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Damn! more power to you I suppose.

Nice write up. I was sitting pretty in the dollar rally a little while ago and was still catching my breath after it came off. The party had already moved to the bonds by then. But the jekyll and hyde, small cap vs large cap rotation of this week has been fun. Lets see what is next.

Its amazing how shameless this jawboning is. Man, at least do it on a day when the econ numbers are not semi decent. Such blatant propping up of equities, of all things, two days in a row. wow! I hate to think I am a tin-foil-hat-wearer but its just hard to deny any more.

bumping old thread... where are people getting historical fundamental financial ratio data for companies? tx

poring over details in journals bore me. just curious about a synopsis but never mind I guess. see ya, good luck

ok, I guess I didn't follow correctly then. would you care to elaborate the 50,000 foot view premise of your technique?

So is the premise to watch implied vols to signal direction in a stock? And then you buy call/puts?

Another ignoramus curious about "offset order routines". Thanks

'Epic' is on this. Outliers notwithstanding, serious money does not run after trivial accounts...

there's the $6b tax scam... there's always talks about the main fund being nothing more than a glorified hft market maker... is rentech a correct example...

Who's "we"?

balls of steel?

Hi there, Nice journal. I haven't really read all the pages, would you care to summarize your strategy and how you implement it, obviously as high level as you desire. Thanks and best!

ugh, just lost a longer reply. anyways a disclaimer, my direct quant-ier experience is more related to derivatives pricing and risk mgmt on the buy side. still a work in progress in terms of standalone algo/system building. had a quick skim of the paper and I think that approaches like that...

stoch calcy kind of stuff only for my day job, not for my PA. the one system I have in my PA uses some different ideas (statistical). less of a fan of NN than I used to be. I feel its more time and effort than its worth in the end. but then, who knows, it might all be a reflection of my...

Quite. Not really claiming to have found a low risk trade or something. In any case, anyone know the answer to the original question?

mainly because it is boring ;-) no volatility and good for about 10-15 bps a week. dwindling supplies seem to keep edging it up bit by bit.

are you really playing money just to see some vague emotion about some people get validated. I may not know much but that sounds like a certain way to lose a bunch of money.

I was trying to buy one JGB sep 14 future today in IB. I got a message that "This account cannot trade this security due to regulatory restrictions". I have a Reg T account of about $50K now. Is it because of that? If I update to portfolio margin with $100K does that solve that problem or is...

Professional investment roles are pretty much a arms race nowadays. Requirements like CFA's are just ways to cull the pool. If you want that job you have to suck it up unfortunately...