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  1. syswizard

    Nothing but China ?

    Up-Trend looks to be starting to break-up. I would not short here as the pullback has been pretty violent and due for some short covering on any "good" news. Short a little blow the all-time highs when it rebounds.
  2. syswizard

    Looking to change jobs....here is my strategy

    I completely empathize with Fan....as I'm in the "same boat". Part of the problem is the IT job market has become highly political, especially because of cheap foreign labor pools. It's not WHAT you know, or how good you are, it's WHO YOU KNOW. Case in point: I contracted at one of the largest...
  3. syswizard

    the Grimes Efficiency Ratio

    Interesting indicator. How does it compare to other strength of trend indicators ?
  4. syswizard

    UK trader arrested for May 2010 U.S. Stock market flash crash

    Wow, Nav was really clever on this off-shore "arrangement". However, this is mystifying: "He said the fund never operated or had outside investors after being set up, so was eventually turned over to another investment manager and renamed." One must ask: 1) Who was the other manager and what...
  5. syswizard

    UK trader arrested for May 2010 U.S. Stock market flash crash

    June 17, 2015 3:54 a.m. ET LONDON—When British trader Navinder Singh Sarao planned to raise money to launch a new investment fund in 2010, he was put in touch with David Cosgrove, an Irishman who had set up dozens of such funds in offshore tax havens. The NAV Sarao Milking Markets Fund (GBP)...
  6. syswizard

    But what about copper ?

    Patience required here with all of the undercurrents.....the Shanghai index near all time highs, the Fed interest rate hike looming large. A short on copper is a bet against China. I think it's a good bet soon.
  7. syswizard

    Looking to change jobs....here is my strategy

    And the USA is hell right now. Everyone is working hard, making less, and paying a ton of taxes to support slacker bureaucrats who are intent on making compliance more important than prosperity. HK sounds great !!!
  8. syswizard

    Colocating

    Ughhh....this brings up another issue. I'd like to colocate on VPS or dedicated server running an instance of Multicharts. Who can support that ?
  9. syswizard

    Looking to change jobs....here is my strategy

    Gathering a company's transactional data into a repository where it can be analyzed and dissected to make intelligent management decisions based on trends and statistics from the data.
  10. syswizard

    UK trader arrested for May 2010 U.S. Stock market flash crash

    Yeah, this Mark Carney is just another bureaucrat trying to simplify the issues and pass blame on only some individuals and not any institutions.....natch.
  11. syswizard

    Looking to change jobs....here is my strategy

    Business intelligence. It's overwhelmed with foreigners, but I had no choice as it fit my background perfectly. I have a good programming and statistics background and also good business acumen with an MBA in Finance. I thought that would put me on top of the heap. Problem is: the heap is HUGE ...
  12. syswizard

    Colocating

    Thanks Bruce, but why is THEOMNE.NET not on the list ? Are they just starting up ?
  13. syswizard

    TOS 'thinkBack' tool bugs

    When I tried using their tool over 3 years, it nearly drove me crazy with quirks and bugs. Moreover, it wasn't architected properly to be used as an automated trading platform.
  14. syswizard

    Looking to change jobs....here is my strategy

    I'm in the same role, but I am on the contracting side of the business....and I don't see my rates exploding...at all. In fact they continue to decline due to the economy and all of the H1B visa candidates floating around. Also, every where I've been, they treat us contractors like low-level...
  15. syswizard

    Colocating

    What does it cost you monthly ? Is it shared or dedicated ? I take it you just establish a remote connection to the server ?
  16. syswizard

    VBA Grand Master

    You forgot the BATS disaster.....http://www.cnbc.com/id/46836415 We should not have to be working around all of these bugs. For the most part a lot of these disasters were due to the hiring of cheap foreign labor for critical programming tasks. That's exactly what happened at Knight and likely...
  17. syswizard

    Good article about commercially available trading systems

    Position Change Divided By Time. In that manner, the count or frequency is not affected by scale-in, scale-out strategies.
  18. syswizard

    Good article about commercially available trading systems

    They are mathmatically well correlated only for SAR systems (stop and reverse)......systems that are always in a position during the trading day. The ATIT would then be inversely correlated with the trading frequency (TF). The higher the TF, the lower the ATIT.
  19. syswizard

    Good article about commercially available trading systems

    No, like I mentioned...just a rough guess. I need to develop a formula from ATIT or trading frequency...or a combination of the two perhaps. Which one is more relevant ? With the ATIT approach, one would require the same forward testing time doing 10 trades with an ATIT of 5 minutes vs. 20...
  20. syswizard

    Nothing but China ?

    The Shanghai index FINALLY takes a hit. However, I'll bet after the Greece crisis passes....it'll go onto new highs. September-October timeframe might be the time to place short bets.
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