Welcome, Guest. Please Login or Register
Algorithmic Trading Forum
 
  HomeHelpSearchLoginRegister  
 
Pages: 1
Send Topic Print
Bid and Ask size analysis. (Read 19246 times)
ocTrader
Newbie
*
Offline

I like this forum!

Posts: 4

Gender: male
Bid and Ask size analysis.
01/22/09 at 03:55:53
 
Hi All,
I am pretty new to this algorithmic trading biz...
I would like to start to do some research on Bid and Ask volume size using Matlab. Are there any articles or any books that you recommend ? Or suggest anything that gets me going first ? Thank you so much !
Back to top
 
 
  IP Logged
Nandi
Newbie
*
Offline

I like this forum!

Posts: 1

Re: Bid and Ask size analysis.
Reply #1 - 04/29/09 at 15:52:11
 
I would like to know more on this topic. I have access to tick data. I would like to more on how to effectively estimate and use the depth of book.

Thanks,
Back to top
 
 
  IP Logged
jeffrey Paul
Newbie
*
Offline

I like this forum!

Posts: 1

Re: Bid and Ask size analysis.
Reply #2 - 06/27/09 at 04:37:41
 
Yea .. any info on analyzing high frequency data will be appreciated ... thanks ...
Back to top
 
 
  IP Logged
KevM
Newbie
*
Offline

I like this forum!

Posts: 1

Re: Bid and Ask size analysis.
Reply #3 - 03/03/10 at 01:38:43
 
You can utilize matlab on excel, or a matlab spreadsheet to analyze data in heavy volumes (as in bid/ask data), where you have millions and millions of rows and columns of data.

Quick question, where would you find historic bid/ask data? Particularly for FX but any other instrument would be fine.
Back to top
 
 
  IP Logged
Pages: 1
Send Topic Print