Well, anything by Engle I take quite seriously. Heh. The presentation is fairly well written (but a bit sparse, I am looking up their actual...
Calculating a margined instrument, say future is quite standard in Sharpe ratio calculations: http://www.miapavia.it/homes/ik2hlb/sr.htm For...
Since you have a CS degree and did Eurodollars, why don't you try Gator and Geneva? Your background should an ideal fit for either of them....
It is very easy to reverse engineer DLLs, just write a custom loader, and then observe the memory regions change, memory and disk accesses would...
Interesting ... I agree that I have yet known one case where a small sized (i.e., not in the top 10 in volume) MM have tried to do full automated...
It is by no means easy, finding a profitable strategy from high volume trading is quite hard, and then it takes a fair bit of work to develop the...
I saw that too, however, only simple order book balance algorithms would get confused by such as size ask, it depends on if the algo maintains a...
TT will probably continue to do well if they innovate, but their market share will probably shrink as the futures trading market becomes more...
Simple answer, relationships and track record. I know quite a few of these guys, so maybe I know a bit of the inner workings. Believe it...
I assume you are talking about annual returns, consistently profitable month to month is difficult to achieve. Since I haven't dealt too much...
nitro, good to hear aout Redsky. But I am curious as to your experience with Redsky, in terms of support, performance, etc. Do they route to...
This is off topic ... But I am curious, how do you find the TT FIX Adapter, in terms of standard compliance, performance, etc? Russ Rausch...
Yes, I am a QuickFIX user, contributed pieces of code to the QuickFIX team. I interface directly into the exchange gateways (CME, ARCA, INET,...
My system trades often (would almost classified as high-freq), betwen 30-80 trades a day, for the pairs strategy. I use tick by tick data, in...
Good, but compared to some of my other automated strategies, not as good. The vol divergence risk can be hard to swallow, at least for me....
Okay, I will bite. It depends on the instrument that you will be making a market on. Like some one pointed out, Equity market making is...
Most funds (say, Citadel) that uses several prime brokers for confidentiality reasons, since some funds are known to have size of positions that...
You need to do research into what the prime broker does and *want* to do, if you fit into their future product / technology / growth strategy,...
Wow, I am having flashbacks, it has been almost a year since I left the scene. Heh. This is probably the last brain dump, since I need to tune...
I absolutely agree! But why so many top grads want to get into Wall Street, I have no idea, is it just the money? Sure, a 25 year old make...
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