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  1. M

    riskarb's trading journal

    Yeah, must be cool to bring home 30 big ones in three months :D That looks like an interesting position. If you get some later on it would be great if you could explain the rationale for that trade. Is that a paired position (SPX vs. NDX) or separate?
  2. M

    riskarb's trading journal

    Now thats some serious money (considering his take alone is 30MM).
  3. M

    Trading Electricity, Really want to learn dont care bout pay

    You may wish to contact these guys: http://www.dc-energy.com/ Also this board may help: http://p075.ezboard.com/benergytraders
  4. M

    Systematic US Equities Investing

    No the model is long only at this moment. I am working on a short equities model, as well as looking over some potential index trading model which can be used to vary exposure.
  5. M

    Systematic US Equities Investing

    Mid-Month Update: Well after a very strong start to the month, the model's May picks gave back most of the profits in the last downturn. Momentum positions have been hit worse than others resulting in the quick loss of profits. Transportation and industrials have also been hit hard partly due...
  6. M

    Degrees of Freedom

    I would like to develop some discussion on the optimal number of degrees of freedom a system may have which would not be curve fitted. What has your experience been in playing with different degrees of freedom? How did you go about obtaining the right balance of being optimized so that it can...
  7. M

    riskarb's trading journal

    I will be paying attention as always. I am down to look at some options positions (timeflys specifically). Directional bets are also good.
  8. M

    Internships in NYC

    Look you are obviously a stupid kid. Not only is your knowledge of popular movies atrocious (spelt incorrectly btw), your comments are juvenile and pre-adolescent at best. Best of luck getting yourself an internship and god have mercy on whoever you fool to give you a shot.
  9. M

    Internships in NYC

    You think a high school intern is allowed to trade at a trading firm?! You will be making copies, doing grunt spreadsheet work, filing, maybe learnings a few things here and there etc. They won't let you touch the trigger even with a 25 feet pole.
  10. M

    Internships in NYC

    Knight Capital Group is basically involved in everything from asset management, to equity market making, and to ECN based FX trading (they took over hotspotfx). They have a considerably large sized task force and can sustain internships for students.
  11. M

    Internships in NYC

    That is exactly why that Edit button exists. You see all actions are taken with a certain plan in mind. Whoever programmed this website's software probably had the insight that a properly speaking poster may at times make some frivolous spelling mistake which s/he may wish to change in the near...
  12. M

    Internships in NYC

    Guess what, I happen to speak 3 different languages (all South Asian) and English is not my native language nor my primary mode of communication at home. And no that was not proper English.
  13. M

    Internships in NYC

    Well then there you have your answer: Head to an ESL class or an English training center. It shall improve your communications skills which are important during networking, interviews as well as when you are working as you need to convey your thoughts. BTW this is not meant in any hateful...
  14. M

    Internships in NYC

    Well most underage traders don't have a clue what trading is. Most think just because they understand what a few technical indicators and fundamental information are that they are future masters of the universe. Proving that one actually has something intelligent to share is one way to have...
  15. M

    What is most volatile FX?

    I suggest creating a spreadsheet where you calculate the 30 day average High to low absolute value per pair. Then divide that value by the spread. Its a rough "bang for you buck (spread)" estimator anyways. As you are looking to trade Asian hours you may find some opportunities in the yen...
  16. M

    Making Mad Money with Jim Cramer

    One of my positions got Cramerized :(. This is why I am not a fan of equities.
  17. M

    Systematic US Equities Investing

    Hey Don, Naturally sector bias exists. For example, this month's list contains a lot of transportation (railroads, trucks) as well as industrials. I have analyzed the entire ranking list of the universe and typically certain industries end up near the top while others are at the bottom. What...
  18. M

    Systematic US Equities Investing

    Hey Donna, I have actually tested it out on a quarterly basis. Here are the results from 1989-2005: Return: +33.41% Sharpe: 1.16 Yearly breakdown: 1989 49.83 1990 13.40 1991 90.52 1992 28.63 1993 27.89 1994 8.21 1995 71.52 1996 26.76 1997 44.15 1998 46.72 1999 70.60 2000...
  19. M

    Systematic US Equities Investing

    May list published at www.aeroscapital.com
  20. M

    Systematic US Equities Investing

    Here you go. Most of the gains were concentrated on one pick alone (AP). http://img.villagephotos.com/p/2005-8/1064681/aprtable.GIF
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