Welcome to the professional website of Gordon Baker

Articles, research and software

Algorithmic execution
Pre-trade analysis
Limit order book execution
Applications of kdb+ and the q language


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