Monthly Archives: April 2011

Interesting Betfair Developer Blogs

The following blog, written by a Betfair developer, might be worth a read later: http://blog.danmachine.com/ This blog actually discusses some ideas that I was thinking of testing on financials: http://betting.betfair.com/horse-racing/betting-strategy/betting-strategy-trading-on-horseracing-260110.html

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Excellent Portfolio Optimisation Notes

From Sussex Uni

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Log4Net Tutorial

I have been using the Nesper CEP component in C#, to develop an algorithmic bookmaker for the Betfair API. This tutorial is quite useful for understanding the log4net logging component that Nesper uses: http://www.beefycode.com/post/Log4Net-Tutorial-pt-1-Getting-Started.aspx Also: http://nesper.wikispaces.com/Logging

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Book Recommendation for correlation, volatility, curvature

http://www.amazon.co.uk/Volatility-Correlation-Perfect-Hedger-Finance/dp/0470091398

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