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I'll actually make the question more specific, relative to others... 1. A client wants a full statistical arbitrage package. The architecture would be 13+ client to a static IP. Each of the servers will runs a model very close to the Johansen procedure real-time on a tick basis. The...

I guess I haven't posted any tradelog (I actually did post a few but got lost somewhere with all the profanity that came along with it) in the past journal/thread so I went ahead and outputted a tab delimited text file (it's got over 50,000 trades and adding stuff and porting it to xls goes over...

Damn it... Right when it starts getting fun... You guys back off and become all nice and polite... I wanted to see people go head to head all insanely egoistic on me and everyone else... :( :( :( Magna... can I insult bwolinsky so that he gets all emotional and berkserk on me??? I've...

My old journal has a list of trades and a blotter. I think... it's been a while back... Let me check and maybe I'll post a tradeslist.

I posted some results on my models and tests... Same as you... I don't go around giving the models out... just the results... http://www.elitetrader.com/vb/showthread.php?s=&threadid=173086 And... maybe this will help... my journal from last year...

I'll bite... because it maybe fun... (take my reply light... it's just for fun...) 1. Best developer? Better than me? 2. I haven't seen talon post any institutional level models... Where the hell is it? Don't tell me his S&P rebalance or his percentile BO is institutional.... if...

Well... 1. After reading the last few posts between talon and Bwolinsky, I guess what the kid is doing is a cash on cash Single Leg Gamma Scalp. And yes... Single Leg Gamma has been around for a long long long long long long long long long long long long long long long long long long long...

That's a toughy... First issue is it depends on how you're going to trade. If it's going to be an intraday model and running multiple legs, like deltas, you'll want to be using Bid/Ask rather than Bar Data for obvious reasons. The connecting issue is you're expected to handle a whole...

What I mentioned is only one instance of the discretionary aspect of their operation. They do a lot of things that gives them an edge over detecting a trend, both Quantitatively and Discretionary. I don't work for them or represent them so I won't add more to what I've wrote previously...

Personally, I'm not biased and don't have a personal preference between trading something "normal" and "outlying". Only difference is that you're exposing different distribution profiles within the market. From a very generalized sense: Stat. Arb. (Mean Reversion) assumes that the...

1. I can't speak for Abraham and others, but in terms of Eckhardt... The traders there do a lot more things than TF. They have Mean Reversion models and have a good team of Quants in their firm. For some reason, I know (Poker buddy... ) a guy working at Eckhardt as an Options trader... and...

Everything you mention in the post comes down to a sematical issue. 1. What is the "mechanical" in mechanical systems trading? Depending on your own definition, I can agree and disagree on alot of points. 2. I know the guys at Transtrend in Holland (The Nether...) quite well. And they...

In terms of the previous post, I was noted that the architecture is similar to what Oracle offers: http://download.oracle.com/docs/cd/E12839_01/doc.1111/e14476/overview.htm Have fun... (Building a CEP/ESP engine from scratch is beyond my IT capacity so I'll leave the rest to the...

Somewhat agree... As nitro's 2nd example in his 1st post, if you're dealing with Pairs and Greek Arbs, Flow Hedges and other types of multiple legged trades... DSL helps out. Personally, all my trades are done within the normal semantics because I'm the only one using it. But I can see the...

More than 1/2 of you guys don't know what they're talking about... Do any of you actual implement a trend-following strategy? Have any of you done any reasonable research regarding TF on your own (rather than quoting some marketing material)? And Mike, you need to do better than that...

Agree. I've never seen Jack mention about risk management or to the least about position sizing. Regardless of the trader's style like discretionary, quantitative, systematic, esoteric, or other styles, risk management is a definite aspect that comes with trading. All trades require 3...

His quant stuff is equally "pseudo-scientifically unverified".

You calling me a biatch??? :eek: I'm happy being "un-employed"!!! :D :D :D

Bullisht or Bullshit???? Anyways... I really don't see the point of those meetings... If I had something to sell to people, then yeah... I'll goto them... Don't get me wrong, I network and meet people. It's important. But I usually stick to the Buy-side IT or the flow/prop. traders...

Were you asking me? If so, why is rev... answering for me??? Anyways... Nope... I'm not going and didn't know about it till now to be honest... I might have considered it if it was a Friday... weekdays are too much of a hastle... And I like to keep a low profile in real life. My...