Recent content by MyTotoro

  1. M

    Recent Graduate looking for Prop Trading Opportunities in NYC area

    I feel for you @OP I'm still an undergrad right now so I'm not looking for any full-time things Perhaps start by being a news junkie. It isn't just FX that's driven by news, don't be afraid to go to non-trad websites other than Bloomberg/Reuters Good luck
  2. M

    Regression trees for predicting trade success

    I don't remember quoting it, I remember reading it and seeing it is one of the popular articles on ssrn, that's why I suggested it. I don't understand all of it as I said before, but enough to get a better than normal gist of it. Also, because I don't actually trade anything right now as I'm...
  3. M

    Regression trees for predicting trade success

    I don't have the math background yet to fully understand it without sitting down for 10 hours to dissect it - I won't bother commenting since I don't think I'm qualified too (both mathematically and about the financial markets), but I will say that this stuff is pretty out there, as the...
  4. M

    Regression trees for predicting trade success

    Take a look: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=192848
  5. M

    Discretionary Day Trader Computer

    Good point, a lot of the SSD's are theoretically better - hence marginally in real-world applications, I'm a heavy user of Adobe products and it makes some difference, I don't do video work much, but I suppose once I start backtesting I'll want to opt for a SSD. (But honestly, couldn't you just...
  6. M

    Algo Programmer [Me] for your Vanilla

    Could you also explain what 'red-black' trees are? Well to answer your first question, this is also a bias from when I've worked with ASM. Everything just became simplified, a pointer, a comparison, a flag check, moving memory around and basic arithmetic. Heaps: working with nodes, trees...
  7. M

    Algo Programmer [Me] for your Vanilla

    I said I don't know all of them, I have friends who are in Comp Sci and I know a lot of that is just lingo That reference was made to Black-Scholes, where during the original derivation - economists and mathematicians tried adding more and more stuff and making it more complex. I only made it...
  8. M

    Algo Programmer [Me] for your Vanilla

    I'm from UWaterloo, I know a few of them but not all - but I'm definitely willing to learn. I can't produce code in the same night and you aren't going to get the same code as someone with an Masters in Financial Engineering But I know that the success of an algorithm is not represented by...
  9. M

    Algo Programmer [Me] for your Vanilla

    I’m new to trading and I’m interested in algo and traditional trading. A bit of background about myself: Math background (actuarial science with pure math). Off paper – I’m been in the shadows of Reverse Engineering (Themida, tuts4you, I’ve worked closely with a member of SnD...
  10. M

    Discretionary Day Trader Computer

    L1 is SRAM/L2 is DRAM Caches are on the same die (physically) as the processor, to put it simply: they are insta-memory on hand - there is no intermediary between the CPU and the cache (traditional memory has to go through buses). It goes without saying that 'the bigger the better' The...
  11. M

    Anybody in Vancouver

    Hey Jo I'm trying to get into automated trading (and occasional button pushing) and get a better understanding of the types of things to trade and the markets in general, I've also built computers/programmed lightly before I just starting trading stocks but it's only through my bank - I've...
  12. M

    Discretionary Day Trader Computer

    Very well said Even if you are backtesting and there is a lot of I/O, it won't make a difference (maybe you'll spend 10%/20% more time) For those who wouldn't believe the Q9650 vs i7: (You can check the tech specs on Intel's website) Q9650 has a 12 MB Cache, The only 2nd Gen Non-X...
  13. M

    Anybody in Vancouver

    Anyone in Vancouver? I'm new and I just want to get a feeler and know how to get set-up, nothing revealing and too demanding, just a treat over coffee! Thanks
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