A new perspective on risk?…
… read more about the entropy of prices.
- An update on Kalman filtering as an estimate for fair price
- A look at HKEx market liquidity
- Some utilities for execution support
- About me and gbkr.com
gbkr.com is being renovated. Technology has moved a long way since this site was built over 10 years ago and now, with HTML5, much more can done with much less. You can visit the previous site content through the old home page. Be aware interactive content that relied on Java is unlikely to be working but the tutorials on building trading systems with kdb+/q are still there.