High-Frequency Trading Leaders Forum 2011, "How Speed Traders Leverage Cutting-Edge Strategies in the Post-Flash Crash World", Hosted by Golden Networking, now in Chicago, Sao Paulo, Singapore and Hong Kong
New York, NY -- (SBWIRE) -- 09/20/2011 -- MATLAB has become the tool of choice for many speed trades that want to have a platform to backtest high-frequency trading strategies. MATLAB and competing technologies will be discussed at Golden Networking’s High-Frequency Trading Leaders Forum 2011 (http://www.HFTLeadersForum.com), Chicago, October 3-5, Sao Paulo, October 24-26, Singapore, November 13-15 and Hong Kong, December, 12-14, forums that will provide the most up-to-date overview of cutting-edge developments and insights to build a competitive advantage in high-frequency and quantitative trading.
As described in HistorySquared, quants use MATLAB for modeling and backtesting high frequency trading strategies. Like everything else it has benefits and drawbacks. MATLAB is not event based and it’s really not built for live continuous computations, so that pretty much eliminates its usefulness for live trading. Out of the box, it is not the quickest, something required when dealing with large amounts of data. But it is good for rapid prototyping of strategies. And while out of the box it is not the quickest, quants can call C# functions from MATLAB for the heavy calculations. Likewise, quants can call MATLAB from C# applications to take advantage of MATLAB’s large library of functions, such as for options trading. MATLAB also has a parallel computing toolbox to exploit multiple cores. Gradually, quants build their own platform over time using the C# based components they are building for MATLAB.
High-Frequency Trading Leaders Forum 2011, "How Speed Traders Leverage Cutting-Edge Strategies in the Post-Flash Crash World" will bring hundreds of attendees in Chicago, Sao Paulo, Singapore and Hong Kong key insights to build a competitive advantage in High-Frequency Trading. High-Frequency Trading Leaders Forum 2011 is produced by Golden Networking (http://www.goldennetworking.net), the premier networking community for business executives, entrepreneurs and investors. Panelists, speakers and sponsors are invited to contact Golden Networking by sending an email to info@goldennetworking.net.