Discussion in 'Journals' started by globalarbtrader, Feb 11, 2015.
Everyone wants to build an Evolution...
Aspect Capital preps esoteric markets product
Alternative Markets Fund latest to enter emerging space
Daniel Rzasa Matt Smith 1 hour ago
London-based systematic manager Aspect Capital is launching a managed futures strategy investing across non-traditional markets. The strategy, called the Alternative Markets Fund, will launch in the next few weeks and will initially trade with Aspect’s internal capital...
Expect to see more announcements like this over the next 12 months. From whom... I cannot say.
A good week here, up 14% (still in DD though).
I'm working my way through your new book and experimenting with some of the techniques, such as bootstrapping moment estimates.
I am having some trouble with bootstrapping correlation estimates in python. Any chance you could provide an example of how you do this or a post on your site? This would be greatly appreciated!
here is the deal -- trade one market with four states buy/sell chop and buy/sell trend coupled with precise entries and a regime change engine. forget trading any market but one or two super liquid ones. be done with it, focus on one thing and kill it. otherwise starve with what a shotgun will provide you with. i have spoken be glad.
Is this automated or discretionary? How do you get precise entries these days when order book is stuffed with hft grimes?
automated / go to the market / i get positive slippage usually on the counter trend trades and on the trend trades they are in momentum moves that usually never look back.
What type of instruments are you trading?
Perhaps you would be kind enough to start your own thread so people can find out more about what you're doing since it doesn't seem to fit very well with the approach being discussed here.
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