Simply wrong. There is indeed a lack of highly qualified workers in the states. One of the reasons being that most of the students who run from...
You are screwed ...
One aspect may be found in the (lack of relevant) qualification of people in LA ... if you want to stick in CA, take a look around the bay area...
Depends on the time-frame. Clearly a consistent short strategy on a longer time-frame is more difficult to find than a long strategy. If the...
Silly question. This is identical to finding a consistently winning system (as long as the loses do not mainly come from slippage/commissions).
It takes a lot of skill, effort and time to develop a working automatic system (and as well to keep it profitable over a long run). That's the...
As a potential tax refugee of EU origin, just do some research by yourself ... Step1: Google for a list of countries which do not tax...
Depends on what and how your algo trades. Even so the iB data has a ~ 0.x secs lag and iB execution lags ~ 0.x secs, I have a fill rate of >93%...
I recently noticed that I receive from my data provider the first "real-time" quote for CBOE VXO volatility index with a 15 mins delay to market...
You got me a bit wrong. Of course everyone in this field has to start somewhere in finding his alpha. However, one should not be as presumptuous...
You see, one thing that many in academic finance fail to release is that there are thousands of masters/PhDs/Profs in physics/mathematics/computer...
What you are describing in your "thesis" is basically a primitive form of evolutionary/genetic programming/strategy design.
Another fine example that shows that (most of) academia is 1+ decade behind the market ...
Met recently in a bar one of the guys supervising the IT roadmap of one of the mayor US banks ... you would be surprised about their actual IT...
Putting aside if I have the means or not to hire a top talent (since this is not of importance) To my experience, math/physics graduates are...
Yep, in general I would never hire a pure cs guy for another purpose than slave work (I'm always amused about the programmers in this forum...
I don't think it makes much sense to talk only about win rate and profit factor ...
I don't go live with strategies which are not (more or less) stable for different markets (of same equity class) ...
Isn't this a necessarity ? Or how do you deal with an unexpected connection loss (if you run multiple strategies on same contracts) ? My...
For strategy dev. and backtesting I'm using Mathematica. Gives you (almost) the power and possibilities of C, but allows you to do many things in...
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