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  1. RenTech vs. Getco/Jump Trading?

    I didn't ask. He told me so ... of course I am interested ...
    Post by: losemind, Aug 10, 2011 in forum: Strategy Building

  2. RenTech vs. Getco/Jump Trading?

    RenTech vs. Getco/Jump Trading? Hi all, I met with a great FX high speed trading guy and he hinted that RenTech is very different than...
    Thread by: losemind, Aug 10, 2011, 6 replies, in forum: Strategy Building

  3. RenTech: using artificial intelligence to morph one trading strategy into another

    RenTech: using artificial intelligence to morph one trading strategy into another Hi all, I met with a FX high speed trading guy (not...
    Thread by: losemind, Aug 10, 2011, 17 replies, in forum: Strategy Building

  4. Sharpe ratio 40-60 possible?

    i met with a HFT guy and he told me in FX HFT world, Sharpe of 40 to 60 is possible even with transaction costs. how could this be possible....and...
    Thread by: losemind, Aug 10, 2011, 4 replies, in forum: Strategy Building

  5. Today both stocks and bonds went up... anybody could explain?

    Maybe short covering of bonds? I remember many people were shorting bonds...
    Post by: losemind, Jul 19, 2011 in forum: Financial Futures

  6. Today both stocks and bonds went up... anybody could explain?

    Maybe short covering of bonds? I remember many people were shorting bonds...
    Post by: losemind, Jul 19, 2011 in forum: Financial Futures

  7. Today both stocks and bonds went up... anybody could explain?

    Interesting... could you please post source here? Thanks!
    Post by: losemind, Jul 19, 2011 in forum: Financial Futures

  8. Today both stocks and bonds went up... anybody could explain?

    Usually when stocks go up, bonds go down; But today both were up... anybody could explain this?
    Thread by: losemind, Jul 19, 2011, 10 replies, in forum: Financial Futures

  9. short in HFT?

    Are margins calculated daily (eod) or intraday? I mean, for HFT, which may need a large volume of shorts intraday, do margins also spike intraday?
    Post by: losemind, Jul 19, 2011 in forum: Order Execution

  10. Are HFT firms subjected to tax and clearing fees?

    What do you guys mean?
    Post by: losemind, Jul 19, 2011 in forum: Order Execution

  11. How do you do triangle trading(generalized pairs trading)?

    Hi all, In pairs trading we have 2 assets. lets say now we have 3 assets moving together... how to generalize the pairs trading and do triangle...
    Thread by: losemind, Jul 19, 2011, 2 replies, in forum: Strategy Building

  12. newbie questions: Pairs trading and ex-Dividend?

    Thanks vm! Ooops, I should have started a new thread because this is a completely different question... I will start a new thread...
    Post by: losemind, Jul 19, 2011 in forum: Strategy Building

  13. Are HFT firms subjected to tax and clearing fees?

    So how does one qualify for "HFT Exempt Status"?
    Post by: losemind, Jul 19, 2011 in forum: Order Execution

  14. Are HFT firms subjected to tax and clearing fees?

    What are the costs of an HFT firm trading on NYSE? Do they pay clearing fees? Are they subjected to income tax and dividend tax?
    Thread by: losemind, Jul 18, 2011, 6 replies, in forum: Order Execution

  15. newbie questions: Pairs trading and ex-Dividend?

    in pairs trading we have 2 assets. lets say now we have 3 assets moving together... how to generalize the pairs trading and do triangle trading? thx
    Post by: losemind, Jul 18, 2011 in forum: Strategy Building

  16. newbie questions: Pairs trading and ex-Dividend?

    thanks vm to all but how to account for tax in dividend adjustment?
    Post by: losemind, Jul 18, 2011 in forum: Strategy Building

  17. Hard to do HFT in Hong Kong?

    I called InteractiveBrokers and their cost + exchange stamp duty = around 0.3%=30bps (somewhere around that figure)... which I think will make...
    Thread by: losemind, Jul 17, 2011, 3 replies, in forum: Automated Trading

  18. newbie questions: what's a good estimate of transaction costs?

    For US stocks, may I assume a 0.1%=0.001=10bps cost in my backtest? The strategy is a daily one based on hitting the open and close. Lets...
    Thread by: losemind, Jul 17, 2011, 0 replies, in forum: Order Execution

  19. newbie questions: Pairs trading and ex-Dividend?

    Nice! Thank you! That's exactly what I did. In my backadjustment, I substract the dividend from all OHLC prices series prior to the ex-Div date...
    Post by: losemind, Jul 17, 2011 in forum: Strategy Building

  20. newbie questions: Pairs trading and ex-Dividend?

    yeah, you said it... the thing is the backtest software doesn't handle dividend separately and knowingly, it only operates on the price series,...
    Post by: losemind, Jul 17, 2011 in forum: Strategy Building
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