Saturday, February 13, 2010
Saturday Sun
The dot/superdot revolution reflected on the lotus 1-2-3 CRT. Efficient portfolio via quadratic programming in pursuit of the efficient frontier. Alpha/Beta wars. Much needed change after a JMS day in search for redundancy with hardware constraints. Long journey on a Ghibli note with the thermal pillars. Contemplating joys of life with the innocent art.
Hooking unix mainframes to trading floor data, 30 years later and still staying strong. 30 years of real time correlation tracking. However, the notion of marked data has vastly expanded. Social context and behavioral tracking.
Dynamics of real time processing boundaries in the last 30 years. ?
get the moore vs data complexity graphs
extending algo trading techniques beyond the financial ... online games (how?), social networks (why?) , information security, intrusion detection/aversion, generalized "game" context - 1-1 - 1-N. online auctions ? bidding systems, multiuser-interaction systems
algo trading is about creating and exploiting arbitrage opportunities, while measuring and minimizing risk/reward.
Blog Archive
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2010
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February
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- Mean Reversion
- Continuum Beanbag Revisited
- Deadline Superhighway
- There it goes again
- Implied Latency
- Quiet Slipstream
- Midtown Music
- Sidewalk daydreaming
- Ailing Machinery
- Dimensionality redux
- The accidental glitter
- Infrastructure Bliss
- More italian taste
- Delayed Awakening
- gray & white | soul delight
- Saturday Sun
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February
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