Yeah I saw your pdf file there but I couldn't figure out how to adapt it to other asset classes...
I am really trying to achieve these... http://www.elitetrader.com/vb/showthread.php?s=&threadid=24601&perpage=6&pagenumber=1
Could anybody give some pointers about how to replicate an Forward Vol Agreement? Thanks a lot!
just wanted to do some text analysis... thanks a lot!
Just want to try some textual analysis... thanks!
Is your article out?
Are you using that strategy? How is it?
What's a typical mean-reverting strategy? Anybody could elaborate a bit? Thanks!
what strategies do they use? calmar ratio ＝2 is a fair number
I agree. I do believe RenTec hire those PhD Quants to do data-mining, curve-fitting and optimization. So there must be a place for these...
I myself am doing fine. Being short term profitable, I don't want to "brag" about anything because my short profitable trading career means...
as you know the QA simulator exchange is crappy and you often need to massage the "send-trades-out" function in order to get a test trade...
yeah I have experience in trading and I am actively trading everyday...
Okay please compare the cost and return of the two models. I don't rule out possibility of launching a nail salon or massage salon if it's more...
Alright, lets admit that we don't have control over those. We have to act within an existing framework that we inherit. Any more thoughts?
NASDAQ has dynamic weights. And you take those weights, and then do some math, and you get your new weights, your new weights are...
Okay, at the EOD of every day, I get a realized PNL which is a realization of a random variable. Collecting 10yrs of such numbers I get 2500...
Come on, lets focus on the good ones. Not the cheating ones...
What's "Ray Dalio's 'zen' approach to an investment firm"? Somebody please shed some lights?
Hi folks, I am seriously thinking of launching a prop-shop... Can somebody please shed some lights on the business model and economics of...
Separate names with a comma.