{algodude}

A Data Mining Map »

I can’t say I follow any of these paths exactly, but its in interesting road map to the process.

Top Five Quote Datafeeds »

A list of the top stock quote datafeed services.

The system wasn’t designed so that most people could beat it

“

—

Anonymous

Jeff Macke’s epic CNBC meltdown.

Chosing a Quote Datafeed »

This article provides a list of important criteria to consider when selecting a stock quote service.

Prosecuting Wall Street (60 Minutes)

Via Scoop.it - Algorithmic Trading
60 Minutes on CBS News: “Prosecuting Wall Street” - Two high-ranking financial whistleblowers say they tried to warn their superiors about defective and even fraudulent mortgages. So why haven’t the companies or their executives been prosecuted?

Quantifiable Edges: Stops

Some quick thoughts on when (and when not) to use stops

TED Talks: Algorithmic Trading

Via Scoop.it - Algorithmic Trading
At the TEDxConcordia talk, Yan Ohayon speaks about his experience with algorithmic (aka algo) trading or HFT (high frequency trading) and how this new computer…
Via marketheist.com

Momentum Redux

Via Scoop.it - Algorithmic Trading
Momentum is being discovered in the blogosphere, once again. Hazah. The finance literature includes a tradition of momentum, going back to early 1990s. Preceding academic treatment, momentum has…
Via quantivity.wordpress.com

Mean Reversion Redux

Via Scoop.it - Algorithmic Trading
Readers of Momentum Redux requested a similar post for the mean reversion literature, recognizing the ying-yang relationship of momentum and mean reversion. One of the most interesting wrinkles …
Via quantivity.wordpress.com