Comments for Hack the market

Comment on using Quantlib from Java by Hack the market » using Quantlib from Java « qfin

Hack the market » using Quantlib from Java « qfin — Wed, 28 Jul 2010 01:46:39 +0000

[...] Hack the market » using Quantlib from Java by indietrader on July 28, 2010 Hack the market » using Quantlib from Java. [...]

Comment on About by tito

tito — Tue, 13 Jul 2010 23:45:47 +0000

@b Try this. Next time I rev the blog s/w, I'll add a link for the RSS feed...

Comment on About by b

Tue, 13 Jul 2010 13:26:14 +0000

How do you subscribe (rss)?

Comment on using Quantlib from Java by Arnaud

Arnaud — Tue, 13 Jul 2010 07:22:50 +0000

Hello and thank you very much for your answer.

As you had probably realised I really am a newbie in Java programming, and I hadn’t realised that the .Jar file wasn’t enough.

Thank you very much for your answer.

Arnaud

Comment on head in the clouds by Seb

Seb — Mon, 12 Jul 2010 07:33:17 +0000

Great post thanks

Comment on head in the clouds by tito

tito — Sun, 11 Jul 2010 13:55:12 +0000

@Andy Thanks, glad you enjoyed it. Compared to a straight-forward hosting environment, aws adds whole new layers of services. I like to imagine how an algo-trading centric aws might look...

Comment on using Quantlib from Java by tito

tito — Sun, 11 Jul 2010 00:43:11 +0000

Hi Arnaud,

Unfortunately, sending you the .jar file won’t be much help as you’ll need quantlib (and boost) built as well as the swig bindings, so I’m afraid you’ll have to actually go through the build process. If you’re using visual c++ under windows, this shouldn’t be tough. It’s possible (or, at least, it used to be) to build with mingw, but I haven’t done that in a long time as I’m only using quantlib under unix these days so couldn’t provide direct insights. The quantlib mailing lists are active and people will answer specific questions there. Good luck!

Comment on head in the clouds by Andy

Andy — Sat, 10 Jul 2010 16:54:34 +0000

Interesting stuff, a very informative post!
In my day job we use the Rackspace cloud, this is mostly for web hosting and DB apps. I’ll have to check out the Amazon tech though as it sounds rather fascinating!

Comment on billions and billions by Tick Data Storage and Relay

Tick Data Storage and Relay — Sat, 10 Jul 2010 03:09:14 +0000

[...] the market blog on HDF5 is about the only good info ive found on tick db construction: Hack the market billions and billions Hack the market managing tick data with hdf5 Hack the market tick data & hdf5 (part 2) From [...]

Comment on using Quantlib from Java by Arnaud

Arnaud — Fri, 09 Jul 2010 16:16:16 +0000

Hello,
I’m using windows and actually struggling to create the .jar filer using Quantlib’s instruction (which unfortunately aren’t exactly self explanatory as I use apparently different version of software).
Anyway, I was wondering if you could send me your jar file by email or point me to a website which may provide it?
I tried to use JQuantlib, but couldn’t find any documentation of how to use pricing for American Options with discrete dividend so decided to try this SWIG…