I am investigating how involved creating a very simple options trading platform will be(not for profit but for learning purposed). Can someone please explain the process flow of how Black Scholes option pricing is used within trading platforms, the below is my understanding please correct me if i am mistaken:
1) in memory prices of options derived from Black Scholes formula.
2) an incoming buy order for an option in FIX protocol format.
3) trading platform compares the price of buy order with the price derived from Black Scholes and decides to buy accordingly.
please correct me if i am mistaken anywhere thanks in advance
1) in memory prices of options derived from Black Scholes formula.
That is the job of the user application, Quickfix will not help in any matter regarding this.
2) an incoming buy order for an option in FIX protocol format.
You take the message, parse it and store the rwquired information for yourself.
3) trading platform compares the price of buy order with the price derived from Black Scholes and decides to buy accordingly.
This again is the job of the user application. Inforamtion collected from Step 2 will help you in this.
FIX is a message format for communicating, which should be kept away from your programming logic. Else it will slow down the messaging unnecessarily for no apparent gain.
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My ultimate goal: I want to automatically log my weight to healthkit on my phone every time I step on the scale.
Secondary goal: I don't want to spend much money, but I do want to learn. I'm a computer engineer and enjoy building hardware, but I don't just want to buy an off-the-shelf smart scale and install their app. Part of this comes down to data security: I don't like my information (especially health information) being in somebody else's hands.
Tertiary goal: I don't want to need an apple developer account (e.g., to roll my own on-phone app or something) but if I have to compromise here I will.
I want this to be as painless a process as possible - I've seen solutions that involve setting up a shortcut to ask for your current weight, etc, and I don't love that: less user interaction is better.
I'm usually wearing my apple watch when I weight myself, but might forget my phone (it's often right after a workout before I shower), if that helps.
I've seen a lot of questions on here talking about querying data, and I don't care about that: I'll use the phone to look at historical data, but I want to enter it automatically/painlessly so I have some data to look at.
For instance: I could set up an NFC sticker to open a shortcut, and maybe the process of scanning the sticker holds my phone in a specific place to read a QR code output by the scale? I honestly don't know if scanning a QR is possible in a shortcut, but this is just an example. The downside here is that I would need my phone on me.
The most promising solution from what I can tell is to build my scale to send the weight to google fit's API, and then install the google fit app on my phone to sync automatically. The downside is exposing my info to another service (google fit) rather than just keeping it in HealthKit, which I'd prefer.
Is there an auto-magic URL format that could trigger an iOS behavior to enter the data?
Is there an API through iCloud to just submit the data and not query it?
Is there a bluetooth option to talk to my watch and sync data there?
I see a lot of questions for querying/reading HealthKit data, but very little on submitting/saving it - so I'm not sure what's possible.
Suggestions appreciated!
I am writing because I found no public documentation or code to solve this doubt. I have been using the AlphaVantage APIs for a project about stock markets prediction with Machine Learning. I have been using a lot of technical indicators of the AlphaVantage library, and, many of them use sequences (windows) of data points, rolling them (e.g. Moving Averages).
However, many financial libraries tend to update the values they previously computed for some of these indicators, by using windows retaining future information with respect to the point in time the indicator is referred to. Obviously, that would represent an "hidden" information that a predictive system (only relying either on past or present information), like mine, should not have access to.
Hence, I was wondering if it is the same case for the AlphaVantage library. I personally manually checked a lot of indicators referred to the same stock (and I repeated the process for many stocks), at a distance of days, and I did not find any inconsistencies on the values referred to the common dates (the only difference is that the most recent versions of those technical indicators have new points, referred to the new evolutions of the price in time).
I would be very pleased, if anybody of you could help me in solving this.
Most indicators will use a look back window of quote values, including current price, to calculate current indicator values. Many will also include previously calculated indicator values as a basis for current indicator values. Fewer even recalculate older indicator values based on new price information.
For this last scenario, in looking at the AlphaVantage library, I don’t see any in there that would recalculate older indicator values based on newer data. If you’re seeing indicator values change, it’s probably due to a revision or updates of their underlying quote history.
