Recent content by quantpatterns

haha. Trade with your C64. Is that even possible? Not enough CPU and memory to load even your basic trading platform and charts! haha. But then again, it probably save you money today. :p

You still have Impossible Mission?! That was a kickass game! Man, I feel like a kid again just thinking of it. I remember when I upgraded to the C128. It was quite the machine then. hehe. And I dreamed of one day saving enough $ to buy that 1 Megabyte hard drive! haha! Was it 1MB or 10MB? I...

luxor, you still have the C64?! Damn. I wished I still had mine. For memory sake. Now comes the important question, do you TRADE with your C64?! :D

C64 ROCKS! That was my first computer. Many great games. Fond memories. It even had an early version of windows called "GeoWorks". Remember that? haha

And I'm in positions! shit!

Missed a few good trades. Oh well...

I can't log in any of my IB accounts. hmm.. Anyone experiencing the same problems

sle, GREAT POST!! I LAUGH SO HARD AT MY DESK!!! ROFL!!

Maverick, However, given what I said which is somewhat of slight mark against quants, now I'll give a counterargument supporting them. Just to see two sides of the coin. Remember, quants are trying to do "risk free arbitrage". If they put on $100M or $1B trade to earn 1% risk free, then...

Maverick, I think you nailed it on the head. Being an ex-quant myself, I can tell you the so called "statistical arbitrage" edge is actually very thin. In Treasury markets, some banks might put on $50M to make a few hundred thousands over a few days. That's how small the edge is. But since...

sle, Haha. I guess I shouldn't have given the full treatment. Things can be as simple as you like or as detailed and complex as one like. But it seems like you like to come on this board strutting your supposedly all knowing exotics knowledge. Many people here on ET knows about...

jansen_ja & Maverick, maverick does have a point. But I think jansen_ja is trying to find something similar to the "forward curve" in fixed income securities. The formula for the forward rates given certain assumptions of term structure of interest rates is trivial and can be calculated...

sle, credit default swap and CBO, CDO, and structure fixed income derivatives products maybe complex in nature and pricing. But that in itself is quite different than trying to outsmart the market like doing positive expected return strategy that has legitimate edges. All of Ibanking in...

Will you guys implement a way to access data on any particular date by just typing in that date. Kinda like TS has it. For example, you type in 8/28/2003 or select from a drop down calendar window and it would go to that day intraday data. that would be so sweet!

Yep, for OVERALL deal, IB is still the best. It has basically everything.