i am starting some analysis on hang seng futures on a daily basis. data source is csi. i look at the the time from 1.4.1993 until 20.4.2004. i...
i tested the concept of the http://www.originalturtles.org/scams.htm website on data from 1993 until now and it turned out that the system was not...
i was asked to judge the following strategy: 1. buy stocks with relative high implied vola 2. sell atm calls 3. buy 20% OTM put the...
... than this can hardly be called a bullish correction in a bear market any longer. i am still very cautious in terms of fundamental environment...
i have two newbies within my team and i want to feed them with best information about the markets to enable a steep productivity curve. one is c++...
is the decrease in volatility.
is it more accurate to calculate slippage as a percentage of the traded underlying or in absolute points? i am aware that many daytraders use...
well, the title is self speaking i guess. we intend to trade long and short with pretty high turnover. pure quant stuff. thanks for the help
i want to create a list of quantitative trading ctas and hedge funds. i am pretty aware that there are many more than you find in any databases. i...
i've been trying to find some short strategy on us stocks, but failed so far. i find reasonable patterns for longs, but hardly anything useful for...
do you kow your sharpe ratio? i find it rarely mentioned on this board, yet to me it is a quite important figure. peace
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