Algorithmic trading

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  • For more than two decades, futures traders have turned to the classic Trading Systems and Methods for complete information about the latest, most successful indicators, programs, algorithms, and systems. Perry Kaufman, a leading futures expert highly respected for his years of experience in research and trading, has thoroughly rewritten and updated his bestselling guide, which remains the most comprehensive and instructional book on trading systems today.

    pdf354p batoan 16-07-2009 192 66   Download

  • Nutshell Handbook, the Nutshell Handbook logo, and the O’Reilly logo are registered trademarks of O’Reilly Media, Inc. Bandit Algorithms for Website Optimization, the image of an eastern barred bandicoot, and related trade dress are trademarks of O’Reilly Media, Inc. Many of the designations used by manufacturers and sellers to distinguish their products are claimed as trademarks. Where those designations appear in this book, and O’Reilly Media, Inc., was aware of a trade‐ mark claim, the designations have been printed in caps or initial caps.

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  • Market conditions have never been better for setting up a forex fund. The number of forex funds and corresponding investors has grown as a result of expanding customer markets. Therefore, traders interested in starting a forex fund (or managing customer accounts) should familiarize themselves with the legal landscape as they consider earning a living in this profitable retail industry. An experienced and disciplined forex fund manager can earn a substantial income. Most forex funds to which we provide services are small.

    pdf8p quaivatdo 18-11-2012 39 5   Download

  • When comparing time series models across countries, there is always a trade-off between the need to implement the comparison as neatly as possible and the need to fit models as best as possible to individual countries. By using different lags for different countries, we would run the risk to lose full comparability. By running the exercise with a common specification across countries we are running the risk of comparing Chile with other countries on the basis of a model that is possibly misspecified for other countries.

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  • In 1984 the state of Colorado and EPA approved a trading program for the Dillon Reservoir to control nonpoint sources of phosphorus. This program constitutes the only trade nationwide to date. Under the program, sewage treatment authorities pay for the installation of nonpoint source controls and receive credit in their discharge permits of 1 pound for every 2 pounds of phosphorus removed from nonpoint sources. Sewage ...

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  • A computer program, or just a program, is a sequence of instructions, written to perform a specified task with a computer.[1] A computer requires programs to function, typically executing the program's instructions in a central processor.[2] The program has an executable form that the computer can use directly to execute the instructions. The same program in its human-readable source code form, from which executable programs are derived (e.g., compiled), enables a programmer to study and develop its algorithms.

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  • The SFI market was born in discussions at the Santa Fe Institute in the late 1980’s and early 1990’s. It originated as a desire of Brian Arthur and John Holland to build a financial market with an ecology of trading strategies. Successful strategies would persist and replicate, and weak strategies would go away, creating potential niches for the entry of new strategies. The market was to be a continually coevolving soup of strategies. At the foundation of this was a desire to not preload much into the system, and to let evolution do most of the work.

    pdf6p quaivattim 04-12-2012 23 1   Download

  • This lecture will teach you how to fit nonlinear functions by using bases functions and how to control model complexity. The goal is for you to: Learn how to derive ridge regression; understand the trade-off of fitting the data and regularizing it; Learn polynomial regression; understand that, if basis functions are given, the problem of learning the parameters is still linear; learn cross-validation; understand model complexity and generalization.

    pdf28p allbymyself_08 22-02-2016 6 2   Download

  • File-System Structure File-System Implementation Directory Implementation Allocation Methods Free-Space Management Efficiency and Performance Recovery Log-Structured File Systems NFS Example: WAFL File System To describe the details of implementing local file systems and directory structures To describe the implementation of remote file systems To discuss block allocation and free-block algorithms and trade-offs File-System Structure File structure Logical storage unit Collection of related information File system resides on secondary storage (disks) File system organized into...

    pdf55p perpan 02-09-2012 47 11   Download

  • Chapter 35 CALL AUCTION TRADING. Abstract A call auction is an order driven facility which, in contrast with continuous trading, batches multiple orders together for simultaneous execution in a multilateral trade, at a single price, at a predetermined point in time, by a predetermined matching algorithm.

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  • The Minimum Description Length (MDL) principle is a method for model selection that trades off between the explanation of the data by the model and the complexity of the model itself. Inspired by the MDL principle, we develop an objective function for generative models that captures the description of the data by the model (log-likelihood) and the description of the model (model size). We also develop a efficient general search algorithm based on the MAP-EM framework to optimize this function. ...

    pdf6p hongdo_1 12-04-2013 23 3   Download

  • Many multilingual NLP applications need to translate words between different languages, but cannot afford the computational expense of inducing or applying a full translation model. For these applications, we have designed a fast algorithm for estimating a partial translation model, which accounts for translational equivalence only at the word level . The model's precision/recall trade-off can be directly controlled via one threshold parameter. This feature makes the model more suitable for applications that are not fully statistical.

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  • The paper presents a multi-document summarization system which builds companyspecific summaries from a collection of financial news such that the extracted sentences contain novel and relevant information about the corresponding organization. The user’s familiarity with the company’s profile is assumed. The goal of such summaries is to provide information useful for the short-term trading of the corresponding company, i.e., to facilitate the inference from news to stock price movement in the next day. We introduce a novel query (i.e.

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  • Automatic word alignment is a key step in training statistical machine translation systems. Despite much recent work on word alignment methods, alignment accuracy increases often produce little or no improvements in machine translation quality. In this work we analyze a recently proposed agreement-constrained EM algorithm for unsupervised alignment models. We attempt to tease apart the effects that this simple but effective modification has on alignment precision and recall trade-offs, and how rare and common words are affected across several language pairs. ...

    pdf8p hongphan_1 15-04-2013 19 1   Download

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