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  1. S

    Physics and Trading? Hmm…….

    uncertainty on FDI is missing on the oil trend plot...
  2. S

    Physics and Trading? Hmm…….

    and if you replace feelings by speed and greed by acceleration ? mmmmhhhhh....
  3. S

    Physics and Trading? Hmm…….

    REALLY TRUE...
  4. S

    Physics and Trading? Hmm…….

    Off course before any transaction you need to switch on your computer or use your phone....or perhaps use telegraph... You see, even before starting trading you need physics...
  5. S

    Physics and Trading? Hmm…….

    I love that post !
  6. S

    Physics and Trading? Hmm…….

    http://www.businessweek.com/pdf/Matheducationaleprint.pdf#search=%22%22math%20will%20rock%20your%20world%22%22
  7. S

    Physics and Trading? Hmm…….

    I think about 25% go to education, 25% to consulting, 25% to business in general (including finance and management) and 25% stay in the academic world.
  8. S

    Physics and Trading? Hmm…….

    This is the error most people do. Physics can be applied because its tools are very good to predict the behavior of crowds...and not of single entities ! Economics has always used tools from physics to describe the markets (randowm walk, hamiltonian, ...), but at one moment they were blocked...
  9. S

    Are you a market neutral trader?

    There is not such a thing as a market neutral position...
  10. S

    Weekday Patterns

    The problem when you say that a strategy works well over a period of 10 years is that you will have to wait at least 10 years to see it it worked or not...
  11. S

    Fading the gap

    Download the data, backtest fading strategies on them and find out !!! I'm always so impressed to see how lazy people can be.
  12. S

    when dying will you publish your edge or leave it to family

    I will not die. I just can't. Technically impossible.
  13. S

    Whats is your YTD % return?

    +190.2%
  14. S

    The Actual Grail

    For everything else you have mastercard....
  15. S

    Value of Backtesting and Stops

    If you could lend me some money at a good rate...
  16. S

    Value of Backtesting and Stops

    In 2 strategies I have never put into practice (too low returns). To say it fast, this was the kind of strategy that can work perfectly or be completely wrong.
  17. S

    Value of Backtesting and Stops

    The same for autocorrelations. On my side I mean autocorrelations of the trade returns.
  18. S

    Value of Backtesting and Stops

    No negative month.
  19. S

    John Meriwether

    Try to talk to the guy once in your life and you will easily understand why people don't want to give him money under mgmt...
  20. S

    Value of Backtesting and Stops

    3-4. It depends on the period.
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