Category: Quant

Quantitative trading

Quantum physics and “rules”

Quantum physicist said even the smallest things are so random and unpredictable, when the number of thing is high enough, it will come out a stable “average value”, when is “order”. So why micro economic make sense?

read count : 9

Stock data filtering

I need to filter all stock/index data into different table/database engine for further analysis, because it is huge amount of records. So far I have basic monitor tool to monitor all grabbers, but i need more advance tool to monitor so much real time data.

stockmonitor filtering engine

 

stock monitor
stock monitor

read count : 13

Quantr plan

Here is my quantr plan, the first stage is to make all three components running. They are:
1. Quantr-server which manage the logic, start/top/pause/logging/monitoring
2. Quantr-sharppoint server, which is a high performance sharppoint gateway
3. Quantr, which is a management console, language compiler

quantr plan

Because i am doing quant development for a big corp, so these three parts are pretty much ready, below are the screenshots.

superalgo gui 1 superalgo gui 2

The next step is to draft the quantr language, i think in hong kong not many people have experimence to design a new computer language, but it doesn’t matter, i believe we are close to doing it. I will hold a dinner for every 2-3 weeks, lets everybody sit down and present their idea for the language. We probably can draft out all syntax in first 1-2 months. If you are interested to join, write you contact here¬†https://docs.google.com/spreadsheets/d/1k1gWhVagY5D8xC0m9EaniZxnbxzcrWeK5lETPHW_G5I/edit?usp=sharing¬†, i will call you to come out and discuss.

read count : 15