Recent content by djhemlig

Thanks for sharing. Luckily the first strategy is rather simple to implement in java so the first production system will be completely java only. The strategy will look at a few hundred stocks as near closing time as possible and enter orders at that point (overnight strategy). I have all my...

Hello. I'm a computer engineer who has teamed up with a few prop-traders and we are right now implementing some of their trading strategies in electronic form. We are also raising capital for the products(strategies) which is quite a different world from prop-trading in a dark room in some...

Hello. Long post coming. I’m looking at a solution to execute trading strategies I have in Matlab. I’m considering some options and I would appreciate some feedback on them. I have put the underlying history data in a MySQL database that I load from Matlab or into Java. The ideal situation for...