If you get a chance, check out Flash Boys by Michael Lewis. It's not really 100% accurate, but it definitely introduces a lot of the terms and the...
There are something like ~100 "trading venues", most of which are dark pools. Most brokerage houses run their own. So if I want to buy 100 XYZ and...
Yep. I've also found that when/if you decide to make yourself bigger and go the hedge fund route, the people putting money in very well might...
FX scares the shit out of me, both the way the "markets" (which aren't even markets) move, the lack of regulation, the full-retard leverage, and...
I used the tradier api for a while (with c#) and can offer up the following points: - Exchanges and instruments are quite limited. Basically US...
I'm on the fence with the PDT rules. Overall I'd kill the rule because it's a free market and it's not like we're stopping people from buying...
Same for me, although I have a couple of hundred bucks in etrade and tda accounts as well just to poke around on the platforms. Vanguard really is...
That website looks pretty hoakey.
What I've found really weird is the obsession with getting a quant job. I've always worked under the assumption that my results matter. If people...
Couldn't agree more. I think it's equivalent to saying that to be a good writer, you need to write in some particular language. You need to write...
I like having Alpha.[ModelName] for name space organization. All the alpha models exist as their own class (with sub classes if needed). I like it...
I use GARCH as an overlay to overall volatility measurements. In normal-speak, using it in concert with something more straight forward like VIX....
Make sure to drop by stackoverflow and let them know your feelings, considering that the whole stackexchange network is c#/mvc/mssql.
Personally I don't find much use in it, primarily because of cancellations, ice bergs, and dark ice. I think when people see the order book the...
One tough part about hedge funds is getting the clients. You're not selling lemonade, you're asking people to trust you with a lot of money. And...
Whatever your price, name it, I'll pay it.
I can't wait until the next big correction so they can dust off the prophet du jour who will be hoisted up on the shoulders of commentators as the...
You can use both of them in that scenario, and also the underlying itself. Things you can do much more easily with options is create a strategy...
Spend the money with iqfeed. It will cost you $500 all in, and maybe a couple a hundred a year after that.
I've heard they're taking the draconian step of requiring a heartbeat and breathing to get a loan.
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