Quants: The Alchemists of Wall Street (Marije Meerman, VPRO Backlight 2010)

Algorithmic & Automated Trading News & Jobs - 8/10/2011

Algorithmic trading — the positive side | Before It's News Algorithmic trading — the positive side. Wed Aug 10 11:19. share this story. Share · Tweet. 0.Algorithmic trading — the positive side http://goo.gl/oBUBH ... beforeitsnews.com/.../Algorithmic_trading_the_positive_side.h...

Algorithmic Trading Software Descriptions Algo robots allow traders to have more control than a simple black or grey box. www.articlesnatch.com/Article/Algorithmic.../2808403

Algorithmic Trading In The FOREX: Humsurfer Planning to check out this webpage on algorithmic trading later on today. www.humsurfer.com/algorithmic-trading-in-the-forex

Algo Trading Architecture - Docs Library The OMS as an Algorithmic Trading Platform Five Critical Business T HE OMS AS AN A LGORITHMIC T RADING P LATFORM S UMMER 2009 A s algorithmic trading ... www.docslibrary.com/pdf/algo+trading+architecture

Algorithmic Trading Analyst - Entry Level - Leading Market Maker ... Algorithmic Trading Analyst - Entry Level - Leading Market Maker recruitment in the UK. Equities careers in London with eFinancialCareers.com. jobs.efinancialcareers.com/job-4000000000855323.htm

JFK and Flash Trading: Paranoid Conspiracy Theories CNBC.com ... destroyed the specialist system, destroyed the near-monopoly the NYSE and the Nasdaq had on trading, allowed trading in pennies and encouraged the creation of the software and hardware that allowed high frequency trading...and algorithmic trading. ... See all stories on this topic »

Gas Fund Guru Arnold Returns $1 Billion Hedgeworld (subscription) But it does show just how tricky it has become to navigate some commodity markets, as the growing impact of high-frequency algorithmic trading, new regulations and financial flows — not to mention dramatically changing market fundamentals — presents ... See all stories on this topic »

Bill Hionas Explains How Seasoned Brokers Use Knowledge to Predict the Market IndiaCompanyNews (press release) To predict trends in the bullion market, Bill's team uses daily moving averages, studies buy / sell signals and levels of support and resistance and utilizes algorithmic trading (using advanced mathematical models). The team also considers government ... See all stories on this topic »

@zerohedge:

2s10s drops to 193, lowest since April 20,2009. Death knell for banks

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Take the course opposite to custom and you will almost always do well. ~ Rousseau

='Marc Faber Sees QE3 Ahead, Bubble in Treasury Market Washington Post 9 (Bloomberg) -- Marc Faber, publisher of the Gloom,Boom& Doomreport, discusses today's Federal Reserve policy decision and the prospectsfor another asset-purchase program by the Fed. Faber, talking with Carol Massar and Matt Miller on Bloomberg ...

See all stories on this topic:

Marc Faber: The Long-Term Treasury Market is a Bubble, Buy Gold Wall Street Pit By editor Aug 9, 2011, 6:22 PM Author's Website Marc Faber,publisher of the Gloom, Boom & Doom report,appeared on Bloomberg Television's “Street Smart” with Bloomberg TV anchors Carol Massar and Matt Miller today. Speaking on the phone from Thailand, ...

See all stories on this topic:

Faber, Broaddus, Rattner's Own Words on Fed Policy Bloomberg 9 (Bloomberg) -- Marc Faber, publisher of the Gloom,Boom& Doomreport, Alfred Broaddus, former president of the Federal Reserve Bankof Richmond, and Steven Rattner, former head of the US government's automotive task force, offer thier views on ... '>Marc Faber Sees QE3 Ahead, Bubble in Treasury Market Washington Post 9 (Bloomberg) -- Marc Faber, publisher of the Gloom,Boom& Doomreport, discusses today's Federal Reserve policy decision and the prospectsfor another asset-purchase program by the Fed. Faber, talking with Carol Massar and Matt Miller on Bloomberg ...

See all stories on this topic:

Marc Faber: The Long-Term Treasury Market is a Bubble, Buy Gold Wall Street Pit By editor Aug 9, 2011, 6:22 PM Author's Website Marc Faber,publisher of the Gloom, Boom & Doom report,appeared on Bloomberg Television's “Street Smart” with Bloomberg TV anchors Carol Massar and Matt Miller today. Speaking on the phone from Thailand, ...

See all stories on this topic:

Faber, Broaddus, Rattner's Own Words on Fed Policy Bloomberg 9 (Bloomberg) -- Marc Faber, publisher of the Gloom,Boom& Doomreport, Alfred Broaddus, former president of the Federal Reserve Bankof Richmond, and Steven Rattner, former head of the US government's automotive task force, offer thier views on ...

