Recent Content by Matt1234au

  1. Best Economic/Stock Dashboard Indicators

    Hi I was checking something in one of Taleb's books and came across the bit where he talks about setting up his Bloomberg screen with various...
    Thread by: Matt1234au, Dec 8, 2009, 2 replies, in forum: Trading

  2. Any good book on Statistical Arbitrage?

    ezbentley Look at the two articles DSA and DSA2 (Daily Stock Activity) plus DSO (Daily Stock Oscillation). Also plot your own graph of...
    Post by: Matt1234au, Jun 8, 2009 in forum: Strategy Building

  3. Herman Miller Chair

    Have you seen this: http://dack.com/misc/aeron.html The videos are a great - I can relate to every issue they complain about
    Post by: Matt1234au, Jun 2, 2009 in forum: Hardware

  4. Any good book on Statistical Arbitrage?

    Martinghoul - I haven't used any other cointegration tests. I originally studied cointegration in college and then later came across DF in a C++...
    Post by: Matt1234au, Jun 2, 2009 in forum: Strategy Building

  5. Any good book on Statistical Arbitrage?

    Sorry ezbentley, I misunderstood. Spearman etc is an OK method but in my opinion not as robust as cointegration. The correlations may break...
    Post by: Matt1234au, Jun 2, 2009 in forum: Strategy Building

  6. Any good book on Statistical Arbitrage?

    Hi Stat arb is based on cointegration, not correlation. Chan describes it nicely in the article: Cointegration is not the same as correlation...
    Post by: Matt1234au, Jun 2, 2009 in forum: Strategy Building

  7. Any good book on Statistical Arbitrage?

    Free Excel add-in for cointegration: http://www.web-reg.de/adf_addin.html# I have used it and it works fine. For a good explanation of...
    Post by: Matt1234au, Jun 1, 2009 in forum: Strategy Building

  8. Any good book on Statistical Arbitrage?

    You want higher correlation. Remember you are looking for the unusual variation (2+ standard deviation), because when things deviate they will...
    Post by: Matt1234au, May 31, 2009 in forum: Strategy Building

  9. Any good book on Statistical Arbitrage?

    I haven’t noticed any discernable changes in the stat arb space this year. I have heard that more hedge funds are returning to this type of...
    Post by: Matt1234au, Apr 19, 2009 in forum: Strategy Building

  10. Any good book on Statistical Arbitrage?

    Hi again Aug 2007 – intra-day strategies were profitable virtually every day – certainly net profitable at 31 Aug. For the whole month –...
    Post by: Matt1234au, Apr 17, 2009 in forum: Strategy Building

  11. Any good book on Statistical Arbitrage?

    Hi I have taken a fair bit from Elite over the years (just running keyword searches over the old posts throws up heaps of good stuff) so here I...
    Post by: Matt1234au, Apr 16, 2009 in forum: Strategy Building

  12. Matlab Trader Group

    Please count me in as well Mainly options and pairs trading here (stocks & FX)
    Post by: Matt1234au, Feb 25, 2009 in forum: Automated Trading

  13. Who wrote the option class notes from 2006?

    Hi I was searching Google for double diagonal and it found a handy word document titled The Double-Diagonal Strategy that was posted here at...
    Thread by: Matt1234au, Feb 6, 2009, 2 replies, in forum: Options