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Consultants for computational sciences and. High performance scientific computing. QuantComp Co. is a registered dba of Ronald Levine, Ph.D. Application development for parallel and vector architectures. 3D graphics and visualization application development. Performance tuning and evaluation. Training in parallel computing, MPI and other parallel programming methods. Technical papers, user documentation, and marketing literature. 3D graphics applications and tools. 3D graphics API development.
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QuantComponents
Free Java components for Quantitative Finance and Algorithmic Trading. An open-source framework for financial time-series analysis and algorithmic trading, based on Java and OSGi, with an Eclipse front-end. Highly modular: usable as plain java API, OSGi components, or integrated into Eclipse. Standalone or client-server architecture, depending on performance and reliability needs. Integrated with www.interactivebrokers.com. Through IB Java API. It works with historical and/or realtime market data.
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Overcome the barriers to algorithmic trading. You will discuss innovative trading strategies, e. Xplore unique data sets,. And review new programming tools -. All the help you need to craft and trade outperforming strategies. The conference will offer a day of expert speakers,. Dr Marcos López de Prado. Ernie is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. He is the author of "Quantitative Trading: How to Build Your Own Algorithmic Trading Bu...Tucke...
QuantCon Singapore 2016
How to Build Schedule Blocks. 2016 Mobile Ad Summit. Grand Copthorne Waterfront Hotel. Ticket Sales Are Closed. Description of person representing this event or brand. Clear your calendar - It's going down! Bedford V2 kicks off on April 20th, and you're invited to take part in the festivities. Clear your calendar - It's going down! Bedford V2 kicks off on April 20th, and you're invited to take part in the festivities. Clear your calendar - It's going down! Clear your calendar - It's going down! Introduct...
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The Final Rule: Modelling and Validating Market Risk Capital Models. The Final Rule: Modelling and Validating Market Risk Capital Models. Managing Counterparty Risk and CVA under Basel III - USA. Risk is proud to present Quant Congress USA 2015! The 13th annual flagship event for senior professionals in quantitative risk and investment management! This summer, Quant Congress USA. Returns to New York offering a rewarding platform for quantitative finance professionals from b. 2015 Quant Congress Speakers:.
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Skip to main content. A worldwide independent network of quantitative analysts. The Quant Connection Web site is up and running! To join the conversation, please go to the forum.
