<?xml version="1.0" encoding="iso-8859-1"?><rss version="0.92">
<channel>
<title>Automated Trader random forest RSS feed results</title>
<link>http://automatedtrader.net</link>
<description>
Automated Trader delivers immediate in-depth coverage of automated and algorithmic trading across all asset classes. Our global resource base utilises both online and print media to support market participants from both a business and a technological perspective. Give yourself an edge. Subscribe today.

</description>
<language>en-uk</language>
<copyright>Copyright 2009 Algorithmic Media ltd</copyright>
<pubDate>Fri,  9 Jan 2009 16:29:27 -0600</pubDate>
    <item>
<title><![CDATA[Strategies: Optimisation Algorithms for Automated Trading]]></title>
<link>http://automatedtrader.net/automated-trader-strategies-33.xhtm</link>
<description><![CDATA[Automation opens up the possibility of
trading multiple models or the
same/similar model with multiple
parameter sets. However, that raises the
question of how best to optimise those
parameter sets. Chris Donnan, who works
in equity derivatives trading technology at
a top Wall Street firm, answers it.]]></description>
</item>
<item>
<title><![CDATA[Peek Ahead: DIY Disaster]]></title>
<link>http://automatedtrader.net/automated-trader-peek-ahead-43.xhtm</link>
<description><![CDATA[How one fund house's attempt to build its own algos proved a rocky road to reality.]]></description>
</item>
<item>
<title><![CDATA[Portware, Random Walk and IBM Elevate Algorithmic Trading to the Next Level]]></title>
<link>http://automatedtrader.net/algo-trading-news-111.xhtm</link>
<description><![CDATA[Portware, Random Walk Computing and IBM  has announced Portware on POWER, a new solution for algorithmic trading that combines Portware's Strategy Server and IBM  System p entry-level servers with Random Walk?s consulting and integration services. The syst]]></description>
</item>
<item>
<title><![CDATA[Investec goes live with the Fidessa ? algorithmic tools]]></title>
<link>http://automatedtrader.net/algo-trading-news-147.xhtm</link>
<description><![CDATA[Royalblue (LSE:RYB), provider of Fidessa, has announced that Investec Securities (UK) has gone live with Fidessa's Pairs and VWAP algorithmic trading modules. Investec, a specialist banking group providing financial services in the London, South African an]]></description>
</item>
<item>
<title><![CDATA[Technology Workshop: Java - Your High-Frequency Friend]]></title>
<link>http://automatedtrader.net/automated-trader-technology-workshop-502.xhtm</link>
<description><![CDATA[An article in the April issue of AT (“You’re using what?!”) questioned the suitability of Java for high frequency automated trading. Matt Schruben, Principal Consultant, Random Walk Computing and Jim Levey, Director of Marketing, Random Walk Computing provide a different perspective. ]]></description>
</item>
<item>
<title><![CDATA[Market heterogeneities and the causal structure of volatility - Part 1]]></title>
<link>http://automatedtrader.net/algorithmic-trading-online-507.xhtm</link>
<description><![CDATA[The correlation between historical and realized volatilities is studied empirically for a large range of time intervals. Similarly, the correlation between the volatility changes and the realized volatilities is studied. Both quantities measure the response functions of the market participants. These correlations show explicitly the heterogeneous structure of the market according to the characteristic time horizons of the different agents. It reveals a volatility cascade from long to short time horizons, with a structure different from the one observed in turbulence. A comparison is made with several theoretical processes used in finance, allowing to better understand the role and interactions of the market participants (intra­day trader, portfolio manager, central banks, pension funds, ...). Moreover, we have developed a new ARCH-type process that incorporates the different groups of agents, with their characteristic memories. This process reproduces well the empirical response function, and allows us to quantify the importance of each group.

By Paul Lynch and Gilles Zumbach]]></description>
</item>
<item>
<title><![CDATA[FPGA's - Parallel Perfection?]]></title>
<link>http://automatedtrader.net/automated-trader-spotlight-514.xhtm</link>
<description><![CDATA[FPGAs (Field Programmable Gate Arrays) may
not be new technology, but as the data
crunching race in automated/algorithmic
trading continues to intensify, could they be an
idea whose time has finally come? AT talks to
Alistair MacArthur, Senior Research Engineer at
Celoxica, who discusses current FPGA
technology and outlines its potential for tasks
such as parsing algorithmic news feeds.]]></description>
</item>
<item>
<title><![CDATA[Market heterogeneities and the causal structure of volatility - Part 2]]></title>
<link>http://automatedtrader.net/algorithmic-trading-online-516.xhtm</link>
<description><![CDATA[Part two of the paper exploring the correlation between historical and realized volatilities. By Paul Lynch and Gilles Zumbach]]></description>
</item>
<item>
<title><![CDATA[Pretests for genetic-programming evolved trading programs: “zero-intelligence” strategies and lottery trading - Part 1]]></title>
<link>http://automatedtrader.net/algorithmic-trading-online-578.xhtm</link>
<description><![CDATA[In this paper, we discuss a series of pretests, based on several variants of random search, aiming at giving more clearcut answers as to whether a GP scheme, or any other machine-learning technique, can be effective with the training data at hand. Precisely, pretesting allows us to distinguish between a failure due to the market being efficient of due to GP being inefficient. The analysis is illustrated with GP-evolved strategies for three stock exchanges exhibiting different trends. ]]></description>
</item>
<item>
<title><![CDATA[Pretests for genetic-programming evolved trading programs: “zero-intelligence” strategies and lottery trading - Part 2]]></title>
<link>http://automatedtrader.net/algorithmic-trading-online-579.xhtm</link>
<description><![CDATA[Part 2 of Pretests for genetic-programming evolved
trading programs: “zero-intelligence” strategies
and lottery trading bootstrap paper. By Shu-Heng Chen and Nicolas Navet
]]></description>
</item>

</channel>
</rss>