Illegal broadcast subliminal caught on AMC’s “Breaking Bad.” Offending frames appear at 1:03 of vid.

@philo_quotes:

Most men seem to live according to sense rather than reason. ~ Saint Thomas Aquinas

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@zerohedge:

Euroollar One-Year Basis Swap Widens to Most Since January

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For COM Program-Level Add-Ins to Run on Office 2010 - Required Runtime

Visual Studio 2010 Tools for Office Runtime

http://www.microsoft.com/download/en/details.aspx?id=20479

@JLNOptionsR T @jimbinder: Options trading volume marks third consecutive record with more than 41 million contracts traded.

'@JLNOptions:

RT @jimbinder: Options trading volume marks third consecutive record with more than 41 million contracts traded.

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FuturesNews Advantage Futures 

New Single-Day Volume Records Established at @CBOE, CFE and C2 Options Exchange http://ht.ly/5XXzR $$

'@PragCapitalist:

@jamessaft @dafowc This is WAY too big for FDIC in my opinion. Would require Congressional action or Fed

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@PragCapitalist:

But their'd almost certainly be legal action....but it could save the country from a major banking collapse at the same time....

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@PragCapitalist @dafowc @jamessaft Right. Fed creates SPV that buys whatever they need to.....I'll bet Bernanke is talking about it right now.

'@PragCapitalist:

@dafowc @jamessaft Right. Fed creates SPV that buys whatever they need to.....I'll bet Bernanke is talking about it right now.

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Plunge Protection Team Exogenous Circumstances Clause in "the Fed Act" To Buy Anything - SPV

@PragCapitalist:

I think the Fed could use the "exogenous circumstances" clause in the Fed act to create a SPV that could buy anything.

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@umairh RT @youngmilford: "@HarvardBiz: A Six-Step Extreme Makeover for the Economy http://s.hbr.org/rtH1U7" Must read article. Great insight.

@umairh:

RT @youngmilford: "@HarvardBiz: A Six-Step Extreme Makeover for the Economy http://s.hbr.org/rtH1U7" Must read article. Great insight.

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@zerohedge Natl Securities Clearing Cut to AA+ from AAA by S&P, Outlook Neg

@zerohedge:

Natl Securities Clearing Cut to AA+ from AAA by S&P, Outlook Neg

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@zerohedge - here we go: Options Clearing Cut to AA+ From AAA by S&P, Outlook Negative

@zerohedge:

here we go: Options Clearing Cut to AA+ From AAA by S&P, Outlook Negative

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@zerohedge:

HFT Firms At Long Last Subpoenaed http://is.gd/mSvmfR

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CBOE Exchange Data In MS SQL 2008 R2 - Options on ETFs - SQL Query

SELECT dbo.DBC_CALLS$.id, dbo.DBC_PUTS$.id,  dbo.DBC_CALLS$.underlying_last, dbo.DBC_CALLS$.quotedate, dbo.DBC_CALLS$.symbol_root, dbo.DBC_CALLS$.strike, dbo.DBC_PUTS$.symbol_root, dbo.DBC_PUTS$.strike
FROM dbo.DBC_CALLS$
INNER JOIN dbo.DBC_PUTS$
ON dbo.DBC_CALLS$.quotedate=dbo.DBC_CALLS$.quotedate

OFFICIAL U.S. ECONOMIC PROJECTIONS 'TOO OPTIMISTIC' : PETER ORZSCHZCHZAG

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Algorithmic Trading News, Jobs & Info - 8/7/2011

Equities Algorithmic Trading C++ Developer- Leading Global ... Equities Algorithmic Trading C++ Developer- Leading Global Investment Bank, Hong Kong based recruitment in the Hong Kong SAR. Equities careers in with ... jobs.efinancialcareers.com/job-4000000000853161.htm

Advantage Futures Launches New Microsite Dedicated to Algorithmic ... KHQ Right Now - News and Weather for Spokane and North Idaho | Advantage Futures Launches New Microsite Dedicated to Algorithmic Trading ... www.khq.com/.../advantage-futures-launches-new-microsite-d...

Solutions Manager, (Electronic Trading, Algorithmic, - Techworld.com As a Solutions Manager, you will be exposed to a variety of front office environments and gain expert knowledge of Algorithmic trading platforms and front ... jobs.techworld.com/.../solutions-manager-electronic-trading-al...

Advantage Futures Launches New Microsite Dedicated to Algorithmic ... KTRE.com Lufkin and Nacogdoches |Advantage Futures Launches New Microsite Dedicated toAlgorithmic Trading. Member Center: ... www.ktre.com/.../advantage-futures-launches-new-microsite-d...

