Recent Content by Hammy27

  1. Arbitrage Strategy

    ok... now the thread is about LTCM :) Since I like to talk about stat-arb I post a simple graph showing a pair-strategy. If you entered the...
    Post by: Hammy27, Jan 12, 2012 in forum: Strategy Building

  2. Next educational step to improve quant/coding skills?

    @abdibile: I'm in the same *%&+*% situation... I probably will ask my employer if I can reduce to part-time and then take a master's class. If...
    Post by: Hammy27, Jan 9, 2012 in forum: Professional Trading

  3. Arbitrage Strategy

    Well, cause I liked to discuss about the strategy and not about the terminology of arbitrage. I see arbitrage as a term for an absolute or...
    Post by: Hammy27, Jan 6, 2012 in forum: Strategy Building

  4. Arbitrage Strategy

    hy again... I didn't wanted to start a discussion about the terminology of arbitrage. And I do not want to go deeper into the topic what stat arb...
    Post by: Hammy27, Jan 4, 2012 in forum: Strategy Building

  5. Arbitrage Strategy

    Oh it's not arbitrage in the sense that I buy the same stock on different exchanges to generate a profit. As you said, I wouldn't have an edge!...
    Post by: Hammy27, Dec 16, 2011 in forum: Strategy Building

  6. Arbitrage Strategy

    @intradaybill: 1. Trades? The Basket I trade is about 10 Stocks, so weekly repositioning = 10*52*5 = 2600 Trades. Sometimes you do not have to...
    Post by: Hammy27, Dec 16, 2011 in forum: Strategy Building

  7. Arbitrage Strategy

    Hy there I do not really believe that (short to medium term) single stock strategy trading will be profitable in the long run (unless it's...
    Thread by: Hammy27, Dec 15, 2011, 62 replies, in forum: Strategy Building

  8. Mathematical Finance Degrees

    I'm really interested in joining the University of London Quantitative Finance Program. Does anyone has distant learning experience? Has the...
    Post by: Hammy27, Nov 11, 2011 in forum: Professional Trading

  9. Trading Math - Part I

    Guys, if you want some serious insights into math-trading, check this out: http://www.youtube.com/watch?v=ed2FWNWwE3I regards
    Post by: Hammy27, Nov 8, 2011 in forum: Strategy Building