Search Results

Search Again

  1. The New Math: Quantitative hedge funds are pressing into new realms of science

    thank you for another smart ass journalist's attempt to make a buck for discrediting those stupid quants that do not get how it really works...
    Post by: man, Apr 7, 2008 in forum: Wall St. News

  2. do you use other time series than price and volume within your ATS?

    10:12 very interesting. i would have thought the price people would exceed by far, then it was just the exogenous and now we are at about...
    Post by: man, Apr 7, 2008 in forum: Automated Trading

  3. do you use other time series than price and volume within your ATS?

    definitely. i have never seen a system that matches the backtest. you gave me some brain food. yet i think i am not good in predicting when our...
    Post by: man, Apr 7, 2008 in forum: Automated Trading

  4. the problem of wall street banks ...

    agreed. the liquidity crisis spreads all over. yet it is at least partly going too far ...
    Post by: man, Apr 7, 2008 in forum: Wall St. News

  5. do you use other time series than price and volume within your ATS?

    John 10:10 “I have come that they might have life and have it to the full”.
    Post by: man, Apr 4, 2008 in forum: Automated Trading

  6. the problem of wall street banks ...

    the whole credit business sees very few bids. all the potential bidders have the same problem. with many instruments not really related to the...
    Post by: man, Apr 4, 2008 in forum: Wall St. News

  7. do you use other time series than price and volume within your ATS?

    Oh, then you really "arb"? now that is something different. but anyways, don't worry, i am not even close to playing millisecond- games. i am...
    Post by: man, Apr 4, 2008 in forum: Automated Trading

  8. the problem of wall street banks ...

    ... is that there is literally no bid out there. assume there are only a dozen people in the world who would buy a ferrari gto of 1965, you have...
    Thread by: man, Apr 4, 2008, 4 replies, in forum: Wall St. News

  9. do you use other time series than price and volume within your ATS?

    9:7 ... almost even now ...
    Post by: man, Apr 4, 2008 in forum: Automated Trading

  10. Greenspan's Phd a fraud

    add hearsay to hearsay and what is coming out is not surprisingly ... hearsay.
    Post by: man, Apr 4, 2008 in forum: Economics

  11. do you use other time series than price and volume within your ATS?

    my bet is that i can run many more systems parallel, that i can actively monitor. and that the robustness coming out of that outweighs the lack...
    Post by: man, Apr 3, 2008 in forum: Automated Trading

  12. Greenspan's Phd a fraud

    well. if this is not hearsay, what could be? i do think greenspan did mistakes, but this article is just ... poor. i do think it is wrong to...
    Post by: man, Apr 3, 2008 in forum: Economics

  13. Someone needs to ask Bernake this

    mr copland. it might have rescued their work and their pension plan. never thought i would defend bernanke ...
    Post by: man, Apr 2, 2008 in forum: Wall St. News

  14. Wall Street Shocker: Goldman Sachs Destroyed Bear Stearns!

    thnx. so i did not have to waste brain cells and write that. well done.
    Post by: man, Apr 2, 2008 in forum: Wall St. News

  15. Lehman taking the Ambac Approach

    forget about estimates at this point of time. the companies find it hard to predict anything by themselves ...
    Post by: man, Apr 2, 2008 in forum: Stocks

  16. do you use other time series than price and volume within your ATS?

    TSG you do that all by yourself? goodness, i knew we were lazy, but that is ... something. we stopped our pairs trading late 2004. edge...
    Post by: man, Apr 2, 2008 in forum: Automated Trading

  17. do you use other time series than price and volume within your ATS?

    its name is TWSlink. someone within my team is doing it, maybe he will post details ... our other stuff on trading is all C++. but C++ is...
    Post by: man, Apr 2, 2008 in forum: Automated Trading

  18. do you use other time series than price and volume within your ATS?

    i see "exogenous" as everything that does require additional information than the trading activity of the instrument at hand. so price, volume,...
    Post by: man, Apr 2, 2008 in forum: Automated Trading

  19. do you use other time series than price and volume within your ATS?

    (i am the only one crossing "no" in the poll so far. ... :))
    Post by: man, Apr 2, 2008 in forum: Automated Trading

  20. do you use other time series than price and volume within your ATS?

    price only so far. and i must admit that i still have a human trader (at my broker) executing my orders. so i am by strict defintion not a real...
    Post by: man, Apr 2, 2008 in forum: Automated Trading
Showing results 101 to 120 of 2,168 Next >
Search Again