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Well, precisely my point. There is always risk. I think the key is to match your most important expenses with the least risky and the most extravagant with the most risky. Yeah, it'd be painful to put anyone in TIPS or any long duration fixed income right now..

I think the way to approach how much money you need is a matter of matching income investments with anticipated liabilities - that much is common knowledge. Further, I think it makes sense to have a few categories of lifestyle liabilities which can be dynamically chosen. Part of what I think...

Ekornes Taurus Chair Airdesk ASUS G73JW (1920x1200 17.3", Core i7 8GB RAM) Sorry for poor picture quality. This is more of a system-development meditation setup. In retrospect, I'm not sure being as relaxed as possible leads to greater productivity. I'm thinking a task stool at a bench...

Oops, I've been effectively spamming a bunch of test cases to the remote run. (The one with a score in the 80s and 1.6 sharpe ratio is probably luck, don't run that). It looks like I could convert minute data from other sources to run on locally as well. Can I expand the group of Stocks to...

I've often thought there oughta be a way to solve the trust problem with technology but I suppose there is no magic bullet yet. Looking up some background info on Algodeal, I think they have honorable backing from folks who would not want to be seen as sneaky...

Thanks, elefevre. It didn't take long to install eclipse and submit examples for testing. So far, I'm impressed. It looks like there is a way to use local .csv data without submitting the strategy. I am not certain yet as I am still getting my bearings.

I suspect, as you all have pointed out, the issue comes down to trust, deal specifics, and how much money they are able to bring in. I'm sure money can be raised with better terms. However, taking care of the testing and execution infrastructure isn't worthless (if it is in fact a good...

Has anyone had any experience with AlgoDeal? www.algodeal.com In the least, it might be interesting to use for testing whether you deploy with them or not. I'd be interested to know more from someone who has experience with them. How much capital do they have access to? How are the...

Red starts over with $12k every couple of days just to keep things interesting. ;)

He's got an attic in his 87th story?

I used to think that but I realized that prices can move without trades. It may sound like I'm nitpicking but I think it's important to understand.

Since you know C# I recommend installing TradeLink (free) and recording tick data for as many good symbols as you can off of your esignal data feed. In a few months you'll have a decent data set that would have cost $$ to buy. TradeLink also lets you backtest strategies and deploy strategies.

Even if you get someone with a track record - I think what is especially dangerous about track records when it comes to options is that some can look fabulous if they are just selling premium until they blow up. In fact, one might have a successful career running a fund selling premium and...

This kind of program isn't for current pros. However, I think the Patak model makes some sense. I did a 'training fee' futures program with another company but its a similar kind of deal, lots of sim trading and evaluation and small risk starting you out live with 1 YM contract. Depending...

Using VNC there is a way to connect using your web browser (runs in a java applet). This assumes you have a java enabled browser. Not sure but it might be worth looking into. http://www.tightvnc.com/

Thanks very much for the graph. It looks like May volatility spikes were a big help. Have you ever taken the time to do a 'kitchen sink' type multiple regression on your profits with various market factors? The reason I ask is because I wonder if during the relatively flat equity curve...

Pittsburgh.

In what way do the TP ITCH packets look broken? I ask because I've considered using them in the past and, for testing, it seems economical. One thing I realized when I looked at their data is that, if you want to develop a picture of what the current L2 data is at a certain time, you have to...

Amiga 1000

When the creditors are after you, it creates a moral hazard. Take the case of Fred Smith: http://www.npg.si.edu/exh/journal/smith.htm "Frederick Smith may be living the dream of every student. In 1965 as an undergraduate at Yale University, he submitted a paper in an economics class...