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  1. How necessary are quantitative skills in order to trade profitably?

    I have been trading for a while and every year I seem to go deeper and deeper into the Quantitative rabbit hole. Without it, I do not think that...
    Post by: HFStartup, Aug 25, 2011 in forum: Trading

  2. Math Questions

    I see your point, Monstimal. I can't believe I didn't catch that by myself but I thank you for pointing it out. Pretty obvious to me now....
    Post by: HFStartup, Aug 18, 2011 in forum: Strategy Building

  3. Math Questions

    Thanks, Joman. The thread you listed was an excellent suggestion and I have been reading it for hours. Thank you.
    Post by: HFStartup, Aug 18, 2011 in forum: Strategy Building

  4. Math Questions

    As requested, I have attached the spreadsheet example to this post to include all formulas. An example of what specifically confuses me is the...
    Post by: HFStartup, Aug 18, 2011 in forum: Strategy Building

  5. Math Questions

    I took the daily performance of my fund and doubled the daily gain or loss per day. I then applied the same statistical metrics to these doubled...
    Thread by: HFStartup, Aug 18, 2011, 9 replies, in forum: Strategy Building

  6. Do you see patterns in Random Walks?

    After tracking down terrorists for the FBI, developing statistical models for the financial markets, and predicting weather and analysing...
    Post by: HFStartup, Aug 17, 2011 in forum: Technical Analysis

  7. My experiences as a Hedge Fund Startup

    I hope the markets have been treating you all well. Here is the Q2, 2011 update. A lot has happened since my last post. My primary investor...
    Post by: HFStartup, Jul 14, 2011 in forum: Professional Trading

  8. On Don Bright & his trading methods

    It is important for any new trader to understand that a proprietary trading firm such as Bright's is a resource that can greatly enhance a...
    Post by: HFStartup, Jun 18, 2011 in forum: Prop Firms

  9. volatility trading

    I would recommend the reading the book "The Volatility Edge in options Trading" by Jeff Augen. In it, he addresses the issues you have mentioned...
    Post by: HFStartup, Jun 18, 2011 in forum: Options

  10. Is TLT (20 yr bond index) self hedging?

    Based on what I have learned from ishares Barclays today, it would appear to be due to the rebalancing and the lag created as the newly acquired...
    Post by: HFStartup, Jun 14, 2011 in forum: ETFs

  11. Is TLT (20 yr bond index) self hedging?

    5yrtrader you make valid points. TLT has been volatile over the last couple of years and I would agree that nobody wants to see a $50 stock go to...
    Post by: HFStartup, Jun 14, 2011 in forum: ETFs

  12. Is TLT (20 yr bond index) self hedging?

    OK, so here it is... I just got off the phone with an Ishares Barclays representative who told me the following: 1.) TLT is NOT an actively...
    Post by: HFStartup, Jun 14, 2011 in forum: ETFs

  13. Is TLT (20 yr bond index) self hedging?

    Thanks Soon2Bgreat; that's a great analogy.
    Post by: HFStartup, Jun 14, 2011 in forum: ETFs

  14. Is TLT (20 yr bond index) self hedging?

    Intradaybill, I calculated the correlation for the entire period of data which ran from 7-31-2002 to 6-10-2011. I did not break it down into...
    Post by: HFStartup, Jun 14, 2011 in forum: ETFs

  15. Is TLT (20 yr bond index) self hedging?

    As per your suggestion, I calculated the correlation between TLT and the 20 Year Daily Treasury Yield Curve Rates. The data ran from 7-31-2002 to...
    Post by: HFStartup, Jun 12, 2011 in forum: ETFs

  16. Is TLT (20 yr bond index) self hedging?

    Let me rephrase the question... How can the TLT ETF have a 48% annual turnover on an investment that requires such a long term commitment (20...
    Post by: HFStartup, Jun 12, 2011 in forum: ETFs

  17. Is TLT (20 yr bond index) self hedging?

    Thanks Intradaybill! I apologize because despite the great posts on this thread, I am still apparently missing something. I just responded to...
    Post by: HFStartup, Jun 11, 2011 in forum: ETFs

  18. Is TLT (20 yr bond index) self hedging?

    Thanks, Psytrade for the reference document. It is an excellent source of information and I appreciate the link. The point that you bring up...
    Post by: HFStartup, Jun 11, 2011 in forum: ETFs

  19. Is TLT (20 yr bond index) self hedging?

    Given that the price of the bond and the interest rate share an inverse relationship, I have started to wonder if the iShares Barclays 20+ Year...
    Thread by: HFStartup, Jun 10, 2011, 25 replies, in forum: ETFs

  20. Is this track record good enough to attract new capital

    The big question I run into is regarding the scalability of the system. Will it work the same way with a lot of money as opposed to what you are...
    Post by: HFStartup, May 30, 2011 in forum: Professional Trading
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