdata() header - http://www.wilmott.com/messageview.cfm?catid=10&threadid=51215

4) Sample of using Bloomberg SAPI - http://www.wilmott.com/messageview.cfm?catid=10&threadid=77504

5) Document of C client api - http://wenku.baidu.com/view/b9259085b9d528ea81c7796a.html

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Tue Mar 15 01:05:47 HKT 2011 From /weblog/finance

price

http://quant.stackexchange.com[..]uestions/692/methods-for-pricing-options

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Fri Feb 18 18:35:08 HKT 2011 From /weblog/finance

FIX

Suggestion of how cancel replace handle to make it less likely to make mistake - http://fixprotocol.org/discuss/read/dbd84c6f

How PossDup and PossResend work - http://fixprotocol.org/discuss/read/10f34aea

Difference between ExDestination (100) and SecurityExchange (207) - http://fixprotocol.org/discuss/read/0d6e222e

24hrs Market - http://fixprotocol.org/discuss/read/165740ed

Parsing a FIX message links - http://fixprotocol.org/discuss/read/21c0bfad

Discussion the use of business reject and session reject - http://fixprotocol.org/discuss/read/24ced01c http://javarevisited.blogspot.com[..]-protocol-session-or-admin-messages.html

OrigClOrdID update in very short time - http://fixprotocol.org/discuss/read/5b43af1a

http://javarevisited.blogspot.com[..]ference-between-fix-42-vs-fix-44-in.html

ExecType in Bust Exection - http://www.fixprotocol.org/discuss/read/b7b04f30

Some tips of implementing FIX solution - http://javarevisited.blogspot.com[..]ngs-to-note-down-while-writing-your.html

Diff between 4.2 and 4.4 - http://javarevisited.blogspot.com[..]ference-between-fix-42-vs-fix-44-in.html

IceBerg order - http://www.fixprotocol.org/discuss/read/0317dadf

Introduction to FIX - http://www.slideshare.net/BrianDriscoll/barcampnyc3-intro-to-fix http://javarevisited.blogspot.com[..]basics-of-fix-protcol-and-fix-engine.htm

Repeating group - http://javarevisited.blogspot.com[..]/02/repeating-groups-in-fix-protcol.html

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Wed Feb 16 00:34:14 HKT 2011 From /weblog/finance

exchange

http://www.asiaetrading.com/2010-exchange-statistics-for-asia/

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Sat Aug 14 22:55:10 HKT 2010 From /weblog/finance

Data

whats the cheapest available historic data for fx and commodity futures? - http://www.linkedin.com[..]ML_anet_qa_ttle-dnhOon0JumNFomgJt7dBpSBA



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Tue Dec 01 10:53:02 HKT 2009 From /weblog/finance

business

Finance EBook - http://www.traderplanet.com/library/ebooks

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Wed Nov 11 02:14:19 HKT 2009 From /weblog/finance

interview

http://www.automatedtrader.net[..]machine--the-automated--trader-interview

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Fri May 23 02:01:39 HKT 2008 From /weblog/finance

stock

Stock and security related information - http://discuss.joelonsoftware.com/default.asp?design.4.460814

http://www.google.com[..]inance++market+data+provider&btnG=Search

Reuters Data Feed Direct (RDFD) , FAST enabled data feed, allowing clients to reduce bandwidth cost. - http://rodrickbrown.com/blog/?p=122

What is ECN - http://rodrickbrown.com/blog/?p=120

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Wed Oct 18 15:56:42 HKT 2006 From /weblog/finance

Tools that iBank use

Very interesting even if you are not plan to have development with investiment bank - http://www.theserverside.com[..]d_id=42563&asrc=EM_NLN_643714&uid=703565

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