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    Tokyo Hedge Funds Club event March 8

    I have no idea. A friend of mine invited me to come... Obviously, I went out to Azabu and got wasted afterwards with a big credit card bill. It was a meeting for people who wanted to look like a "CELEB". Only a few Buy-side people were there, and we all left after an hour it started...
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    High Speed Trading Unfair To Retail Traders

    They will seperate it. Exchange members = no tax. Non-exchange members = taxed. The gap will continue to widen.... So if you're all complaining, why don't you start calling up GS, MS, BoA, and others to hire you? Oh wait... you don't have a track record or any real industry...
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    Paul Tudor Jones

    Hey... This is a great thread. But a lot of misinformation... WANT some inside info? The most I can give is: 1. Tag49 = "TUDOR" does a lot of Futures arb. 2. TUDOR and Tag50 = "TROUT" makes some good calls with their trades. How do I know these? I'm no GS but I get info...
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    is it harder to get a trading developer job in ny than chicago

    1. I had a six pack inside me when I made that post. I'm not going to deny that I was drunk. 2. I asked you to find flaws in the code. Do you really expect me to post a "perfect code"? It was posted because it was flawed. Yeah... I was being a bit to cynical. I admit that I was an...
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    Pseudo-random runs around Visual Studios

    1. I don't have everything automated. Let's see... let us assume that the trading process has 5 steps (Step A...E). I also have multiple routines for each steps. When I'm running a Market Making model, I have Steps A, B, D automated, while C and E require human intervention. For a simple...
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    is it harder to get a trading developer job in ny than chicago

    :mad: Was I asking you? OK... there's only a handful of people in ET who realizes the issue with QuickFIX's design. Especially, from the code I posted. ... I'm going to be very protective/defensive... 1. It's a copy/paste of the prototype of what I've written 3 years ago...
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    is it harder to get a trading developer job in ny than chicago

    Great... we have another "straight out of college idiot" who doesn't know who he's talking to. So here's a question: The attached code is the user-side implementation setup for a broker I used for Forex using QuickFIX that I had 3 years ago. I was able to reduce the code to about 1/5...
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    Pseudo-random runs around Visual Studios

    Deterministic programming framework to help your computer do stuff for you: http://en.wikipedia.org/wiki/Procedural_Reasoning_System Starting point: http://en.wikipedia.org/wiki/Intelligent_agent Personally, the following has been my biggest challenge. I study / research this on my...
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    Pseudo-random runs around Visual Studios

    No... I'm on shrooms and vicodin, hallucinating a lot of shit. Plus, it's still 2PM here in Asia...
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    Pseudo-random runs around Visual Studios

    Column1 = Test Instance Column2 = Simple Probabilitistic MM (pureta_mm_pl.txt) Column3 = Deterministic MM Few simple stats (I get this on the Win. but I don't want post a pic) System Avg PL: -16500 to -2076 System Std Dev: 29195 to 30091 System Profitability: 34.7% to 48.5% The...
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    Pseudo-random runs around Visual Studios

    So I posted 4 samples of data based on the same set of Tech. Analysis signals. 1. The first post (pureTA_PL.txt) represents a typical newbie who trades without any understanding of the market. 2. The second post (pureTA_MM_PL.txt) represents a typical ET trader who trades starts...
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    Pseudo-random runs around Visual Studios

    Finally... I filter the signals with a definite edge that exposes a market inefficiency. I don't think there's much to add here...
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    Pseudo-random runs around Visual Studios

    Now... I add a bunch of IT and Quant. perks to it where it manages the models without altering the signals. (Same signals different ways of handling it.) So now... I have a crappy system but by applying top-notch risk management logics and routines, you can get it to a point where it won't...
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    Pseudo-random runs around Visual Studios

    So... From the previous, I add the general TA trading system concepts. Things to note are: 1. Determining the nature of the signals. In this case, it's a mixture of Swing and Trend-following (Generally speaking) so I added the stops, sizing and money management to fit it from general...
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    Pseudo-random runs around Visual Studios

    :( I am being forced to finish up where I left off and some people are single-mindedly concluding useless shit so I'm going to go back to the 95% of the trader fails talk... OK... As I mentioned previously, "MOST" (NOT ALL) Tech Analysis states are determined by the following: 1...
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    Attn Baron: upgrade your software to allow for self moderation of threads!

    TSGannGalt == Free Market. I'm not saying Baron's a socialist. I'm only a Randian.
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    Attn Baron: upgrade your software to allow for self moderation of threads!

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=164155 http://www.elitetrader.com/vb/showthread.php?s=&threadid=161203 Oh gawd.... OK... jack... start a thread in the Automated Trading Forum and I'll go head2head with you. Just PM me with the thread link... I don't think this...
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    Attn Baron: upgrade your software to allow for self moderation of threads!

    I need to add that... Risk = Grey. Grey = Risk. Clarity = Understand/Accepting Black/White.
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    Attn Baron: upgrade your software to allow for self moderation of threads!

    Some of you fuckers just don't get it. Damn it... I'm brought back again... --------------------------------------- austinp sticks up to what he believes in. I don't care about the fucker but I respect him for speaking out his mind. He is one fuckin' moron(my opinion) who cares. All...
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    Pseudo-random runs around Visual Studios

    There, this is the last time (3rd time trying to post my BATS MMM blotter... it gets deleted for reasonable reasons... I understand) I'm going to do this: "Name" = name of the model. "Code" = XXXYYY. XXX is the AI that made the model. YYY is the # in the model set it developed...
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