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    New Taleb book

    That's what the hedgefund does where Taleb is involved in afaik
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    New Taleb book

    Skimmed through it, do you need a masters in statistics to get all the technical aspects in the book? I am STEM educated but didn't major in statistics
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    California Population Growth Lowest In History

    Why is the population in the NE declining?
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    London post-brexit as a financial center

    Why would Norway/Switzerland/Ireland prefer a trade deal with one isolated country to one they already have with twenty others on their doorstep?
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    Anyone use anything else than time based charts for day trading?

    When I was a daytrader I used the orderbook and time and sales more than charts.
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    Can stocks like AMD, SQ, MU, handle intraday orders of $300,000 without moving the price much?

    Answer to OP, yes, this can be done easily without hardly any impact, if you have some skills.
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    What market is best for scalping?

    bonds: are there actually cheap non-institutional electronic trading platforms available for bonds? stocks: mature market which means there is efficient cheap access possible. also lots of different types of stocks, etfs, .. . Downside, lots of algos on the shorter time frames You can't...
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    New to HFT and Looking for support/help . We all started here, so hope some people can help me

    if with HFT you simply mean multiple automated trades per day, then I would say: Find a setup where you can learn trading live with the lowest amount of $ and time risk. So I believe brokers like Oanda have API's, where you simply can get data and post trades (if you know programming) according...
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    I don't understand

    "risk is inversely proportional to trade frequency" well, actually, if you do trades with the same (or scaled down) risk/reward, but you do more of them in the same time frame, then risk per time frame actually goes down obviously.
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    I don't understand

    In live mode, if you are waiting on the bid/offer to be filled, you are usually one of the last to go and also usually when you actually do not want to be filled.
  11. T

    Help me make a tool for pair trading

    Error reading data. Check that you have a functioning internet connection. (timeout)
  12. T

    Am I missing something?

    The SPY trades very close to a random walk though :) you can test that with calculating the Hurst exponent and various other statistical tests. E.g. I recently found out that recently the SPY has a Hurst exponent of .48, where .5 is random.
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    Am I missing something?

    In addition to the useful ideas above, another viewpoint is that of suppose you are trading a random process, where in the next time step the product has a 50% chance of going up or down (not dissimilar to https://en.wikipedia.org/wiki/Binomial_options_pricing_model). Obviously (I am sure it's...
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    How obsessive are you with trading?

    Not enough. Since I am not too smart my advantage has to come from the working hard.
  15. T

    Scalping Vs. Runners

    Care for explaining that math? I don't see it. It all depends in my opinion unless I am not seeing something you are.
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    Factor outperformance in real life?

    Even if factor investing has been working for the past decades, who says it will continue to work? If everybody is piling in, like many funds seem to do now, then the effect should go away common sense says.
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    Cost Differences Between FANG Stocks and NASDAQ-100 Futures

    No way, almost completely "fair" now.
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    AQR Quants Say Most Long-Vol Bets Lose Even If They're Right

    Isn't there an arbitrage here? Just do the opposite, right, you will win then even if volatility goes up?
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    Does it make sense to do pair trading?

    I am interested by it, but haven't come to it yet. It seems to have it's own rules. How does e.g. TA work, if at all, especially if you look at an esoteric pair?
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