ok I see what he is talking about, the statement re lossy compression in the article is confusing to a lay person ( ie. non quant). Thanks for the paper though. It seems in the paper the authors per Vaga have come up with 4 market modes along with the compression analysis, very interesting...
I don't understand what the statement means. I understand what compression is, lose the attitude. If you want to explain in English what this means I am all ears, if you can enlighten us on what the article means I would appreciate it, calling someone illiterate is not mature nor conduvice to...
"Compression with technical analysis basically maps a vector of historical prices to some representation of it for reducing prediction complexity, i.e., it is a lossy compression method because information is lost, as opposed to some more advanced but equal ineffective lossless methods where...
I think the reintroduction of the McRib may necessitate a third holding company, and on
a more serious note those cherry pies were delicious, that would probably keep them solvent for a few more decades. bring back cherry pie!!
my understanding is that your are talking colocated CME its 1Gps if you are a smaller player vs
10gps is you are well heeled/hft etc. I thought that's what all the people were
bitching about tiered speed/pricing. Can someone clarify this...
this headline though: I think somewhere in market wizards a trader says the stock market is like trying to decide which judges will pick for beauty queen.
http://www.bloomberg.com/news/articles/2015-09-29/glencore-shares-rise-in-london-trading-day-after-record-slump
Glencore is "having a...
couple of links re the Dalio way, risk parity etc
http://3p5bnx3przb73659la2iupn2.wpengine.netdna-cdn.com/wp-content/uploads/2014/10/All-Weather-Story.pdf
http://mebfaber.com/2014/10/24/the-all-seasons-portfolio-aka-the-tony-robbins-portfolio/
great stuff, cuts thru all the bullshit and gets right to it, takes the most complex macro issues
and explains them childlike to us, I am always impressed with what he has to say, must be really interesting to work at this firm.
I know there was a whole thread devoted to bashing these guys but you must understand this if you have a bond position, start minute 7
https://www.tastytrade.com/tt/shows/market-measures/episodes/bonds-during-interest-rate-changes-05-13-2015?locale=en-US