Recent content by tpxtrd

  1. T

    Beating VWAP

    I am in a junior role at a hedge fund and I/our trading desk deals with equities sales traders like yourself probably. As for good execution, I suggest you first learn how VWAP and its varients work. Read "Optimal Trading Strategies" by Kissell. I did and it was ok but has a lot of errors and...
  2. T

    Prop Firms in Japan?

    just want to renew this question given the increase in daytraders in japan recently. any good prop firms show up?
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    Arcades in London

    related question, do marex, saxon, schneider, or any other prop firms in europe sponsor work visas for US applicants?
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    Multi exchange arbs

    Is anyone doing this still? I am referring to trades like Singapore vs. Osaka (vs. CME yen denom although not trading simultaneously) Nikkei or Singapore vs. TSE JGB.
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    Optimal hedge ratio for currency exposure

    Hello, If I have a portfolio that is comprised of only Japanese stocks but my home country is the U.S., what is the optimal hedge ratio for the currency exposure I face? I have read various papers which argue for different levels of hedging, ranging from 100% hedged to completely unhedged...
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