I don't know if you necessarily are swapping IT costs for network admin and interprocess/inter-server communication. A year ago, maybe. But EC2...
I am starting to work on some strategies that would be trading markets in a fairly fast paced fashion 24/7. This means that my previous strategy...
It's the same argument day-traders have been making for years when long-term investors ask "why do we allow them to exist when they seem to cause...
7 is a fantastic system. You can get the release candidate, and a temporary activation key, for free from the Windows 7 homepage. If you have a...
Off the cuff, you can normally identify diversity through: 1) Asset Class 2) Strategy 3) Time frame 4) Geography For example, a short-term...
Well, this post is from quite a while ago ... but so far, my results have shown that this concept seems to work well. I don't even bother trying...
Hey all. I am working on diversifying my strategy portfolio to try to include a broad spectrum of strategy types. I am trying to compile a list...
And imagine that, the only word processing documents you will really have access to are ... Google Docs! How convenient. I think a lot of us...
Don't predict, just recognize change in behavior.
I second the recommendation for GSL.
No, the point of a black swan is that most people don't think they exist, until they do. Taleb brings them up because just because you haven't...
Or is that just a trend? :D I suppose the definition of a black-swan depends on your time-frame? A 20% drop in a day for a long-term trader is...
At least you can recognize the first point: the lack of black swans can be a black swan itself. And I don't necessarily disagree with your...
Perhaps you, yourself, have been fooled by randomness?
But what HE is saying is that he is capitalizing on market microstructure inefficiencies, which only last a very short amount of time. In fact,...
As long as he knows what his edge is, there are statistical tests he can perform to see if a <a...
This is why economists never pick up money from the ground. "If it was actually there," they claim, "someone else would have already picked it up."
List of trading strategies in the book, from Afraid To Trade blog: Introduction (Background) The 3-Day High/Low Method RSI 25 and 75 R3...
What do you want us to discuss? You didn't really give us a whole lot of detail and didn't really post any questions for discussion...
Yale and Harvard got creamed in their non-liquid alternative assets. The basic idea was that by using alternative assets with 'stock-like'...
Separate names with a comma.