Social and Quant a New Business Model

By Rodrigo | February 27, 2011

CEP stands for Complex Event Processing. If you want to read up on it here is the link from WikipediaThe bottom line is that to have an edge you need to be able to process many things at once. There is a problem with the CEP acronym. The problem is the “complex” part. So how…

Read More

In New York with NASDAQ

By Rodrigo | February 22, 2011

NASDAQ Velocity and Forces® — A Real-Time Tool for Tracking Market Direction, Momentum and Liquidity NASDAQ Velocity and Forces® measures levels of pre-trade order activity in the NASDAQ trading system to indicate the intensity of trading interest and relative buy versus sell pressure. Market Velocity measures the intensity of the trading interest using order messages…

Read More

Garbage in Garbage out

By Rodrigo | February 1, 2011

This happens from time to time. I like to share it with you when it’s obvious on the web, so you can see it for yourself. The simple fact is that market data is not as precise as we’d like it to be. Market data is our lifeblood. We examine every bit in so much…

Read More