StatArb: User Experience (UX) – Part 8


Continuing with the theme of this posting series (statistical arbitrage of an ETF), thanks to some colleagues at Lab49 this application can now begin to visualize the data generated though the following user experience:

The user experience provides real-time insight into the “virtual ETF” and the “real ETF”, coupled with appropriate trading alert (top) when an arbitrage opportunity exists between real vs virtual. As expected the UX allow the user (trade) to drill into an ETF and view the assets (constituents). Likewise off the trade signal, there is the ability to either automatically or manually submit orders.

So to summarize, this application consists of:

The WPF desktop application leverages Caliburn and WPF Toolkit.

~ by mdavey on January 11, 2011.

2 Responses to “StatArb: User Experience (UX) – Part 8”

  1. Test of the usual john@smith.com credentials! Not taking the piss but checking before I post a real comment or suggestion.

  2. Argh. And it remembers me when I log back in. Guess I have to use Jane @ Doe.com if I want to start again.

    TPL Dataflow seems like a fantastic tool in event-driven architectures that could eclipse (pun intended) some other current paradigms in real time mid office. Or am I missing the point?

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