I wrote a fairly comprehensive review of which languages to choose here. Please use the search function next time. The linked post is literally in...
The options market is very efficient thanks to very, very fast market makers using quantitative models described in the books I linked and their...
I would love for someone to justify him to me. I have Volatility Trading, and while it was a good introduction to cones and what-not, it was very...
I have a large number of options books in my bookshelf. I spend too much money stocking my bookshelf with books I only read a few chapters of....
Don't want to be the one to burst your bubble but you've already made a bunch of critical mistakes. 1. Trading demo - zero slippage, zero...
TBH I am not sure how to even do automated options trading if you're not making markets. It seems excessively complicated. Same can be said...
I entirely agree with you. There's a distinct difference between the average trader here (take a look at this sub-forum alone...eek) and a...
I have used GARCH in the past for volatility modeling. I've also used EWMA. GARCH is very satisfying once you understand it. However, it's not a...
This depends a lot on the underlying volatility structure of the equity you are attempting to model. Regime changes are unique to the underlying....
Hey, thanks for not getting defensive. This is correct. I was mostly concerned with not discouraging the OP from trying it. I was primarily just...
Since you were fairly vague I hope I am correct in understanding your definition of Long-Term Variance. You are training a model on N data and...
This advice is mostly pointless. I rarely trade manually. I define manually as drawing lines on charts and using those. In fact I have a...
I'm not sure what kind of Java you're using but I've never experienced a benchmark that wasnt competitive with other JIT languages. It's speed...
Ah, you caught me. I will reveal my tricks. I have attached an image of my secret hack. In that box I typed a fairly weird word: trendfollowing....
No you don't. Your vaguery reminds me of good ole Tom Vu. Where do I sign up for your 30 days to instant riches plan? I guess there is one...
I agree with you primarily that Python has become the glue language PERL (ahem...perl) once was. Combine this with the relatively easy to...
I know this is a legendary topic necro but I feel like I can contribute something meaningful to this. I am a software engineer professionally and...
You'd expect this news to really do some work to the market going into Monday. Talking about sufficient liquidity seems to imply (at least to me)...
I think we may have upset the troll @Sig.
Interactive Brokers posts their dark pool, payment for order flow, and other information. It would appear to me you're getting better execution...
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