http://quantinvestor.blogspot.com is excellent
Jeff, Does your system use cointegration or correlation? Log returns or non-stationary price series? In my tests, historically cointegrated...
Self-confidence, knowledge, experience, discipline and concentration are necessary elements of a trader's personality. It just bothers me when...
I'm not an OpenQuant user so I had to look up GetReturnSeries(). Now it makes sense; differences in returns is stationary having stable...
segv... I took a cursory glance at your code and basically, please correct me if I'm wrong, it just sorts a universe of stocks by highest...
There are no exceptions... or you will *****FAIL******
Page 60, on Timber Hill's MM business: "Our strategy is to calculate quotes at which supply and demand for a particular security are likely to...
What I'm trying to understand is... How much of your success in pairs trading is derived from the probabilities of individual stocks (i.e.,...
Your pairs trades are 80% successful? What is the success rate of your long/short portfolio? this thread is getting more and more bizarre...
Doubleclick only did $150 million in revenue? Quality not quantity, I guess :confused:
It's hard to sympathize with securities attorneys :D
Sandy... you're only successful 44% of the time. Have you tried dividing your capital in half and trading the first half long, and using the rest...
Can you explain your methodology a bit? I have studied pairs trading but still can't get past this fact: The result of the correlation between...
There is, it's T+3 to withdraw funds!
Nasdaq also requires a $5 min bid, so there's usually a reverse split
yes. you need an event stream processor such as Esper or Coral8 to collect the ticks, aggregate them over a specific time frame, and output after...
Start with this <img src="http://www.itbizvision.com/ion/show_image.php?id=261">
It's $16,000.
Jsystemtrader is open source and quite nice, if you use IB. Do a search for it...
Active traders keep the markets efficient by using new information to agree on the best price. Index investing is parisitical because it feeds...
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