Murotrading, given your position with Chimera, you must have some color on this. WTF was Sapeika thinking?
Mutluit. Stop posting. You're only digging yourself in deeper. Yes, just lurk until you know what you are doing. Your idea that you can...
Is this still working? I notice that the ISE has made some changes to COB quoting in the last few months. Consolidated COB order book is...
It looks like my earlier post was mistaken. According to this Financial Times article, ETF patents have been granted:...
When estimating pairwise ETF correlations using 5 minute bars you should correct for Epp's Effect and microstructure noise, otherwise your...
Patents have been granted on Stock Indices, upon which ETF's can be based, but not on the ETF's themselves. No stock index patent, AFAIK, has yet...
Lay article on recent research: http://www.sciencedaily.com/releases/2008/09/080924151018.htm Good survey article but a little out of date:...
How old are you Brass? These levels are excessive for anyone over 35. Reduce your protein intake to 0.50 per kilogram of lean body mass....
You might have a look at Patrick Burns' (frequent contributor on Quant Finance Stack Exchange) Portfolio Probe blog for code to apply shrinkage...
Be careful with ursolic acid: http://www.ncbi.nlm.nih.gov/pubmed/21703625 You may be trading short-term gains for long-term problems....
I see you've posted your email address. If you know how to run BitTorrent I will email you a torrent for Natenberg and Sinclair. Let me know.
Why not trade on the open? Signals grow stale with time. I would get in as quickly as I could.
No, it's not. The appropriate null consists of random longs with 4% target and 4% stop, not the buy and hold return. During the [carefully...
Hi James, Can you introduce me to Stevie Cohen? I have something that will make him a lot of money.
Jeff, If you had no losers in your backtest, how did you calibrate your stop level? Stops that are never hit are usually too wide. Tighten...
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