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    System to stay intelligent after graduate school

    Here's the dilemma with math: it's enjoyable, but if you go too far, you get so absorbed in it that you can't make money. I don't know if people know what I'm talking about it, but it's totally possible to be a stochastic calculus genius but still be a totally lousy options trader.
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    System to stay intelligent after graduate school

    After undergrad, I was more or less not learning anything for 4-5 years. One day I got asked how to do integration by parts and I completely forgot. I felt so terrible, I went back to grad school (for math, no less!) Now I am about to get out again, and I'm terrified I'm going to lose it all...
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    Metals pair trading

    Metals aren't too popular on this forum, eh? What is -the- definitive way to learn the precious metals industry? I google, and it's all end-of-the-world web sites with cheap technical diagrams. I want to be a metals guru.
  4. L

    Metals pair trading

    I've been toying with gold and silver for pair trading and find that gold and silver trade well in certain zones but that silver can breakdown hard. The numbers seem to prove it. I've worked in some filters to avoid silver breakdowns and the profits seem ok. Anyone else try this trade with...
  5. L

    Obama says financial sector to shrink

    I wasn't born in the US, but the whole deal with them flooding the labor market with immigrants (both skilled and unskilled) is really unsettling to me. Unemployment is probably really 20%, and he wants to give amnesty to the people who invented swine-flu. He doesn't stop intervening in...
  6. L

    Obama says financial sector to shrink

    Well, Obama won't fix the problem. However, the country is already destroyed.
  7. L

    Obama says financial sector to shrink

    F Obama. I'm an engineer who worked in derivatives trading. The government ruins my parade every day. I cannot make a decision without the government stepping in and ruining it.
  8. L

    The Arms Race in High Frequency Trading

    Algorithms can be as flexible as their programmers want them to be. There's nothing out there that can't be converted to an algorithm. Consider time-series models like ARMA-GARCH. Computers don't have to be so dumb as to have strategies that are invariant to market volatility. By...
  9. L

    The Arms Race in High Frequency Trading

    Strict rules really aren't required, or at least, ... it's not just IF/THEN, algos can be very adaptable.
  10. L

    How to invest in diamonds

    They make diamonds in labs now that are better than the real deal. I wouldn't invest in them, even if they manage to have some kind of retail value.
  11. L

    Journey from investment bank to independent automated trader

    Just checking in. Still working on writing software and tweaking algorithms to get the strategy running. I've been writing a business plan of sorts and a bunch of little routines to help me quantify my trading system performance. Believe me, the algorithm and the mathematical legwork is...
  12. L

    Obama: Get On This Problem Now

    .... wow. I guess some stereotypes are true. I was in West Harlem once looking for a cheap apartment, and this huge woman had 3 buckets of chicken in a baby stroller that she was wheeling back to her apartment. I couldn't believe it.
  13. L

    Conspiracy Theory: Swine flu was an attempt to kill Obama?

    I've thought about this. I think the NWO more or less bought out or killed the real reporters. Remember the guy who reported on the CIA selling drugs in LA to black kids? They killed him and said he suicided himself. We can't have a real press, because if we did, they'd all "kill themselves."
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    Conspiracy Theory: Swine flu was an attempt to kill Obama?

    Well, she's a big fan of celebrity news. I try to explain that that is all programming. It's nice that she doesn't run her life like celebrities, but I just don't get why she cares about those losers in Hollywood. She loves that gossip. I find Hollywood characters to be truly boring and do...
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    Conspiracy Theory: Swine flu was an attempt to kill Obama?

    I love Alex Jones. Even if I don't agree with him, his enthusiasm and excitement gets me fired up. The girlfriend hates him though. Will not let me listen to him at all in the car, on the radio at home, or over the internet. She hates his screaming.
  16. L

    Here's real verifiable proof 90% lose

    :-( I fit your generalization.
  17. L

    The Arms Race in High Frequency Trading

    It is trivial, and there are microstructure effects that can be capitalized upon. See Olsen's book on high frequency trading, and Roll's paper written in 1984 on modeling the behavior of the bid-ask spread and the bounce between them.
  18. L

    software and programming

    * => dereference no-star => addressing, purely numerical It's Easier if you understand assembly language. :-) Difference between [eax] and eax, in Intel-style assembly. [eax] use indirection on the contents of eax, versus using the value of eax itself. Only difference from assembly is...
  19. L

    software and programming

    Pointers aren't too bad. The reason they confuse people is because they don't understand why anyone would really need that kind of indirection. In terms of human thinking, if you know an object is there, why would you have to dereference it? Of course, hardware "thinks" differently than a...
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