Algo trading resource

January 19, 2010

Resources
========
Free intraday data to play with:
http://www.dukascopy.com/swiss/english/data_feed/csv_data_export/ 
Customized search engine:
http://www.mathfinance.cn/search/
Quant shop database:
Wilmott file sharing:
R tool package for empirical finance: 
Open source Quant development platform:
http://www.marketcetera.com
Open source Algo trading:
http://www.orangecap.net/
Open source datamining, refer to neuralmarkettrend for tutorial:
http://rapid-i.com
 
 
 
Educational
========
Rapidminer, basic prediction model, tutorial:
http://www.neuralmarkettrends.com/tutorials/
Institutional algo trading podcast, max had a good recap :
http://www.algotradingpodcast.com/
Algo trading using MATLAB, good resource:
http://www.tradingwithmatlab.com/
MATLAB general webcast:
http://www.mathworks.com/company/events/webinars/
 
 
Blog & Forum
========
Max a young Cal comp sci major, share with me many common interests and a lot of useful resources: http://www.maxdama.com
Empirical eco study, useful resources for trading strategy:
http://empiricalfinanceresearch.blogspot.com/
Epan chan, wordy but seems reputable blog:
http://epchan.blogspot.com/
A retired pre-2008 quant trading blog, no particular focus :
http://www.castrader.com/
 
Wilmott trading forum:
http://www.wilmott.com/categories.cfm?catid=38
Elitetrade algo forum, good place for not-so-theoretical questions: http://www.elitetrader.com/vb/forumdisplay.php?forumid=48
 
Publication
========
Algo trading, trading tech, high frenquency trading etc.:
http://www.advancedtrading.com/
Industry news, trade shows, an interesting blog roll as well, maybe worth digging?
http://www.automatedtrader.net
 
 
Miscellaneous
========
Automated market making on INTRADE on presidential election:
http://www.bayesianinvestor.com/amm/
 
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