Recent content by ArbitRAGE

http://www.turtletrader.com/bacon.html/

Best of luck, and if you do manage to interview him for one of your podcasts, I'd like to request you to pick his brain regarding the specifics of his views on trend following which he did mildly dabble into in Schwager's new book. Woodriff would also make an exceedingly interesting interview...

Does anyone know if Excel VBA is used for HFT Stat Arb strategies?

Have any of you guys backtested this strategy? I intend to do so soon and would like to hear your results.

Some great insight into quantitative research driven trend-following from the Oxford-Man AHL institute: http://www.ahl.com/media-and-events/multimedia/index.jsf

Why does this look familiar... I take it that you intentionally chose to use that keyboard instead of using the black Dell ones.

Great thread- I'm now looking forward to buying the book.

Quite likely.

Thanks a lot rmorse, that certainly helped clear a lot of doubts. Just to clarify, let's say XOM had the following bid-ask spread: Bid: 82.03, Ask: 82.04 1- Is it safe to assume that in order to collect liquidity, I shouldn't use limit buy/ limit sell orders, but instead post bids or...

I've noticed a few threads on this topic and it truly aroused my curiosity as I always presumed these sort of strategies were exclusive to High Frequency Traders. Here are some amateur questions that I have regarding this matter: 1) What exactly is rebate trading and how does one 'add...

What started off as a meaningful thread has now turned into a cesspool of contortion.

Thanks for the awesome advice, Baron. I've actually been told to do the same thing when 'networking' with hedge fund managers, prop traders and other individuals in the industry.

If I may ask, what are those two files?

Also found this to be quite informative: http://www.acorn.ca/media/WinnersStayLosersGo/WinnersStayLosersGo.html