Does anyone know if there is a website that shows the implied interest rate for CME currency futures? Thanks.
it could be a trade rather than a quote
I think the first issue will be that the gov is incapable of handling the massive data. People who are able to create such infra are with GOOG, FB
Please don't trade, we really do not need another smart guy to compete with us. You already have good software engineering skills, use that and...
You assume that P/E itself is stationary. That is simply not true. Earnings change all the time. News affect companies all the time. Moreover,...
You sure that the indexes you mentioned are mean reverting? If you can find a true mean reverting series with low enough cost, you can make lots...
If Knight stuff is bad, Getco's programs should be much better right? Any CEO will always talk down other competitors to make it sound like they...
What's wrong with diversifying the business product line. Regulations could shut down Virtu in the blink of an eye.
How do you know you didn't overfit
1. When chart shows the move and its recognizable, you might be too late to act on it. 2. dumbass dont have the money to put large orders. They...
market makers use order book and market correlation to price stuff. Math not voodoo
Why do you believe it works?
David Aronson says otherwise. He wrote the book evidence based technical analysis to debunk TA
when a pension fund allocator asked a fund mgr what his strategy was. The fund mgr replied TA. Pension guy just laughed and fund mgr got $0.
TA doesn't work period.
What's causing this? Is it the US tax reform?
If you can do that, why would you need to hook it up to consumer products and sell mass market?
i'm asking you imagine a scenario where someone has achieved what you said. Finding profitable strategies without expensive researcher quants ....
That's the billion dollar question. Imagine someone has achieved that, why wouldn't he start a hedge fund and get billions of funding? His only...
You should look at genetic algos that find strategies. They do the same thing as what you suggest and are more unconstrained. What you are doing...
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