India geared for Algorithmic Trading | FeedsFloor India geared for Algorithmic Trading. FF All News. Indias automated trading environment is growing rapidly. The bulk of volumes have been in top 50 stocks ... www.feedsfloor.com/finance/india-geared-algorithmic-trading

Algorithmic Trading Developer - intermediate position Jobs Global career opportunities and attractive salary package. www.michaelpage.com.hk/job-detail/ref/H953780.html

Java, FX Algorithmic Trading Developer job in London at Radley ... Job Description: Java, FX Algorithmic Trading Developer Leading systematic trading fund requires market leading Java enthusiasts to develop the next ... jobhits.co.uk/view-job/java-fx-algorithmic.../m5xia.html

Advantage Futures Launches New Microsite Dedicated to Algorithmic ... Advantage Futures Launches New Microsite Dedicated to Algorithmic Trading | Chicago Press Release Services – Chicago's leading press release newswire ... www.onestopnewsstand.com/.../advantage-futures-launches-ne...

Advantage Futures Launches New Microsite Dedicated to Algorithmic ... Advantage Futures Launches New Microsite Dedicated to Algorithmic Trading. CHICAGO, Aug. 3, 2011. PR Newswire. PR Newswire. CHICAGO, Aug. ... osixmedia.com/newsdeatail.aspx?News=1110352

Algorithmic Trading - financial-rescue.com Sponsored Results for Algorithmic Trading. Looking for Algorithmic Trading? Get info onAlgorithmic Trading from major search engines in one place! ... www.financial-rescue.com/index.php?...search...

Algorithmic Trading Group Forum - Senior Software Engineer - High ... Algorithmic Trading Forum - Forum providing coverage of algorithmic trading trends for professionals and everyone else interested in the topic. www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num...

Stock Ticker Simulation - Excel Add-In - Pseudo Random Number Generator to Simulate Ticker Price Movement - COM Multithreaded Excel Add-In - by Ethan Castanon

MotherJones:


US's richest 400 could pay off all the nation's student loans & still be billionaires. http://tumblr.com/xlv3vi88zf

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Saudi Stock Exchange (Tadawul)

Pseudo Random Number Generator Add-In for Excel Simulates Securities' Price Movements Over Time - by Ethan Castanon - Free Download - Excel Add-In - Multithreaded COM Program-Level Add-In

Pseudo Random Number Generator Add-In for Excel simulates securities price movements over time.

For example, if you want to have cell B6 in your current worksheet of your Excel workbook, you can do so with this add-in. You specify a starting price and volatility, click enter and then the price starts changing following a binomial model, much like the bid, ask, last trade numbers of stocks, futures, options, etc change


Download link: http://www.QuantumSupport.biz/ExcelAddIn3.vsto

You should also be able to shortly download my plugin from Softpedia or Freeware Files online.

Multithreaded Programming in C# - Volatile Keyword Definition

The volatile keyword alerts the compiler that multiple threads will access the _shouldStop data member, and therefore it should not make any optimization assumptions about the state of this member. For more information, see volatile (C# Reference).


Source: http://msdn.microsoft.com/en-us/library/7a2f3ay4(v=vs.80).aspx

code

 try
            {
                random = Globals.ThisAddIn.Application.ActiveSheet.Cells(TargetRow, TargetColumn).Value;
            }
            catch
            {
                random = Globals.ThisAddIn.Application.ActiveSheet.Cells(TargetRow, TargetColumn);
            }

@zerohedge:

Saudi stock market dropped 5.46pc on Saturday - first exchange to react to the historic US credit downgrade http://is.gd/RrUoNa

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@algotick:

Have been watching Bob Schiller Yale undergrad economics lectures on YouTube. Recommend.

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@polit2k:

30 Years Ago Today: The Middle Class Died | Truthout http://www.truth-out.org/30-years-ago-today-middle-class-died/1312641859 #browsings via @lecreative

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C# CSharp C Sharp - Pseudo Random Number Generation Code -

 Random firstRandomNumber = new Random();
            x = firstRandomNumber.Next() % 100;
            y = firstRandomNumber.Next() % 100;
            Random secondRandomNumber = new Random();
            //y = secondRandomNumber.Next() % 100;
            String strFirstRandom = Convert.ToString(x);
            String strSecondRandom = Convert.ToString(y);
            lblCfirstRandom.Text = strFirstRandom;
            lblCsecondRandom.Text = strSecondRandom;
            z = x * y;
            lblCandroidAnswer.Text = "";
            lblCusersAnswer.Text = "";
            btnStart.Text = "Next";
            strAnswerBuilding = "";

From a Forum - Stop Resize Windows Form Fixed Size Windows Visual Studio

Source: http://social.msdn.microsoft.com/Forums/en-US/winforms/thread/49b4e40c-90be-4e5a-b271-ca9b408d64b1


Set the Forms FormBorderStyle property to FixedSingle, and ensure both MaximizeBox and MinimizeBox properties are set to false.

excel add-in code c# csharp

Visual Studio 2010 - Excel Office Tools Namespace Add-in

Tutorial Program Level Add-In for Microsoft Office Excel

BREAKING: S&P CUTS US DEBT TO AA+!!!!!!

