trading models...

Discussion in 'Trading' started by dgmodel, Jan 7, 2004.

  1. dgmodel

    dgmodel Guest

    in your opinion when a model gains popularity, does it lose effeciency, effectiveness and most importantly, profitability???
  2. abogdan


    It depends on the model. If it is in synch with the supply and demand waves then the probability will go up, if it is other way around it may reduce its probability. I find that you have to always check your model with the sum of all the Bid sizes vs the Sum of all the Ask sizes for the duration of your trading cycles.
  3. I too am looking for a model to support my trading desk. PM for inquiries.
  4. If your model is based on pure arbitrage, you can be sure that more competition will reduce your profitability. I don't mean some theoretical value arb, but where the advantage goes to whoever can identify a price discrepancy and wipe it out the fastest.
  5. abogdan


  6. Me too. PM for inquiries.

  7. Just so I am not misunderstood... because I am already getting PM's from people selling models and systems. I am looking for an Elite model, heck I am an elite trader ! Blondes with blue or green eyes preferred of course.
  8. sle


    I presume the requirements are 6 foot tall, double-D cup minimum, preferably blond? Experience in trading not required :D
  9. Do you have a picture of someone you have in mind? :)
  10. sle


    We had one at the last place I worked, she was a good trader too (*). In fact, in yet another place we had a pricing model (she was a quant :).
    Locally, we mostly have sales models, actually a few of them - "Babe factor" on IB trading desks is pretty high these days

    * dead now, unfortunately
    #10     Jan 7, 2004