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  1. C

    I have a system, now what

    If a drawdown/return < 1 is not good enough for you, exactly what is?
  2. C

    Is it possible to make money automated trading?

    How do you know when someone is talking out of their depth? They talk in raw dollar amounts.
  3. C

    New Book Launch

    It's a really nice place, so I try to check it out once or twice a year. The rare books collection is quite nice, but think you can get me a private tour? You being a member of the house of morgan and all? What now?
  4. C

    New Book Launch

    Since the Morgan Library is not far from me, surely I'll be able to peruse your new accomplishment there.
  5. C

    I have a system, now what

    Why don't you go talk to them and see if there's an offer to be worked out. You might be (1) a reasonable seasoned quant on the sell side with enough background that a big boy quant shop might want to fish you in and work something out with you, or (2) a junior quant working on some desk risk...
  6. C

    I have a system, now what

    Weren't you the one asking for magic numbers? Not a rhetorical question (might be a 'rethorical' one, though).
  7. C

    I have a system, now what

    Funny coming from a guy looking for magic numbers a few days ago.
  8. C

    I have a system, now what

    Quant trading is an actual thing. Just because your prop group doesn't do it, why not go look for another shop that does, be it sell side or buy side.
  9. C

    Gold specs

    No. Those are magic numbers.
  10. C

    This rally is ridiculous - Black Monday

    Of course it doesn't. The old rule of thumb is 2-quarters. NBER definition is "a recession is a significant decline in economic activity spread across the economy, lasting more than a few months, normally visible in real GDP, real income, employment, industrial production, and wholesale-retail...
  11. C

    S&P going up, Nasdaq going sideways

    AAPL and tech earnings.
  12. C

    What the hell is causing this extreme constant bullish move in the Dow??!

    if buy and hold is beating what you are doing, perhaps you should stop doing what you are doing and buy & hold.
  13. C

    Implied Volatility vs. Real Volatility

    Oh boy this brings back memories... I was in the room when he handed these out when they were fresh.
  14. C

    UVXY why is it down

    Are you really signing a post under one pseudo name with another pseudo name?? I mean, I know this is the internet at all, but don't you think that's getting a little out of hand?
  15. C

    All money is created out of debt? -or not?

    Excuse me, but where does the $9 new dollars come from?
  16. C

    UVXY why is it down

    Are you ignoring what everyone is telling you because you really really really want to believe you are right?
  17. C

    I'm Not The Only One Predicting The "Great Obama Recession"

    You are not really this dense... are you? If you believe what the article says, then it seems clear how you might become a billionaire yourself before the year is over.
  18. C

    Can I keep my Sharpe ratio higher then 3 for a second year??

    You mean like Roman von Ungern-Sternberg? (If you don't know who that is, you owe it to yourself to read http://en.wikipedia.org/wiki/Baron_Ungern_von_Sternberg). This guy is freaking insane.
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