Text analysis demonstration in Python
Today I am going to do some interesting text sentimental analysis using python, the tools I need is provided by package Graphlab. What I...
Limit Order book Mgmt System in C++ !
In modern financial markets, market makers (dealers) are agents who stand ready to buy and sell securities. Market makers are...
Implementing Mean Variance portfolio optimization method with C++
In the last post, I constructed the matrix computation class, which is the main tool that I gonna use in portfolio optimization. First,...
Build up you own Matrix Computation Lib in C++
Last week professor Namini posted a new C++ programming project task: to implement the Mean-Variance and Black-Litterman methods to...
Constructing Term Structure from yield Curve C++
We can obtain from yield curve the term structure using Bootstrap method. Let's see how we can do it. It is a nice and easy program. I...
