just goes to show, it duddn't matter how smart/connected/ivy-league pedigreed you think you are, the market is and will always be bigger than you...
WorldQuant’s New Fund Said to Lose 9.5% as Chaos Smashes Algos (Bloomberg) jess keepin' track o' things
well done
Did you over-ride your system rules in doing that?
Can anyone elaborate on this? So basically the stock side of the business did great and the futures side didn't make any money?
Let's revisit in December, would be interesting to hear if you could get the numbers, thanks. Meanwhile, Stevie doesn't sound too excited:...
are these the latest numbers post the recent selloff?
you trade stocks, futures?
I'm talking scale/size. Do you trade hundreds of millions or billions?
They may have thought of the points, but here's the problem: (i) they don't believe, which is all that truly matters, since we all trade our...
Asness writes towards the end of the piece: Does this painful year presage a bear market for traditional assets, like in 1999-2000 and 2007-2008?...
This is a distinction without a difference They took on too much risk precisely because they didn't understand what needs understanding, and...
Did LTCM understand?
slice and dice however you want, vast majority do not have a sustainable edge (which is the only true definition of edge, you can't perform for 5...
Most quants today are not doing stat arb, so that's not relevant to my post. By the way, the only firm that really knows how to do it is...
Sle, it's more than that: the whole delusion underlying the quant bubble is the idea that data = information. People feel smart because they have...
“If sticking with them were easy, the threat of them being ‘arbitraged away’ would indeed be much greater, and nobody would take the other side,”...
https://www.bloomberg.com/news/articles/2018-11-08/aqr-plays-defense-as-crisis-of-confidence-looms-for-quant-land...
Post a couple of your losing trades here with entries and exits here: https://www.elitetrader.com/et/threads/losing-trades-archive.290695/ You...
Thanks. Some wicked volatility going on today again, an example at 10:42 et, somebody barreled through to buy a break of 57, they mostly got...
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