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Articles, research and software Algorithmic execution Latest:
The final installment in implementing an algo strategy with q. A postscript on minimum variance portfolios. |
Other content
Essential reading from Wilmott
A Java application library for building trading systems. Since this was written for Java 1.4 it is now of more historical interest
Each page contains an expression calculator. Just click on the 'Calculate' link to open it and click again to close it. For advanced expressions you will need to know some JavaScript. There are separate calculators for queues and lists
Some bookmarks
An outline résumé
A brief anecdote about this domain name and notes on the design of the site
Contact me at mail@gbkr.com, LinkedIn or on Skype
To get the most from this site you will need the
Adobe Acrobat reader and the Java plug-in.
Java is a trademark or registered trademark of
Sun Microsystems, Inc. in the
United States
and other countries.