I am a heavy Fortran user also. One can think of it as a sort of compiled Matlab, and there are plenty of quant traders using Matlab. I use the...
"Apophenia is the spontaneous perception of connections and meaningfulness of unrelated phenomena." Cool, I learned a new word.
The R^2 of the regression of the stock price vs. time is an estimate of trend smoothness. A stock rising or falling the same amount daily would...
I have a system that trades daily, am looking for a job, and do some child care (mostly chauffering). I suggest adding "trading and looking for a...
Vanzndt did provide a good, free source. Nowadays a lot of data is freely available or if you know where to look or where to ask.
Would you mind posting a link to the thread you found most informative?
XIV has negative convexity vs. the SPX, meaning that it does better (worse) than a linear SPX beta model would predict on days with small (large)...
Intuitive traders should try to record their thoughts so that the reliability of their perceived patterns can be backtested. Systematic traders...
I don't do manual testing, but I have a system that uses three indicators to generate positions, and it has been useful to look at a spreadsheet...
Thanks, I am now able to trade this on IB.
Thanks for your comments. Empirically, the returns of XIV and VXX are more highly correlated to changes in VXV, the 3-month version of VIX, than...
Thanks for mentioning this. Quoting the press release: I think this means that to create new shares of XIV, Credit Suisse now wants its...
Bloomberg has an article on the strange behavior of VXX and XIV this week:...
After VIX I think VSTOXX (the volatility index of the Eurstoxx 50) is the most active volatility futures market. I don't think VSTOXX futures are...
Usually the daily return of VXX is close to that of the opposite of XIV. Since December 2010, when XIV started trading, the sum of the returns of...
A newspaper story about the financial markets will often quote portfolio managers, financial analysts, or newsletter writers. I wonder how...
Today SPY fell 1.74% from the previous close but XIV was down only 2.45% (its beta to the SPY is about 4 on average), but in after hours trading...
The IB site now has a message box next to the XIV symbol which says "The SEC Rule 201 (aka "Up-Tick Rule") has been triggered and the related...
I have a trading system that can go long or short XIV but which is usually long. Today around near the close I wanted to short a lot of XIV, but...
http://www.bloomberg.com/news/articles/2016-06-17/vix-volume-explodes-in-notes-as-5-days-of-stress-sets-etn-record VIX Volume Explodes in Notes...
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