I mentioned inwards diverse places that Alphacet Discovery is an industrial trace integrated platform for backtesting in addition to implementing quantitative trading strategies. But of course, it has many competitors, 1 of which is a relatively novel fellowship called Deltix. Deltix has the distinction of offering a amount Matlab interface, which is convenient if you lot are already a Matlab programmer. (Full disclosure: I previously convey a consulting human relationship alongside Alphacet, simply convey none alongside Deltix.)
There is too a novel website for sharing trading strategy software called Quantonomics. In the words of its founder Joshua, the destination is to "connect programmers in addition to stock traders". Joshua too told me that he volition practise a custom application on his site for whatsoever of you lot readers every bit a gift!
Influenza A virus subtype H5N1 colleague of mine inwards Singapore, medico Li Haksun, who was previously a quant alongside UBS in addition to BNP Paribas, is offering a course on quantitative trading strategy in July. It covers to a greater extent than theoretical concepts than my ain courses: e.g. hidden markov model, stochastic control, in addition to Kalman filters are included.
And of course, my ain workshops on Backtesting in addition to Statistical Arbitrage volition move offered in 1 trial again inwards London side past times side week.
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