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I sort of enjoy the lol-bot idiocy on the forums, so I feel as if the following is required, as an addendum to my post: ZOMG THAT RALLY WAS BOGUS SO SHORT AND TAKE RISK FREE PROFITZ$Z$Z.

Point taken. Intel doesn't f around. They build after they get the local government to give them some slack. They diversified their government risk and have fabs in all different countries. They deal with the Calif. government though. I think that's part of the reason they have fabs...

I'm guessing roughly 1.5 weeks, and we'll bust through this time. I rarely make calls, but -- short here @ 800 on the S&P, cut losses at 815* and hold the rest with some reasonable money management strategy to 650. * If news comes out, don't f around and cut immediately. News meaning...

Automotive industry should hire some former execs from places like Intel. Those people know how to eek out profits and run a tight ship. Even if their stock prices go down, their labor seems constant and their product quality gets more and more impressive. Granted, we will never see INTC at...

How about cheaper access to an API that lets you read ticks and historical data? Isn't your service like $200+ for this stuff on top of data fees already?

Market already accounted for improved bank earnings when it rallied out of the toilet. Issue is whether or not they see improved earnings for 2nd qtr. I don't think anyone serious will go long until they see the breakdown of the revenue streams. If they are one-time payouts, then bank...

So wait -- Are current valuations of banks correct, or incorrect? Or is the real question that they are correct for now, but not indicative of the next quarter when AIG can't be funneling money? How about a time estimate on when the market discounts the Jan/Feb profitability and goes back...

1 - 2 out of 10 2 - 1 out of 10 3 - 0 out of 10 Pretty much why I fantasize about living in an RV. I was getting pretty depressed for a while there, so I got a pet cat. That helped a lot. I'm aiming for a 4 in all of these things by August. :-)

These dark colors are hurting my eyes. It's the weekend so I doubt I will get support, but how do I make the fonts bigger and make the arrow buttons brighter so I can actually see them?

I just started looking into his birth certificate thing. There are way too many shady aspects behind his birth cert. I don't think Obama is even allowed to be president -- he wasn't born here.

This is mathematically false. Just do a study on autocorrelation at different lags. Since most stock price series (and I'm not talking about returns) exhibit a short term trend, if you don't difference, your chart of autocovariances hint of a trend, pre-differencing. It's stuff like this...

I've attempted using GARCH to do some basic volatility forecasting. I find that you have to incorporate various seasonal functions into your model, because the standard GARCH models decay in various situations that don't seem intuitive. But, as it stands, garch is the default intro to vol...

The problem with your explanation is that you've only been able to describe the behavior of the residuals in a spline fit with known, past data. You haven't actually addressed how you are going to forecast a prediction point. If you're doing a straight linear approximation 1 step into the...

Splines don't guarantee a guassian distribution around the data, unless the spline function itself happens to mimic approximating the mean of a guassian at a given level. Splines are just another variation on regression, but even in linear regression, it can never be assumed that the...

"black box trading" is such a vague term and is meaningless beyond a term brokerage salespeople use. What is the box doing? Are they running stat arb strategies? Fitting vol surfaces? Vol forecasting? Constructing their own asset pricing models? Regressing public data to find a...

If you design/select your software correctly, the disk drive you use shouldn't matter. Anything related to speed should be done out of RAM and battery-backed ram at the -worst-. If you are sitting around waiting for a 7ms seek time on a disk, you are already too slow. And if you aren't a...

For f's sake, copulas aren't the only thing quants use. There's so much more to quantitative finance than derivative pricing.

Does IB publish the number of transactions and total volume it routes anywhere publicly on its web page?

Can we have a quant forum? To discuss math topics? There are people who lurk here who have a real clue and have very strong quantitative backgrounds. They come and go, and I wish I could have all their great posts in one place.

I'm 29 years old. Too young to have traded '87 or even the mini 98 crash, and too uninformed and stupid to have traded the dot com crash. So how does it work? Throw a market order out to sell and get out of your longs, but get filled 5-10% off where you wanted to get filled? Total...