@juleshyman US cut to AA+ by S&P

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@EconMatters:

U.S. Debt Default: Probability No Longer De Minimis http://bit.ly/o8SbGA

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Microsoft Office Downloads - Link

http://office.microsoft.com/en-us/downloads/

COM Add-in for Excel

http://office.microsoft.com/en-us/excel-help/load-or-unload-add-in-programs-HP010096834.aspx#BMcomaddin

» Download FutCalc - Futures Calculator 9.1

futures calculator - Google Search

Incredible - Fed Sees 1-125 Chance of Double-Dip Recession and Goldman Sees 1-3 Chance

@zerohedge:

Goldman Downgrades US Economy, Sees One In Three Risk Of Recession, Expects Some QE3 Announcement Next Week http://is.gd/MaWzRI

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@RANsquawk - Unparalleled Volume - Stocks seeing unusually high volume during today's session:: http://bit.ly/pjhURT

@RANsquawk:

Stocks seeing unusually high volume during today's session:: http://bit.ly/pjhURT

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@WSJEconomy Rising Currencies Bedevil World Economies http://on.wsj.com/q42wAa

@WSJEconomy:

Rising Currencies Bedevil World Economies http://on.wsj.com/q42wAa

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Definition: Abstract Class C# Programming

Source: http://www.csharpfriends.com/articles/getarticle.aspx?articleid=72


Abstract class is a class that has no direct instances, but whose descendants may have direct instances. There are case i which it is useful to define classes for which the programmer never intends to instantiate any objects; because such classes normally are used as bae-classes in inheritance hierarchies, we call such classes abstract classes

program plugins trading software c# - Google Search

@AutomaticEarth Bank of New York Charging to Hold Cash, Driving New Frenzy for T-Bills http://on.wsj.com/qfAGlw (Hint: Deflation)

@AutomaticEarth:

Bank of New York Charging to Hold Cash, Driving New Frenzy for T-Bills http://on.wsj.com/qfAGlw (Hint: Deflation)

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@GavanNolan Italy CDS threatening to break through 400bp for first time - now at 393bp (+28)

@GavanNolan:

Italy CDS threatening to break through 400bp for first time - now at 393bp (+28)

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Stock Research $cbr

IT consulting firm Ciber (CBR) plunges 33.7% after reporting Q2 revenue of $267.8M (+1% Y/Y) and adjusted EPS of $0.00, well below a consensus of $282.5M and $0.07. In addition, 2011 guidance is being suspended. Ciber blames the Q2 shortfall on the declining profitability of five North American contracts signed in 2009. (PR)

8/4/2011 - Go Long Opnet

OPNET (OPNT), a developer of application and network performance monitoring software, is up 10.3% after reporting FQ1 revenue of $40.2M (+29% Y/Y) and non-GAAP EPS of $0.21, beating a consensus of $38.5M and $0.18. OPNET expects FQ2 revenue of $40M-$44M and non-GAAP EPS of $0.19-$0.27, in-line with a consensus of $43M and $0.23. (PR)

We're In The Recovery Baby - Drink Some More Kool-Aid

Former top Fed official Donald Kohn tells WSJ's John Hilsenrath he expects the Fed to give "very serious consideration" to a new round of bond purchases if it determines after the Aug. 9 FOMC meeting that the recovery is really losing steam and if inflation is coming down. Kohn, Vincent Reinhart and Brian Madigan put the risk of a new recession at 20%-40%.

void fun(apmatrix<int> &m, const apstring &s)
{
int i;

for (i = 1; i<s.length(); i++)
m[s[i] - '0'][s[i-1] - '0']++;
}

apmatrix<int> m(10,10,0);
apstring s = "20012002";
int k, sum = 0;

fun(m, s);
for  (k=0; k<10; k++)
sum+= m[k][k];
cout << sum << endl;

ALGoRiTHMiC TRaDiNG PaTTeRN ANaLYSiS

It's Baaaaaack: Interactive Brokers Just Hiked Silver Margins