Search results

If your intention is to attract outside capital (insinuated), industry standard still revolves around Sharpe & IR. If I had to choose between Sharpe/Sortino, prefer latter given its omission of upside vol. These two, however, only speak to two moments of your return distribution, so you're only...

I've included a desktop screenshot that may allude to my knowledge on this matter. We have been running Quantdeveloper for some time now. My partner's original cost was in the $5k-15k bracket (I will not disclose exact amount), an amount which I later split with him. As far as I know, you...

Have you had a look @ Alphacet Discovery & QH QuantFactory? http://www.alphacet.com/index.shtml http://www.quanthouse.com/ What type of budget you on? 5-10K? 20K-30k? 1k?

And if one doesn't have access to MatLab, they can trial & error in R at no cost... http://stat.ethz.ch/R-manual/R-patched/library/splines/html/00Index.html http://www.r-project.org/ Slight caution, documentation not nearly as good as ML.

Of course, agreed. Just stating that there are other herds of traders that will continue to remain highly successful before and after the ARCH/GARCH scene. For those interested, an introductory paper on garch/arch...

Rather interesting you believe that is the "only" reliable way of making money in the markets. This is an increasingly common "quantway or the highway" attitude that is both arrogant and misplaced. Tell that to the 1000's of successful traders before and after the dawn of ARCH mingling with...

Recommend latest Synergy+ (1.3.4): http://code.google.com/p/synergy-plus/ This group has picked up where original Synergy project went cold (1.3.1).

Assuming you are referring to this afternoon's outage per your identical post in "IB down" thread, how exactly is it IB's fault when a major Verizon node went down? Did you take the time to pingtrace IB? Packets were not getting past nodes well short of IB servers. How about acting the part...

Very rare. This is highly unusual for such an extended outage. Nothing like this for me in years. Have an ES position on, but is protected. Will be hedging in separate account if necessary.

Use QT only for the Time&Sales strip fed by IB's 250ms aggregated data. Don't like reading raw ES T&S trades. As confirmed above by DTN, IQFeed continues to stream aok without QT registration. Have had a lifeless TDA account for 4+yrs now, with peanuts sitting in there collecting dust (~...

The sequel is in pre-production, called "Money Never Sleeps." Olive Stone to direct. Douglas in. Sorry if I missed this being mentioned in thread already. Just going to copy and paste: http://movies.ign.com/objects/904/904642.html "Sequel to 1987's Wall Street. Follows formerly...

Seattle harbor http://interfacelift.com/wallpaper_beta/D70bef2c/01748_seattlesharbor_1920x1200.jpg Excellent website for high res photograph wallpapers. Be careful, you'll want to endlessly download pics. http://interfacelift.com/wallpaper_beta/downloads/date/any/ Personally find...

Free. Just download it here: http://sourceforge.net/project/showfiles.php?group_id=59275&release_id=406638 You'll want the "binaries" file. An ex setup instruction here: http://www.engadget.com/2005/08/09/how-to-share-your-keyboard-and-mouse-in-realtime-with-synergy/ It's really...

Just a no frils, large HD capacity server I built to record live ticks for large number of instruments via my data vendor (DTN). Has it's own internet connection (Qwest DSL, which doubles as backup connection for trading platform) so not to interfere with my routine trade execution on Comcast...

Another more direct view:

Slightly updated monitor layout to what I find the most efficient (4) 24" LCD array. Run two main quad-core systems, plus a 3rd tick factory server (not displayed, located on other side of home office). Bottom 3 LCD's for trading workstation. Top center LCD runs off the backup/news/skype...

http://microcenter.com/single_product_results.phtml?product_id=0302727 i920 i7. Best bang for buck on market at the moment. http://www.cpubenchmark.net/high_end_cpus.html Most important: what type of trade applications do you plan on running?

Only someone with "very" little computing knowledge would agree with this statement. Using a superior CPU cooling heatsink and stock cpuvid voltage, safe reliable overclocks are incredibly straightforward and reliable. Real world ex: stock Intel cpu cooler on Intel E8400 Wolfdale @ stock...

Why doesn't a simple add to the ignore list suffice? I don't know how you guys have the patience or time for this. After playing with the clowns/trolls for a few rounds of rebukes, doesn't it get old? :confused:

Thoughts... 1. Given the IIT reference as a "gem," sounds like you're a bit green and looking to dive into an extremely crowded index arb sector. 2. Prepared to compete against an already large and quickly growing DMA customer base co-located @ CME LNET/Jackson direct = no telco exposure...