Will be hilarious when the bid/ask opens up to $5.00 on everything but GOOG and SPY because market makers quit the business.
I don't think anyone is going to say "Yes Mr. Gates, we'll sell those 1m shares a day and there will be no impact." I think the conversation...
Those funds all use algo execution systems, relying on some very complicated math to figure out the best way to acquire and release positions....
that place is nuts. flipping between it and ft.com is culture shock.
ft.com (it's worth the ~$50USD/month) quant.stackexchange.com news.google.com On the weekends I read a lot of FT. I usually try to read one...
you mean out of sample or no-money-live trading? Eventually the jump has to be made and things you can only poorly estimate (like market impact)...
My "system" at this point is so fast that no one (you or me included) would be able to execute upon it. I can't talk specifics but I don't think...
The models (that make up an algo) are so different that it's hard to say what variables you use for what. But I would agree with you that anyone...
For sure, I don't think mm or any other HFT strategy is without risk by any means, but it's the way you handle the risk that's so different. I do...
I crossed the Rubicon in trading when I took a long position in HAL.
Most quant are either math or software guys. You don't see a lot of Java guys rattling off math proofs and math guys don't generally know beans...
The biggest reason I went into quant-hft-algo land is because I hate the sweaty palms and blood pressure of manual trading. Software makes trades...
"Social responsible" could accurately be argued as "the only long term successful model". I don't do it at a trading level, but I do try to vote...
Figured it out. Thinkorswim has an export on their screener. Glad I have a tda account hanging around.
I really agree with that. In PE you can have a career in business and finance that can span verticals, industries, and regions. It's not to say...
I'm at a bit of a loss here. From the person interviewed: How did margin calls become interventionism? If I ever max out my credit card I'm...
I've stumbled across a bunch of different screeners (with no luck) and could write something myself but I'm hoping there is a simple solution. I...
Who's using that level of data though in a strategy (talking code running constantly in an alpha/risk/trx cost/execution/pc model). I can't...
One important thing to consider about RDMS is that they allow you to organize things much better. Regarding ten years of tick data across every...
I was out in town yesterday, driving my $8K paid-in-cash used car to the store. Next to me was a guy in a brand new F150, and to the right was a...
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