Recent content by jzamoras

Hi All, does anyone have experience with Markit service? is it any good? Best, Jaime

Thanks for your answer. The idea is to keep matlab as strategies builder and send from it FiX messages. Best, Jaime

I strongly suggest not to use historic mean, in average is a poor estimator. You may want to check robust optimization. Also, keep in mind that you should always check how your strategy is performing against 1/n portofolio without transaction costs. best, jaime

Hi All. This is my first post :-) We have built some strategies in Matlab and we would like to DMA chilean exchange. We know they are using FIX 4.4 protocol. We have a lot of experience using Interactive Brokers' ActiveX, but out c++ and java knowledge is pretty basic. How should we start...