I have a rather large .NET library of indicators, so I’m familiar with which kinds behave that way, due to the mathematics.
Some examples of indicators with retroactive recalculation are ZigZag and Williams Fractal. The reason they do this is because they find local high and low points, which can’t be verified without several confirming bars of data. In other words, you cannot indicate a high point until several lower bars occur thereafter.
I'm trying to find an "Exchange/trading platform" with the following conditions
I must be able to purchase currencies (fiat or crypto) and not need to return back to the base currency. I do not wish to open and close positions. I plan to only take, never make. - Is there a name for this?
The commission needs to be as low as possible preferably less than 0.1% per trade (I want to high-frequency trade)
I'm after API access for the High-frequency trading.
I'm after a large grid/table (every currency into every other currency) for example:
Ideally, 9+ currencies. - I have made this in excel using modified data from https://www.exchangerates.org.uk/currency/currency-exchange-rates-table.html
If all of these exist on a single website, that would be wonderful!
Thank you in advance for any and all help.
Binance.com (crypto) has what you want.
API Access: https://github.com/binance-exchange/binance-official-api-docs
Low Fees: 0.075% for a taker trade
If you use my referral link you will get an additional permanent 10% trading fee reduction.
https://www.binance.com/en/register?ref=OTWO00WS
(I also get 10% so it's a win win)
I'm currently looking for a way to track basic user data for mobile iOS application:
how many times the app was launched
what was the average/by session time spent in total while using app
what was the average/by session time spent on particular screen
Additionally, I'd like the solution to:
display a heatmaps or click/tap/maps (clickstreams), to show how users tried to interact with the interface
generate visit graphs (user started from this screen, then went to this screen, etc.)
The most important requirement is that this is for internal application testing (nothing malicious), and we want to categorize data by user logged in (so that we can gather data per user, not some general average).
Can anyone recommend a suitable tool? Price or paid, doesn't matter. Is Google Analytics up for the job, or do we need something else?
Youve got several options to track the user behavior in the app. You can use frameworks like :
Flurry (http://www.flurry.com/)
Mixpanel (http://mixpanel.com/)
Localytics (http://www.localytics.com/)
Google analytics
Im pretty sure there are more. Flurry is free (for now but you have some special paid features) and it´s broadly used. It´s the framework I use the most for my apps in these moments but it will depend of the client and the information you want to track. You can track events, events with information, see the stats of use, how the user has used the application, find dead holes in your app and broadly speaking, have a general idea about how your application has been used. The other frameworks are not free and you have to pay for the services but you can always use a trial version to see if this is what you want or not. Ive used localytics and its nice.
Ive tried all of them, and there are pros and cons, but to get a general idea about your application, everyone serves. Regarding heatmaps, Im not sure about that, I mean if some of the frameworks offer a solution like that, but you can always build your reports with the provided information (I know it´s not a straightforward thing or a 5 minutes thing).
Take a look, compare and decide which one can fit the best for you.
Well these days app analysis is very important and are of great help. There are large number of analytics tools available. Some of them are free some of them are paid.
below are some of them
Flurry
Google Analytics
Heatmaps
These are few which are used most. For most list visit this link
Hope this will help you. happy coding :)
I have a confusion in understanding the structure of PAL device.
My first question is that if we buy a PAL device , then how can we know that how many min terms are added by each OR gate in the OR array? In other words I am asking, is there any standard by which we can know the number inputs each OR gate has in the OR array?
The next thing is that we have an AND array in the PAL device which is programmable. Now suppose we have 4 inputs , then each AND gate in the AND array must need 8 inputs. It is up to us how many variables we apply on it, but there is a possiblity that we can apply all the variables on the AND gate therefore it should have 8 inputs. Please tell me am i right or not. If not then please explain.
I think there is no universal standard for either of your questions. The data-sheet for each device specifies those parameters. You should look up the data-sheets and decide what suits your needs.
Specifically on your second question, an ideal PAL should be as you say (like this simplified circuit). But usually you don't want to apply all the variables (and their negations) to the AND gates, so each AND gate can have less inputs (of course using the grid you can choose any of the variables to apply, just not all of them together).