Sorry I forgot to add the url for Farmer's paper: http://www.santafe.edu/~jdf Marc
A great place to start is with Doyne Farmer's paper "The price dynamics of common trading strategies". The math isn't complex and the...
I've been working on the QQQ's for a while and I'll offer up a few of my observations, fwiw The arb btwn Island and the rest has doubtless...
It seems like we're looking at the difference between a sampled RSI value and a historic RSI value. For an x-minute bar at the time of sampling...
IB is pretty good and they've improved in the past months. SLK is ok, too.
Check out www.ivolatility.com They provide IV, HV, Beta for a whole spectrum of equities and indexes. You can create a list of stocks and...
and most of my friends still on the CBOE and Philly exchanges lament how much more difficult it is to trade down there. Tighter spreads,...
There are a few calculations to be done: Rebalancing frequency: How often will the delta hedge be rebalanced over the life of the position?...
In practice, it's usually necessary to have a rather large capital base to make "trading the whip" worthwhile. Certainly you'd need options...
that the mark-to-market option must be elected in the year prior to trading. What you really need to do is speak with a tax professional (an...
I understand that the IRS or Tax Courts have not acted on this particular issue directly, yet... My acct and atty say that it might be (egads) up...
Pairs trading relies on "mis-pricing" and requires an eye on the fundamentals and the technicals for the stocks in play. There are a couple of...
Empirical evidence suggests that the markets are a non-stationary process- the average return and variance of the returns changes with time....
Most intern programs will rotate you through a number of desks in a division. In f/x, almost everyone starts with spot, moves up to forwards,...
pay better than commercials, have a bigger product mix and generally less restrictive risk managers. Don't forget hedge funds, however, they're...
That's a 1 with seven zeros following! Two to three years is far too early to be taking home that sort of bonus, imho. There's money in f/x,...
It's all over the board, dependent upon institution, skill and market dynamics. I ran a f/x derivatives desk for an investment bank. While I...
Gordo: I'm using reuters dealing 3000. In this product you call a dde link with the following command line in the cell you want to display the...
CNBC is effectively worthless. The Fed cuts rates and they're babbling on about which bond fund to own in a 401k or some dolt from Podunk is...
FWIW I have used the NYSE tick with all trading. I find that the Nasdaq tick is too erratic, often swinging wildly btwn -25 and + 25, without...
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