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LOL... good. It gets better as you get older :D Quantitative trading involves a bit of everything, but the consistent themes are the following: - Advanced statistics (typically an upper division engineering/science cirriculum - won't see it as a Business major). - Stochiastic Calculus...

I wish I had access to a forum like this when I was your age... Its great you're exploring your options but wow you are really young. Not that you can do anything about it but you haven't gone through the ups+downs of growing up; that 18-22 time frame can be a touch confusing to say the...

Exactly... This is a software config. issue - not an issue with IB execution. Even if it were an issue with IB execution, I suggest you read the disclosures very carefully. I happen to know a few good HF/securities attorneys, and, no, *trust me*, you do not have a case. But, if you're...

There is nothing in your statement that implicates IB in any way. It is your resposibility to understand the software completetly before you use it for sizeable orders. All of the disputes you have are a part of the configuration settings available in the platform, i.e. you can customize most...

Seems to be a common theme in some of these journals you've participated in lately. I wonder where Bowo went? He should be all over this passive index crap :eek: Mike

Really, you find this funny? Is $12bil funny as well? Are you implying that a fund outside of NY is not to be taken seriously?

Ya know limitupmike, as one goes through life, one learns certain things (unless of course that person happens to be developmentally challenged). Generally, most people learn humility, how to handle their own ego, when to admit to a mistake, how to not be an all around asshole, how to keep...

Wait - did you just make an argument for atheisim? First cause = a human creation. Time = a human creation. A creator = a human creation. Whoa, now I'm confused, if you're admitting that the above concepts are human creations then you're on the right path... I thought you were...

http://www.hedgefundlawblog.com/start-a-hedge-fund-in-the-cayman-islands.html Mainly the upfront legal costs of setting up an offshore entity. In reality though, with both on-shore and off-shore you are running a pass-thru entity. All taxes get passed through to the limited partners...

This argument has literally been raging on and on for 100's, if not thousands of years. As long as people choose to follow and believe what other skilled orators say at face value we will continue to have this type of dynamic. Lets get something straight here: the bible was written by a...

This is a fallacy. If you don't see why you should study the nature of volatility, serial correlation and stationarity. The OP is right, when designing any system, i.e. during backtesting and optimization, do not muck with position size at all, ever. What you can do is incorporate a set...

Maybe you should rephrase your question. If your broker gives you routing options then you can route an equities order to any ECN - your order sits directly on the ECN and will be matched/executed using their order handling engine (per ARCA). If you route to a market maker then that's...

Well there's a few things, the leap year issue that exists but wasn't my initial point. The major flaw is the fact that numbering days 1 to 31 doesn't account for day of week, nor does it account for days that have inconsistent trading information. For example Jan 31st of this year was a...

Find a way to hedge with futures when these large vola days happen. Tommorrow might be a nice RTM day... one never knows though.

There's a major accounting flaw in this table.... does anyone else notice this?

kana, You're the same guy who posted the BS about Windows being less efficient because it uses more RAM. I hope you read my post in that thread because you really have no knowledge of computing principles nor of basic EM (electromagnetic) principles. First off, in order for an electronic...

How many years of data total and how many trades? Walk forward testing does have merit but should not be used on its own. What does the return distribution look like for the entire sample space? Are you trading this on a portfolio? If so, how did you select the portfolio? Do you have...

Those are some difficult questions that have fuzzy answers. Some things to keep in mind though; foremost, the fundamental concept of the system must be sound. There are concepts that are tried and true and work no matter the product or timeframe. Does your system capitalize on a fundamental...

With 5829 (8.40 posts per day) - 99.5% of which are either worthless, condescending or just plain rude and the other 0.5% are pointing out spam, why on earth would you ever want to log out? What else could you possibly be doing that requires you to log out?

LOL! That's freakin' hilarious...