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https://www.bloomberg.com/news/articles/2019-05-09/aqr-s-cliff-asness-says-factor-investing-has-not-performed-well Cliff Asness Says Factor Investing Has Not Performed Well May 9, 2019 Cliff Asness, the chief investment officer of AQR Capital Management LLC, says his trademark factor...

Just like "computerized trading system" got people excited in the 60s and 70s, now it's "Artificial Intelligence" and "Quantamentals".... Good luck with that folks, gooooooood luck

Who to Sue When a Robot Loses Your Fortune https://www.bloomberg.com/news/articles/2019-05-06/who-to-sue-when-a-robot-loses-your-fortune Robots are getting more humanoid every day, but they still can’t be sued. So a Hong Kong tycoon is doing the next best thing. He’s going after the...

I don't think so. Those who use quant work as a tool to assist fundamental analysis rather than the whole enchilada itself will do better. But if people keep thinking that pure quant is the way of the future, they are sorely mistaken. The results are starting to bear that out...

Let's say he does 5% this year... after 1% in 2018. Do investors stay with him?

Cohen returned 1% in 2018, 5% in Q1 of 2019 vs S&P 13%.... He's looking to raise another $1 billion... People are paying 2 and 20 (or much higher) to make 1-5%? https://www.bloomberg.com/news/articles/2019-05-01/point72-is-said-to-open-to-new-money-seeks-to-raise-1-billion Steve Cohen...

Biggest risk to quant funds is loss of confidence, says QMA chief Computer-driven investment strategies lost 5.6 per cent in 2018 https://www.ft.com/content/60ddb4f8-1c64-3099-be29-eff4b6e40631

David Harding’s quant hedge fund hit by $5 billion drop in assets https://www.pionline.com/article/20190124/ONLINE/190129927/david-hardings-quant-hedge-fund-hit-by-5-billion-drop-in-assets

He's in deep... see my comments about his approach in the thread above

https://www.elitetrader.com/et/threads/and-so-it-begins.326892/page-6#post-4793021

Wow, I thought all the quants were going to turn things around... Cubist not doing that great then...

Hi Peter10, you a forex trader?

posted in forex brokers, but should have included 'forex' in the title

Do you like the spreads, service? Seems like they've gotten good reviews vs other brokers.

9:30 to 12:30?

Matt, can you clarify: Optimus FX takes retail US accounts or it does not yet?

You mean historical vol? NQM implied ~14% vs ZF at 2%-ish?

based on the Oanda site, which does something similar (but lookback period is a week it appears), USD-CHF and NZD-USD move 1.5% to 1.7% on a high to low basis, highest among majors…. By contrast, NQ today which is more volatile than most days in the past week, is moving currently at 1.1%...

Thank you. Do you do this exercise yourself? You cycle through to another market if volatility dies down?

By ATR % you mean % of asset price? I like that, the ATR normalizes and the moving average smoothes, although the latter could introduce some lag. Think the second idea, short term moving average, say 2 day moving average of ATR % across a bunch of markets should help. Will have to start...