As winner of the previous round, I’ve been given the honor to write the problem for Phil Factor Speed Phreak Challenge #6. This problem is from the real world (algorithmic trading) and the sample data is real. The challenge is to reproduce highest buy...
I've published a short video on StreamInsight on YouTube. Currently it is available in Swedish only, but I plan to make an English version also. Here is the link: http://www.youtube.com/watch?v=--sgwAU4-uw Hopefully see you on TechDays Sweden next...
Algorithmic Trading is automated trading done by computer programs (algorithms) that react to patterns in financial market data or financial news. As of 2009, high frequency trading firms accounted for 73% of all US equity trading volume. Several different...