Hi all, Have you optimized your model over a large parametric space (say more than 5 variables, etc.) ? How do you efficiently do this? And...
If I divide data into in-sample (up till Sept. 2007) and out-sample (from Sept. 2007 to 2010), Most strategies that perform well in-sample...
Hi all, I have historical data of the value dates of 1-week EURUSD forwards and AUDUSD forwards, but I just cannot find historical data of the...
Hi all, Could anybody point me to good FX moumentum/trend-following trading strategies? I have traded major FX pairs using simple momentum...
Hey folks, Where do I find those webinars, webcasts, podcasts, etc. about fundamentals and commodities analysis? Any pointers? Thanks a lot!
Hi all, I am looking for a small set (say 5-6) of most diversified bond futures around the world which are traded on major exchanges and are...
Hi all, Could anybody please kindly point me to (toy example) of SVM trading systems, which at least show some PnL curves? I have been...
Hi all, I am considering spending my vacation somewhere attending a training class. Being a systematic trader, what I lack is the fundmentals....
Any successful stories? I am starting to play around with Neural networks. Please point me to good papers/articles/softwares about how NN...
what factors/data shall I use to predict the movement of Crude Oil? I am playing around with various methods of forecasting, what data are...
Where do I get historical data of ATM calls/options/implied vols for Crude Oil? I searched on Bloomberg and couldn't find any...
Anybody has this article? Thanks a lot!
Let's say you have two assets that historically have high correlation, but recently their correlation approached 0 or even became negative. Any...
Wanna hang out together?
Just want to spend my vacation somewhere taking training courses on trading... As a quant-trader, what I lack most is the market experience...
Just want to spend my vacation somewhere, taking some training courses, any recommendations? Thanks a lot
Just want to self-study a bit, Any pointers will be greatly appreciated. thanks a lot!
Just downloaded some data and would like to play around with them. But don't know how to play around with them and what to do ... Any pointers?
Any code that implements that algorithm? Does it work on futures portfolio? Thanks!
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