I'm interested, count me in. I haven't been out to one of these functions yet. I've been in Toronto for almost 3 years and have pretty much just...
Jasper6, Maybe it's not time to quit, but I think you should in the very least pause and re-examine your approach. One thing you certainly...
Thanks Wayne, good info to know. The rules must be different in Canada, because I've been told by a vendor about a bank up here that's...
What are some of the platforms that you've used for automated options trading? Has anyone used Orc as part of their platform?
Depending on the company you keep, a Sharpe ratio of > 2.0 is generally considered good. Many HF Stat Arb shops would consider a Sharpe ratio >...
Sharpe Ratio is a measure of risk adjusted return. It's based on annualized numbers, so if you are working with a daily returns, you need to...
Then choose the one you are most passionate about, because that's the one you'll excel at -- all other things being somewhat comparable.
Aren't most random number generators really pseudo-random number generators (i.e.) with a certain amount of serial correlation?
Are you in a position to take the higher risk for job #2? IMHO, you'll get a much better education than you do babysitting trades and tweaking a...
That's kind of the point. You're not going to build me a solution -- nobody is. You either pay for it by having someone deliver the bricks...
[ ...love it! :D 2cents, I appreciate your insights. I came to my current shop looking for something that would take the infrastructure off...
Well said. In fact, my platform is Linux. My point is really that one probably shouldn't take a single factor and shoot an entire system down...
What Esper doesn't appear to supply is a rudimentary OMS or a simulator. It appears to be just a matching engine. Is this correct? How does the...
It's not that anything is particularly difficult, it's that there isn't enough time to do everything I need to do, and I would rather spend my...
Separate names with a comma.