Recent Content by Transatlantic99

  1. Can linear regression analysis really predict the future?

    my 2 cents... OLS regressions are heavily flawed BUT you will see certain forms of regressions used in certain endeavors... * CoIntegration:...
    Post by: Transatlantic99, Nov 16, 2009 in forum: Strategy Building

  2. Journey from investment bank to independent automated trader

    May I suggest perhaps you are not as far ahead of the some of the top hedge funds and IBs in the world as you might think. LOL Don't make the...
    Post by: Transatlantic99, Jul 3, 2009 in forum: Journals

  3. Trading System Lab

    Haha yeah I'm lazy. Good one. You obviously know me so well... Love the way you can read into someone's entire background and knowledge of a...
    Post by: Transatlantic99, Jul 3, 2009 in forum: Automated Trading

  4. Journey from investment bank to independent automated trader

    This is actually false. Granted, I am NOT saying anything can be forecast with 100% accuracy, but rather with positive expectancy in...
    Post by: Transatlantic99, Jul 3, 2009 in forum: Journals

  5. Trading System Lab

    Counterpoint: 1) There have been several highly credible papers written on the effectiveness of GP in terms of overall robustiness of...
    Post by: Transatlantic99, Jul 3, 2009 in forum: Automated Trading

  6. Journey from investment bank to independent automated trader

    the difference is, at the 50ms end of the spectrum you will be able to more quickly generate a statistically signficant number of trades while...
    Post by: Transatlantic99, Jul 2, 2009 in forum: Journals

  7. Journey from investment bank to independent automated trader

    wow, are you serious? what do you think is easier to predict, what is going to happen in the 50 milliseconds or what is going to happen in the...
    Post by: Transatlantic99, Jul 2, 2009 in forum: Journals

  8. Trading System Lab

    Actually some of us are still using the Grail in differing capacities. Only now am I realizing how far ahead of it's time is was, especially at...
    Post by: Transatlantic99, Jul 2, 2009 in forum: Automated Trading

  9. Trend Harmony , Updated Results

    Hi Murray, Congrats on Simple Harmony. Question for you: how do you think the system would do if traded intraday, say on 1hr bars? While...
    Post by: Transatlantic99, Feb 10, 2009 in forum: Events

  10. Have some trade ideas and looking for extensible trading platform?

    couple of things regarding Tradestation (in its favor actually) 1) Tradestation can talk to Matlab. google 'Tradestation Matlab'... 2)...
    Post by: Transatlantic99, Feb 9, 2009 in forum: Trading Software

  11. Vanguard's John Bogle pushing for a Transaction Tax on Stock Trading.

    No. Just No. You don't get it. I hope you are kidding but it doesnt sound like you are. Daytraders caused this bubble? Uh, NO.
    Post by: Transatlantic99, Jan 22, 2009 in forum: Wall St. News

  12. Volatility indicator for Forex

    yes there is. CVIX Index in Bloomberg. Deutsche Bank FX Volatility Index
    Post by: Transatlantic99, Jan 16, 2009 in forum: Forex

  13. Real-Time Software that Supports Multi-Variate Regressions

    Hi, I was wondering if anyone knows of any real-time trading software thats supports serious econometrics/time-series analysis functions and...
    Thread by: Transatlantic99, Nov 27, 2008, 3 replies, in forum: Trading Software

  14. Optimization Paradox: Avg Trade vs. Number of Trades

    Hi, In my educated opinion I would say #1, all else being equal. Going from #1 --> #2 is a double whammy, as you are adding a parameter...
    Post by: Transatlantic99, Nov 27, 2008 in forum: Strategy Building