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Look man, I'm just writing a trading strategy and analyzing it for a thesis. I'm just looking for a good cover photo for my powerpoint presentation. People post homeless photos to this web site all the time, so don't act like you're above us. Goes with the turf. Just a fact of life in this...

This is EXCELLENT.

Stupid request, but some of the old threads here had pictures of bums in cardboard boxes with captions about how they were users of ET. Can you people help me round up the best homeless-trader photos? I want to put them into a report I am writing and I know you guys know where the best...

Not taking sides here, but this post was hilarious. :D +1 for making my day better.

Totally random. I had lunch on Saturday with a hedge fund manager looking to play some arbitrage games. I was given an offer to work on their desk with one other quant to implement some cross-market arbitrage strategies. The meeting came about because I mentioned that my 2008...

I'm not disputing any of your points, but you could take pretty much anything and say: [random] vs Automated Trader Let's do an example: Gay Prostitute vs Automated Trader - Gay prostitutes and Automated Traders both need to assess risk. For Gay Prostitutes, it's the risk of AIDS...

I had no income from CA in 2006, sold my home, and moved over a thousand miles away. They keep sending me threats saying I needed to file, but I didn't live there other than hanging around at a friend's house until I made arrangements to leave. Do I owe them on the house? I moved for job...

Yeah, python is excellent. I've been using it to prototype everything in my head lately. It's the best place to write a rough draft.

Explanation of the plot: Green line is the entry of the long/short pair [normalized], and the plot as time goes on is the net return from the period -before- the green line shock. Even if I adjust my entry, I find that there's enough drift in the assets that the gap does grow over time in some...

I'm looking over the trades from the result of various shocks to the market -- want to observe how long it takes to converge back to zero difference between cumulative return from the time-period before the shock. Plot is attached. I'm trying to debug and fix this phenomenon.

Have you really ever used any of their products for any extended period of time? They're horrible. Apple, Google, and RIMM will finish them off.

Maybe we can start a war with China, finish them off, and have no one to pay back debt to?

Palm is dead. Their products have been garbage for quite some time. They are finished.

I ended up coding a backtester from scratch in python. The overall trading picture looks fantastic, except there are cases where there are various divergences. I need to write some code into the strategy to look out for various "blow up" cases. Interestingly enough, while writing the python...

Just one step along the way. :-)

What's your backtesting framework? I scaled back some of my ambitions here, because most of these backtest frameworks are for newbies trying to test ma-crossovers and such. Granted, I have to break down the problem into terms these backtesters can understand (e.g., "indicators"...

I've decided to kick NinjaTrader to the curb and just go on programming in R. I'm having a heck of a time getting this program to show me what's going on with any sort of ease, where I suspect I could do better just flat out programming the stuff myself. May be my lack of experience with the...

I'm in equity derivatives [market-making, not execution for portfolio managers -- self contained, but we do pay out for orderflow to boost our profits], but we have a little bit of small-scale prop stuff going on to complement the main business of spread extraction. I'm trying to leave the...

The real issue is how people try to peddle their dick in a box solutions around here on ET without permission.

And make sure to get rid of the broker fees. I'd like to rid NYC of these broker parasites.