Markowitz's Portfolio Simulator
This project is already pluged in to Interactive Brokers C++ API beta test will begin soon; ref: ExSan Algorithmic Trading - LOW LATENCY TRADING 1 Markowitz Portfolio Simulator 2 3 ExSan is used for this simulation, Yahoo Finance is the source of data. 4 About +500 files in txt format, each containing 4K to 7K closing stok’s 5 prices since Jan 2000. 6 7 ExSan handles DYNAMIC MEMORY ALLOCATION it can deal with more than +500 8 stocks/assets, it is ...