I started writing (and abandonded) some code for this. There's a lot to consider to make sure code integrity is good while keeping the performance of the optimizer up.
On Thu, Nov 4, 2010 at 1:05 PM, new_trader <[email protected]> wrote: > @Astor: > where do you see arbitrage possibilities in JBT? Can you please > elaborate a bit more on this? > can you have some thoughts on the (mathematical) background of this? > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To post to this group, send email to [email protected]. > To unsubscribe from this group, send email to > [email protected]<jbooktrader%[email protected]> > . > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
