Recent content by John Donahue

Does anyone use it for trading purposes? From my observations on market returns and the fractal nature of prices looking a different time frames, there seems to be some validity for its calculation to determine beneficial trading opportunities. Calculating is pretty straight forward and...

Hi I from NYC, born and raised, LOL, alumni of Baruch's Executive MS in Finance program.

I followed Dave Programming blog to get Boost and QuantLib running on XP with VS Express C++ and it works great! Thanks so much for the help! Just have to make sure to get projects built you have the project properties point to the correct directories and libraries. Anyone using GNU GSL for...