Search results

  1. M

    weighting equipment importance for backtesting

    Your older posts suggest that you are trying to recuperate costs by selling strategy signals online. They say that the smallest dogs bark the loudest. I'm not interested in exchanging the mudslinging and have been educated with greater sense of propriety than to bother proving my credibility...
  2. M

    weighting equipment importance for backtesting

    Yes, I work with a small team. We built everything from scratch, and I contributed to some parts of it (primarily the algorithmic implementations of certain models). There isn't a commercial solution that supports the trading strategies that we run. Otherwise, we'd probably have paid for it...
  3. M

    weighting equipment importance for backtesting

    Just wanted to point out that I didn't recommend Amibroker. I have no experience with it.
  4. M

    weighting equipment importance for backtesting

    I've had problems with SSDs too, but it gives the best value as of the moment. The global production of HDDs hasn't recovered since the 2011 flood in Thailand, otherwise it would have been cheap to use a HDD platter. From your description, you just need a <$300 Ivy Bridge processor, 8 GB RAM...
  5. M

    weighting equipment importance for backtesting

    All right, I use neither Excel nor NT. But I've played around a little with NT and can give a semi-qualified opinion. 1. What is more important, CPU or memory? CPU, by a huge margin. It varies with user case. RAM is extremely cheap nowadays, so if you get 16 GB, I'd imagine 99.9% of NT's...
  6. M

    weighting equipment importance for backtesting

    Don't think anyone can answer your question. It completely depends on your software implementation. Without knowing what you are doing and how you are doing it, currently, the best machine that you can use for practical applications is a 1.5 million core Bluegene/Q system with 1.6 petabytes...
  7. M

    Re-Think- What video card, CPU speed, and Drive speed is Actually needed/Used?

    It is a trend among the latest charting libraries, e.g. based on WPF, to make full use of GPU acceleration to offload rendering from the CPU. 1. Regarding multi-core processors: Most retail software packages nowadays claim to be multithreaded. 2. Time is precious. I get impatient waiting...
  8. M

    Questions Regarding STD and Sharpe

    Why did you start 4 different threads (maybe more) on this? I'm not a moderator so I don't care. But everyone who has replied to you (I did a few days ago) didn't even get an acknowledgement. Is this some kind of free charging station? If our replies didn't help you, let us know where it went...
  9. M

    Advice for a new futures trader

    I went through that phase myself and I advise you don't proceed with trading, yet. It is a huge time sink and you will soon find the time you spend on it will hurt your grades. The one and only way to make a substantial return on a 6k account is to have a strategy with very controlled PnL...
  10. M

    STD and Sharpe Ratio

    :D
  11. M

    STD and Sharpe Ratio

    It doesn't matter whether you use % or dollar value. The Sharpe ratio is dimensionless.
  12. M

    A Fund vs. Your Own Money

    My group switched from 100% prop to a mix of fund management. My main frustration with managing other people's assets is finding people with whom you can have a trusting client-manager relationship. Most people who are looking for a fund manager have very, very, misguided sets of...
  13. M

    Programming guru

    Your latency budget isn't specific enough, but if I guess what you're expecting correctly, this is quite achievable using a commodity stack. Don't see what's wrong with your proposed salary and why the other posters are giving you such crude responses - I wouldn't let them discourage you. If I...
  14. M

    KOSPI brokers

    You will have to contact them. https://www.credit-suisse.com/investment_banking/client_offering/en/retail_execution_services.jsp https://www.credit-suisse.com/investment_banking/client_offering/en/aes.jsp
  15. M

    KOSPI brokers

    For NT, you are limited to IB (since MF blew up) as far as I know. Otherwise, I think CS AES and Newedge are decent options.
  16. M

    KOSPI brokers

    IB?
  17. M

    Cities for starting a prop firm/hedge fund?

    Didn't think of that. Gotcha. Physicists who have done substantial work in cosmology and QCD are great for the job. That's hilarious. Dublin was not on our radar before this. We were actually recommended Cape Town (+1h away from CET, pretty convenient). But the flight time, and moving...
  18. M

    Cities for starting a prop firm/hedge fund?

    Thank you all for supplying proper answers rather than making irrelevant speculations. Citadel and SAC also fly their candidates over for interviews: much hiring is done out-of-state, especially so in our area. I've benefited a lot from networking opportunities near my alma mater, but my...
  19. M

    Cities for starting a prop firm/hedge fund?

    Your suspicions are well-founded. I don't want to be wasting anyone's time if they don't think that I'm making a legitimate post. But given that you've put time into crafting a response, I'll return the favor with some clarification. The concerns that you mentioned are exactly the ones that...
  20. M

    Cities for starting a prop firm/hedge fund?

    I run a small prop firm (20+) and will like some suggestions on a good place to relocate our office. Reasons being: (1) My firm started out in MA only because it's near the grad schools/colleges that the early core of my team went to, but now that we are expanding, we figured that it will...
Back
Top