If you are interested in High Frequency Trading (HFT), you better get to know Complex Event Processing (CEP).  I suggest taking a look at Streambase’s site.  They have some good recorded web casts and white papers.  They’ve been at it much longer than anyone else that I’ve come across.  If you have the dollars to spend, they seem like the premium solution.

Very cool space emerging there.  I’m looking forward to watching the CEP industry mature.  As time allows, I will explore regressions on High Frequency data sets.  Fun!

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