I think this could be a good idea, but realize that it also discredits people like myself who aren't currently traders but come to learn here in...
Options, Futures, and Other Derivatives
Agreed @IAS_LLC, no one would have to push MATLAB to the quantitative finance, academic, biomed, or engineering communities. It has a strong...
Yeah, vol is important, but too much will kill you if you aren't truly market neutral haha. By HF realm, I assume you mean High Frequency not High...
Yeah @jtrader33 , I've definitely seen that to be the case in some instances. I'm saying "more than excel can handle" just because dealing with...
I've found the cheapest and most flexible solution is (frustratingly) to purchase a feed, build a database and code your own Backtesting plaform....
Deltix apparently does, but I would say that this seems to be one of the more common oxymora used in trading software advertising, so just be sure...
@eusdaiki Deep learning is definitely really cool. I don't really currently use it, but the idea of nonlinear extraction of features has always...
@bashatrader would it be wrong of me to assume your disdain for machine learning is the result of a crippling fear of the unknown?
Based on your description of your intended usage, your set up will be overkill. Unless you're looking to move around large datasets for...
I see. I'll watch out for you on Fridays:) Yes, cointegration addresses a lot of the issues with correlation based trading. The concept is super...
I've never used this link or excel really for this kind of application. There's plenty of examples of augmented dickey fuller tests (ADFs) and...
Why are people so adversarial on this website? Sometimes people make mistakes, but its not like anyone is knowingly misleading others or anything...
Sounds good. I'll PM you later today about the research. To my knowledge, and im far from an insider, both firms probably have evolved as the...
I'm close enough to fully agreeing with you not to justify a long reply haha. I still think most of my professors are genius, but maybe I lack...
There is definitely a deficit of research in HFT. Most of the HFT research I've seen is essentially the same paper time and time again reworded...
Actually, maybe this will be a good learning experience. Pick any research paper from the CS, math, or OR:FE department here and we can both read...
I'm not really willing to debate the premise that economists are right or wrong or have their heads in the sands, or anything like that. I think...
Yeah, I have to say that I disagree with @vicirek here, although I usually respect his opinion on stuff. My point was never that economists are...
You know that's a dangerous opinion about professors @volpunter , education is important and so is the research they do. It's not all about the...
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