Recent Content by ochristo

  1. Any good book on Statistical Arbitrage?

    Hey Matt, About the hedge ratio: Chan includes an example of how to calculate it in his book using Matlab. I just want to know if I were to use...
    Post by: ochristo, Jul 18, 2009 in forum: Strategy Building

  2. Any good book on Statistical Arbitrage?

    That is a great quote. I know that correlation is not the same as cointegration, I also know that you can have cointegration without...
    Post by: ochristo, Jul 18, 2009 in forum: Strategy Building

  3. Any good book on Statistical Arbitrage?

    Great post, thank you very much. One question: your hint at pairing ETFs with 10 underlying and choosing the underlying based on regression....
    Post by: ochristo, May 31, 2009 in forum: Strategy Building

  4. Swifttrade Interview

    I've only moved here 6 days ago and already it seems like a great, sexy party city - ideal place to blow some cash :D Send me a email sometime
    Post by: ochristo, May 11, 2009 in forum: Prop Firms

  5. Swifttrade Interview

    That may be so, but I can only speak for the Toronto office - and they are definitely still hiring anybody. I've recently relocated from...
    Post by: ochristo, May 11, 2009 in forum: Prop Firms

  6. Swifttrade Interview

    That's exactly what I'm saying is the problem with the swift hiring model: it weeds out the very brightest AND the very dumbest. The former leaves...
    Post by: ochristo, May 10, 2009 in forum: Prop Firms

  7. Swifttrade Interview

    I was "interviewed" at the Toronto office. It wasn't so much of an interview than the hiring manager looking at my resume, saying I was...
    Post by: ochristo, May 9, 2009 in forum: Prop Firms

  8. No one on EliteTrader will beat the market… here is why

    I'm skeptical of your post. There are 3 forms of the efficient market hypothesis and you're referring only to the "strong" form. Most...
    Post by: ochristo, Dec 18, 2008 in forum: Trading