2007 Jun 24 - Sun
Trading Site of the Day -- Blog on Blogs: The 24/7 Wall St. Twenty-Five Best Financial Blogs
A site called 24/7 Wall Street, which features "Insightful
Analysis and Commentary for U.S. and Global Equity Investors", has an article called The 24/7 Wall St. Twenty-Five Best
Financial Blogs. These are good starting off points for further research into the daily markets.
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2007 Jun 11 - Mon
Trading Site of the Day -- CASTrader Blog: A Quest for 50%-plus Returns
The complete byline for CASTrader
Blog is "A quest for 50%-plus returns in the financial markets via Complex Adaptive
Systems and Quantitative Finance.".
High aspirations, but looks like he still maintains a day job. But I think there are
useful tidbits scattered through the site.
The author of the site appears to be attempting the quant side of trading in the equity
markets. Based upon my own evolutions, I'm thinking he may be getting too complicated. But
them who am I to say. I'm still getting my own infrastructure together, based upon a
simpler volatility trend/range trading idea, something that is going to take another week or
two to code. And yep, I too, have a day job.
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2007 Jun 10 - Sun
Trading Site of the Day -- C++ Fast Delegates, plus Boost
No, C++ Fast Delegates aren't really trading algorithms, but they do help make trading
algorithms fast.
In the C# world, the C# language has the built-in capacity to store multiple
object/method pointers and call them in response to some sort of activity. This is
generally referred to the Observer Pattern of event based programming. In C#, the structure is
called a Delegate.
C++ does not provide a native Delegate structure. Don Clugston wrote an article called
Member Function
Pointers and the Fastest Possible C++ Delegates. I've used this method successfully
with Microsoft Visual Studio 2005.
Don's implementation is unable to do multicast delegates. Sergey Ryazanov wrote an
article called The
Impossibly Fast C++ Delegates that supposedly is more C++ compliant and has a multicast
capability.
JaeWook Choi took the work one step farther and implemented a multicast delegate that is
a drop in replacement for the Boost C++
Libraries. Boost is a collection of free peer-reviewd portable C++ source libraries.
JaeWook's library is faster than Boost, but slower than Don's library. But JaeWook's
library is mulitcast and does offer up additional functionality. Timings and feature sets
can be reviewed in his article called Fast C++ Delegate:
Boost.Function 'drop-in' replacement and multicast.
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