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Re: trading

• To: mathgroup at smc.vnet.net
• Subject: [mg104010] Re: trading
• From: Michael Stern <nycstern at gmail.com>
• Date: Thu, 15 Oct 2009 07:18:23 -0400 (EDT)
• References: <200910131119.HAA29319@smc.vnet.net> <hb3g4n$m20$1@smc.vnet.net> <200910141157.HAA07439@smc.vnet.net>

We explored using it as a production trading system but we had trouble 
creating code that was responsive simultaneously to both the data feed 
and user input. We explored various mechanisms around Dynamic[] and 
Manipulate[]. There is probably a good way to do this in Mathematica, 
but we ultimately decided to use other tools.

Michael



Joel Reymont wrote:
> Is Mathematica suitable for keeping up to date a time series built
> from a real-time data feed?
>
> Suppose I want to daytrade futures. I can try to hook up ZenFire
> (http://www.rithmic.com) to Mathematica but should I make it update a
> time series of various contracts or should I do this outside of
> Mathematica?
>
> If I update a time series in real time within Mathematica, can it keep
> a file of doubles on disk rather than keep everything in memory? In
> other words, is Mathematica suitable as a tick (quote) database?
>
>     Thanks, Joel
>
>   

• References:
  • trading
    • From: Joel Reymont <joelr1@gmail.com>
  • Re: trading
    • From: Joel Reymont <joelr1@gmail.com>