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Hey y'all, I am trying to design some moving-average based trend-following strategies. I am a little stumped when it comes to re-optimization though. How often do you guys re-optimize parameters for your strategies? On the one hand, frequent re-optimization might amount to over-fitting...

Guess it was inevitable that this thread would degenerate into a language debate eventually :-) C++ seems complicated because of the vast array of features that the language designers provided. But no one said that you have to use all the features. Realize that "easier" languages like Java...

Thinking Fast and Slow by Daniel Kahneman

Found this interesting article in the New Yorker Magazine. The title really says it all. Wall Street has lost quite a bit of its sheen. The top-of-the-line PhDs are no longer dream of going to work at Wall Street. Bonuses are shrinking. etc. etc. However, one thing that stood out for me was...

Garachen: I like your post. A couple of questions. (1) What are the board games that you use to test intuition? (2) What contracts do you suggest to start studying in the beginning? Can you give some examples? You said don't look at charts. Are you saying to focus strictly on...

Hey y'all, With the changing economic climate, Occupy Wall Street movement, declining profits in the financial sector, increasing public anger towards Wall Street and finance profession, what do you think is the future of trading as a career. I am sure there will always be some successful...

Hi, I live in midtown Atlanta (close to Georgia Tech). I am looking for collaborators to build an automated trading system. I have a math/programming background. I would love to meet up with people to work with or just discuss ideas and shoot the shit. Hope to meet (at least some of)...