Recent content by M20J

Hi runtrader, I'm in a similar situation to you. Working from home was driving me mad, so I now rent a desk in a finance / property company in the West End. It's not perfect, a little quieter than the dealing desks I'm used to, but it provides enough social interaction without being...

Your fluids analogy brought to mind this paper. Possibly some of their findings might be worth bearing in mind with what you're doing: http://www.automatedtrader.net/Files/PDFs/Quant_Articles/volatilityCausalStructure.pdf