10/23/2009

Roll Your Own

high-frequency trading system.

With such pearls as :

Static Data Processing: “When was the price of BAC below its trailing 5 minute VWAP yesterday?”

and

“Complex” Event Processing: “What equities are below their trailing 5 minute VWAP right now and where can i find liquidity”

we hope this presentation will answer many questions about the ongoing ridicule of just how investment decisions are being made in the current market, and the fact that 19 year old mathematicians who have never heard of such things as revenue, gross margin, or EBITDA (not that these matter when the Fed has blessed the stock bubble), now dominate marginal purchasing power.

Posted: 10:49 am

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