Fix Boost compilation

Few Helps,

 

http://blog.glehmann.net/2014/12/31/Removing-bzip2-dependency-in-boost/

C++ Timer

1. boost examples.

https://github.com/sean-/Boost.Examples/blob/master/asio/timer/timer.cc

Timer :

https://github.com/sean-/Boost.Examples/blob/master/asio/timer/timer.cc

https://github.com/Senryoku/Timer/blob/master/src/Timer.hpp

https://github.com/magoo-magoo/timer/blob/master/main.cpp

https://github.com/DisturbedFuryan/Timer/blob/master/Timer.hpp

http://man7.org/linux/man-pages/man2/timer_create.2.html

https://github.com/magoo-magoo/timer/blob/master/main.cpp

// Looks best.

http://stackoverflow.com/questions/19022320/implementing-timer-with-timeout-handler-in-c

http://stackoverflow.com/questions/18110369/c-timer-implemetation-assigning-a-member-function-to-signal-callback-functio?rq=1

https://github.com/wahern/timeout/blob/master/timeout.c

 

yum

How to mount CD-ROM as yum repository.

g

Options Trading

Trading Gamma

 

http://www.volcube.com/resources/options-articles/what-is-gamma-trading/

Network performance Tools.

Sock perf,

https://github.com/mellanox/sockperf

 

iPerf,

http://blog.flux7.com/blogs/benchmarks/benchmarking-network-performance-analysis-of-r3-instances

http://www.brendangregg.com/perf.html

 

https://perf.wiki.kernel.org/index.php/Tutorial

 

Paul: CPU and Memory

CPU_architecture_Memory_Ordering

 

 

http://www.linuxjournal.com/article/8211?page=0,2

 

Linux C++ profilings

1. http://clang.llvm.org/docs/AddressSanitizer.html
2. https://www.usenix.org/system/files/conference/atc12/atc12-final39.pdf
3. https://fuzzing-project.org/tutorial2.html

Memory Pool:

Look at the nat sys lab description.

 

stl vector:=>

C++ C++

http://www.gahcep.com/cpp-internals-stl-vector-part-2/

https://gcc.gnu.org/onlinedocs/libstdc++/latest-doxygen/a01523_source.html

Click to access whymb.2009.04.05a.pdf

 

https://gist.github.com/ivareske/828a027a3e5cb501102e#file-memory-pool

https://gist.github.com/ivareske/828a027a3e5cb501102e#file-memory-pool

https://gist.github.com/ivareske/828a027a3e5cb501102e#file-memory-pool

https://gist.github.com/ivareske/828a027a3e5cb501102e#file-memory-pool

Usefull Linux comands.

1. How to recursively change search and replace string in all files.

find /home/user/ -type f | xargs sed -i 's/a.example.com/b.example.com/g'

 

2. core dumps related. and system settings.

http://www.idimmu.net/2013/06/21/enable-linux-core-dump/

Boost unit test case.

Exploring the C++ Unit Testing Framework Jungle

 

http://www.boost.org/doc/libs/1_40_0/libs/test/doc/html/utf/user-guide.html#test-module.def

 

http://www.boost.org/doc/libs/1_35_0/libs/test/doc/components/utf/compilation.html#include_sources

 

http://www.boost.org/doc/libs/1_46_0/libs/test/doc/html/utf/usage-recommendations/generic.html

Statistical Arbitrage

R Source code with few example:
http://blog.quanttrader.org/tag/statistical-arbitrage/
https://www.quantopian.com/posts/trading-strategy-statistical-arbitrage-and-mean-reversion
http://code.google.com/p/diversified-statistical-arbitrage/downloads/detail?name=Code.zip&can=2&q=
http://sourceforge.net/projects/stocknet/

Volatility:

http://hypervolatility.com/quantitative-research/options-greeks-deltagammavegathetarho/

Paper:

http://ssrn.com/abstract=141615  (Pair trading: Performance of relative value arbitrage)

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1153505
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1017307
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=890234

Click to access Lecture11Quant.pdf

Click to access volatility-arbitrage.pdf

Volatility Arbitrage with Options from Vito Turitto

https://www.linkedin.com/groups/Volatility-Arbitrage-Traders-2085627?home=&gid=2085627&trk=anet_ug_hm&goback=%2Egmp_2085627

Click to access article_giese_201008.pdf

http://europe.etf.com/europe/publications/journal-of-indexes/articles/8611-index-arbitrage-explained.html?fullart=1&start=6

http://quant.stackexchange.com/questions/11052/volatility-arbitrage-how-is-the-profit-extracted
http://marketheist.com/strategy/arbitrage/volatility-arbitrage/
http://www.researchgate.net/publication/228230701_Volatility_Arbitrage_Indices_-_A_Primer
http://hedgefund.blogspot.in/2007/05/hedge-fund-arbitrage.html

Click to access stat%20arbitragelecture%207.pdf

http://arbitragestrategy.com/statistical-arbitrage/

Willmot paper on VOL ARB:
http://quantlabs.net/blog/2014/03/which-free-lunch-would-you-like-today-sir-delta-hedging-volatility-arbitrage-and-optimal-portfolios/

Basics of ARMA model:

Click to access Intro.pdf

Click to access Thomaidis_2006.pdf

Click to access GSAM%20-%20NYU%20conference%20042106%20-%20Correlation%20trading.pdf

From Mentors:

http://www.egartech.com/research_dispersion_trading.asp

Click to access 5007_dissertation.pdf

Click to access Lecture10Quant.pdf

Click to access Dispersion_Article.pdf

http://condoroptions.com/2008/11/03/dispersion-trading-reading-list/

Others :

http://www.volcube.com/resources/options-articles/vega-neutral-trading-strategies/

Click to access vegaTalk.pdf

http://asia.spindices.com/resource-center/thought-leadership/spiva/

( 2013-spiva-ferri-benke-case-for-index-fund-portfolios.pdf)

Dispersion:

Click to access research-dispersion-measuring-market-opportunity.pdf

Click to access VolArbSupp.pdf

Click to access 1004.0125.pdf

Click to access Wiesner.pdf

Click to access FULLTEXT01.pdf

Click to access voldispersion.pdf

http://arno.uvt.nl/show.cgi?fid=115343

http://ftalphaville.ft.com/2011/06/17/597511/a-12bn-dispersion-trade/

Click to access Studying_the_Properties_of_the_Correlation_Trades.pdf

Click to access practicalconsiderationsandrisks-portfoliotrading_indexarbitrageanddispersiontrading_roychiong_102214.pdf

Variance SwaP: ++

Click to access finaleuromoneyvarpaper.pdf

Click to access %5BJP%20Morgan%5D%20Variance%20Swaps.pdf

https://www.google.com.hk/url?sa=t&rct=j&q=&esrc=s&source=web&cd=29&cad=rja&uact=8&ved=0CFwQFjAIOBQ&url=http%3A%2F%2Fwww.aifm-federation.at%2Findex.php%3Fid%3D631%26no_cache%3D1%26cid%3D3335%26did%3D1771%26sechash%3D30d36d1d&ei=6sp1VNubBse-uATJ-oLQAQ&usg=AFQjCNELL4bVtd6iTuxgoCoXwMmmvlh59w

Click to access VarSwaps.pdf

Click to access risk_1005_79-84.pdf

Hyper channel:

http://hypervolatility.com/hypervolatility-channel/

Gamma Articles:

Option Strategy: Long Gamma, Short Vega

https://www.thinkorswim.com/tos/displayPage.tos?webpage=lessonGreeks