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    Tactics for Picking Shorts

    If they are comfortable, reasonably priced, and you feel good in them.... then go for it.
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    Where do I find a good programmer for c# with algo experience?

    www.elance.com
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    Is Level 2 relevant in an era of dark pools?

    L2 provides only part of the picture so is less useful than if it provided the whole picture? I think that is fair. The same can be said about any information about the market. The market has so many particants and factors at play at once that it is not possible ever to know everything about...
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    C++ open-source trading code (a la TradeLink)?

    @Kowi Thanks for your message. In the past, I found areas of TradeLink code very useful in C# quant development projects I was working on. Presently I have new projects underway in C++ (and Java 8, too), and so I wondered whether there exist similar open source resources, so that - again - I...
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    Java 8

    Thanks for the responses. No clear winners on Amazon as far as I can tell. I went for this one ... http://www.amazon.co.uk/gp/product/1118957407 I'm not planning on doing the exam, but it looks to be pitched about right for me. i.e. start at the basics and then move on ...
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    Java 8

    These are the latest versions of the books that got me going with C# and C++ (both thanks to posts by others here on ET!)... http://static1.squarespace.com/stat...4267685/Rob+Miles+CSharp+Yellow+Book+2014.pdf http://www.stroustrup.com/programming.html I need now to do the same with Java 8...
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    C++ open-source trading code (a la TradeLink)?

    You could start here ... http://www.quantcode.com/modules/smartfaq/faq.php?faqid=93
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    C++ open-source trading code (a la TradeLink)?

    Is there any open source C++ trading code out there? I am thinking of something in the vein of say TradeLink (C#) ... Thanks!
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    Simple way to get daily data for roughly 400 equities?

    NinjaTrader ( www.ninjatrader.com ) + coding in "ninjascript"(i.e. C#) + Yahoo or Google finance ...
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    Bollinger band alert

    www.ninjatrader.com
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    C++

    Thanks!
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    Interesting blog on BlueTrend fund and system development

    Say you want to measue the average height H of a person living in Manhattan (population 1.6+ million?). You can measure the height of 10 (or 1000) people at random, and calculate the average height h of this group of 10. Is h the same as H? No. It is a good estimate of H, but it is not the same...
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    C++

    Looks good. Many thanks!
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    C++

    This is the latest version of the book that got me going with C# (thanks to a post by someone here on ET!)... http://static1.squarespace.com/static/5019271be4b0807297e8f404/t/52ca85ebe4b04a45ef2c9c97/1389004267685/Rob+Miles+CSharp+Yellow+Book+2014.pdf I need now to do the same with C++...
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    Interesting blog on BlueTrend fund and system development

    Hi, thanks for the response. In the case of a coin flip, I believe you are correct that there is no difference between the two views of how the Population might be defined. But the coin flip distribution is stationary; population mean and variance are unchanged over time. In the case of...
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    Interesting blog on BlueTrend fund and system development

    “... It would be unreasonable to assume that the dynamics of financial markets are stationary, and so it would be unreasonable to expect that the profitability of a rule will endure in perpetuity. For this reason, the population with respect to TA rules cannot refer to returns occuring over an...
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    Interesting blog on BlueTrend fund and system development

    “Immediate practical future” is a quote from David Aronson (“Evidence-based technical analysis”). “[The] immediate practical future refers to all possible random realizations of market behaviour over a finite future. It is as if there were an infinite number of parallel universes, where all...
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    Creating new broker in Tradelink

    Which TradeLink code base are you starting with? I suggest you start here https://bitbucket.org/JDFagan/tradelink/src
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    Interesting blog on BlueTrend fund and system development

    Bootstrapping provides a means of estimating the Sampling Distribution. Statistical inference has three distributions: Data distribution in the Population (e.g. distribution of all conceivable daily returns that would be earned by the rule's signal “over the immediate practical future”)...
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    Why Do We Trade? For Real.

    ... to extract the Price Discovery Premium as compensation for making buy-and-sell decisions that move prices toward rational levels.
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