#Coinbase valued at US$100B in “a secondary share sale via Nasdaq Private Markets (f.k.a. Second Market), offering up to 1.8 million shares in weekly batches.” #Bitcoin #trading
on 02021-02-20An #Interactive-Brokers client library for writing automatic #trading systems in Clojure
on 02016-09-23A slightly confused brief #history of Bunker and Herbert Hunt almost cornering the #silver #futures #trading market in the 1970s, leading to an unprecedented price peak at the beginning of 1980 and their bankruptcy.
on 02016-08-13apparently people are now doing #futures #trading in #Bitcoin.
on 02016-04-29IB is offering free paper-trading accounts with delayed feeds: “Simply click the “Start Your Free Trial” button, and then enter your email address and a username and password to get immediate access to a free paper #trading account”
on 02016-04-26Eric Hunsader (“Nanex”) got a “whistleblower” reward of US$750k for his investigation of delayed #securities #trading quotes from NYSE.
on 02016-04-16Python interface to #trading data from Thomson Reuters’s “Datastream” service.
on 02015-08-27an #introduction to “#Stochastic-calculus, the branch of mathematics that is most identified with financial engineering and mathematical finance” explaining Brownian motion, martingales, stochastic integrals, etc. #trading #paper #toread
on 02015-08-13a bit about high-frequency #trading as a #DSP problem. Also explains adverse selection. I like the quote, “When a market maker trades with an informed investor, he is taking the wrong side of that trade.” I’m skeptical of his explanation about thresholds; wouldn’t you avoid that with hysteresis?
on 02015-08-13The 2012 #trading #algorithms #paper about convex optimization.
on 02015-08-13Another #trading #algorithms #paper by the same authors as the 2011 paper: “Efficient market making via convex optimization, and a connection to online learning (2012)”. Talks about Arrow-Debreu #prediction-markets as a market-based probability estimator and draws a connection to online #machine-learning algorithms, and briefly links to computational #complexity results. The reason the authors are interested in automated market-making seems to be that it is needed to make #prediction markets over complex outcome spaces feasibly liquid.
on 02015-08-13A #paper about #trading: “An Optimization-Based Framework for Automated Market-Making (2011)”, reducing market-making to convex #optimization, and by relaxing the convex hull you can get the #algorithms to be computationally tractable without sucking too badly.
on 02015-08-13Online #algorithms in high-frequency #trading (2013). This might be helpful in figuring out what kinds of things HFT algorithms can’t do in small or bounded memory, and therefore what exploitable market inefficiencies might still exist at the subsecond timescale.
on 02015-08-1330-minute-delayed #intraday #trading #data in #python from Google Finance (5-minute OHLCV bars; seems to be a 768-bar-per-request limit)
on 02015-08-12Hilarious article about Milrud, a criminal who was #trading dirty.
on 02015-08-11Ukrainian crackers #trading on embargoed merger and earnings news from PRNewswire, Marketwired, and Business Wire, for five years, made a lot of money. Or rather, traders in Georgia and Pennsylvania did. #security
on 02015-08-11#China devalued the #renminbi 1.9% because its exports are down 8% and its stock markets are insane, resulting in #trading WTI down 2.5%, copper down 3.3%, aluminum down 2.5%; the metals are at six-year-lows. 2015-08-11.
on 02015-08-11#trading options in, in this case, Google.
on 02015-08-11Algorithmic #bitcoin #trading based on “social signals” like #sentiment-analysis.
on 02015-08-05Another #futures #trading roll-date calendar.
on 02015-08-05How to do high-#performance #OCaml, according to a HFT prop #trading shop. Lots of #asm and a bunch of FFI C. I didn't know None had the same representation as int 0.
#Futures #trading expiration #calendar
on 02015-08-05JBookTrader is an abandoned #trading system.
on 02015-08-05In the money, at the money, out of the money #trading
on 02015-08-05The #Quantopian #trading documentation.
on 02015-08-05The original Turtle #Trading Rules
on 02015-08-05The Turtle #Trading Strategy implemented in #Quantopian’s API.
on 02015-08-05A novice asking for advice about automated stock #trading. Good recommendations in the comments.
on 02015-08-05Overview of #finance asset allocation strategies from 1994 (Perold and Sharpe. Yes, that Sharpe.) #trading
on 02015-08-05