Obviously, the answer is obvious. lol. Buy the next put -2/-3 std away. You need to model it and see what your risk tolerance is. Your small arb...
Check within quandl for the few obvious ones that are publically available.
That's right. It was already announced sometime ago, at the beginning of the year. There are a few alternative providers, though.
lol. first minute of what? those are nyse listed. they start trading when the specialist says so after he is ready fronting all the at open orders.
https://www.kdnuggets.com/2016/01/20-questions-to-detect-fake-data-scientists.html LOL
Buy every nas future dip. max leverage. HODL to the moon with jeffy and loony.
This is now a somewhat simple creative accounting problem that has already been solved a few times over. PNL problems are either solved with fixed...
LOL. How do you quantify an 80 percent accuracy metric without a clear profit/loss target? In your model how do you classify a winner?
No streaming equities data. Futures were ok. Has this been fixed yet?
It's all about algo evaluation. In the example above your pnl could swing from -.20 to +.20. Metrics are all about the base price. If you are...
In the example above you have 4 possible trades. BuyxSell 100x100.2 100x100 100.2x100 100.2x100.2 All different pnl outcomes. In this...
LOL. And if you do it even faster, maybe your broker will not even notice you and will forget to charge you commission for the second trade....
FYI, One way it to simply send a DAY limit order. IB will put the order on hold until some or all shares can be located and release the full or...
Ha ha, the classic correlation vs causation paradigm. It never gets old! You could spend 1B years on something, but if you really never get to...
A. k. a Reversal in PEAD. Good luck.
The infamous overfitted hockey stick loss curve. There are thousands of papers on the subject. Some people have even made a whole career on the...
LOL. Yes. When was the last time you saw anyone hanging a frame of a share certificate on a wall?
Tell that to the YOLOs on wsb. They are fighting the "system" now. Yesterday they also discovered Blackberry and BBBY for the fun of it. Fun times!
LOL, that would be better than free money, unless of course stocks could also now go negative like oil. Nah, the mm were taking the piss out of...
Just a cool way of calculating drawdown ... in a quant's wannabe job interview. lol
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