Recent content by quant

Among the quant traders that I have worked with, none are using neural networks in creating their models/systems. I have also met a number of hedge fund managers in the quant trading space who told me that neural networks are being avoided because none of them have come up with models that work...

I had the pleasure of attending a meeting with one of their directors last week. Their RIEF (Renaissance Institutional Equities Fund) is doing pretty well... 19% net of fees over the last 12 months.

I have used bits and pieces from a number of, lets say, more mathematically inclined papers, marrying them with elements from conventional technical analysis to develop trading systems. Usually, I stay away from papers that seem too esoteric, i.e. those containing theorems after theorems...

I generally agree that only very few among the published papers contain descriptions of complete trading systems that are highly profitable. Even among the large crowd of academics, who only strive for (academic) fame and live for no other reason than conducting (groundbreaking) research and...

There's a growing body of (academic) literature on the modelling of limit order books. One of the interesting and often referenced papers is "Econometric Models of Limit-Order Executions" authored by Andrew Lo of MIT (see paper nr. 31 at http://web.mit.edu/alo/www/articles.html). In this paper...

working as a quant for a hedge fund designing systematic trading and screening algorithms combined with in-depth private study and research.

Understandable.....

One of the lone and sane comments amid a sea of arrogant, chest thumbing and one sided opinions. Save your breath, it's a waste of time trying to have a fair and balanced discussion on this topic since some of the posters are completely stuck in their mental mode of propagating through a...

EXACTLY!!!!!!

Keep deluding yourself with mindless nonsense..... Some quotes from the document The origin of the Palestine- Israeli conflict published by JEWS FOR JUSTICE IN THE MIDDLE EAST: (i) The standard Zionist position is that they showed up in Palestine to reclaim their ancestral homeland in the...

The number of my posts does not invalidate my arguments neither is it relevant. Bashing or ranting just for the sake of it, is definitely not what triggered my decision to post on this topic. On the other hand, issues that involve grave injustice on a grand scale do. They go straight to my heart...

Your reasoning skills are indeed very flawed. Rather than being a mother, the USA was creating little Frankensteins knowingly that these creatures would wreak havoc and destruction. Helping the people of Iraq was never one of reasons of going to war with Iraq, it's merely used as part of a...

Saddam Hussein was just one of the too many dictators in the last 50years the USA colluded with for its own $$$ and geopolitical interests. A few other examples: Chile (Sept 11, 1973) Pinochet supported & assisted by Kissinger/CIA for the sake of a couple of US Mining Corporations...

Matlab offers a number of highly useful toolboxes containing algorithms that are of interest to signal analysis/filtering and model identification, such as the Wavelet, FuzzySystems, Neural Networks, System Identification, and Signal Processing toolboxes. It even has a Symbolic Math Toolbox...