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Weekend Reading – Some Quant Fin

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Matlab and Rapid Miner Videos

  1. Neural Market Trends Rapid Miner video tutorials have resumed.
  2. Pairs trading with Matlab.
  3. Basic pair’s trading in Matlab youtube video.
  4. Short video on GUI creation in Matlab.
  5. Monte Carlo methods in Matlab video.
  6. Interactively create plots in Matlab video.
  7. Importing Excel data files into  Matlab video.
  8. Curve fitting in Matlab video.

Random Quant Finance Articles

  1. Open Source FIX engine, QuickFix.
  2. Mathematician on Wall Street PDF Part I, Part II, Part III.
  3. Stat Arb in the U.S equity market [PDF, Technical paper] .

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Trading Wisdom

If I am bullish, I neither buy on reaction, nor wait for strength; I am already in. I turn bullish at the instant my buy stop is hit, and stay bullish until my sell stop is hit. Being bullish and not being long is illogical. — Ed Seykota