cointegration/error correction model ..... time series .... stationary data.... blah blah blah blah I hate all you bastards for making me look into this stuff. One of the reasons I left engineering was because I hate all this detail oriented phd requiring shit. fuck fuck fuck fuck fuck ozzz
what are you using? what language? I'm thinking of it myself, but need to set up a good dynamic database first.. dandxg, what guarantee..it just offers analysis, it don't tell you how to trade or make money.
C++/C#/MySQL for implementation. Python and R as a prototyping languages <- this is the stage I am in now. nitro
You know whats funny. There are guys, I would even go as far to say that they are smucks. No univeristy degree no masters degree etc, who are making much more money than you guys without having to go into all this. In the meantime I know for certain you guys are spending endless hours on these projects. Is it really worth it? If your making a few million per year it might be. The question is are you?
Actually the question is, are you. Once you answer the question for yourself, the answer for everyone else may be clearer to you. nitro
You may want to take note of my posting in the backtesting thread. These head in the clouds people are just too far away from reality that it ain't even funny. Safe your energy. (Or do you think pop and mom are quants too?) Study what Jesse Livermore had to say about these "scientific" methods. Holmes
No I'm not making millions. When I do I will let everyone know, don't worry. What I want to know is the potential for this approach. Are there millonaire quants running around everywhere but we just don't here of them because they are to shy to talk? Or is this a valid approach. I got all the time in the world I dont' mind spending the time doing some research. Just let me know if its really worth my time.