Quantitative Trading Research

Trading System Research and Development

Labels

  • My Thoughts
  • Something Else
  • Trading Log
  • Trading Systems

Monday, 26 August 2013

Matlab - IB API

it finally connects to the TWS.


Posted by Online Advertising at 05:14 No comments:
Email ThisBlogThis!Share to XShare to FacebookShare to Pinterest

Sunday, 4 August 2013

微软广告预测定位






Posted by Online Advertising at 01:08 No comments:
Email ThisBlogThis!Share to XShare to FacebookShare to Pinterest
Labels: Trading Systems

Friday, 2 August 2013

July/2013 trading performance - ES Intraday Trading System


1 contract per trade, Gain 3.7%, Sharpe Ratio 3.3,
Posted by Online Advertising at 07:04 No comments:
Email ThisBlogThis!Share to XShare to FacebookShare to Pinterest
Labels: Trading Log
Newer Posts Older Posts Home
Subscribe to: Comments (Atom)

About Me

Online Advertising
View my complete profile

Blog Archive

  • ►  2014 (1)
    • ►  May (1)
  • ▼  2013 (38)
    • ▼  August (3)
      • Matlab - IB API
      • 微软广告预测定位
      • July/2013 trading performance - ES Intraday Tradin...
    • ►  July (1)
    • ►  June (5)
    • ►  April (6)
    • ►  March (7)
    • ►  February (16)
Awesome Inc. theme. Powered by Blogger.