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So a bit of a beginners question I suppose about computers. I love working on my laptop. Using it in bed, in the kitchen, on the couch, on the can etc. Sitting at one place on a desktop bugs the hell out of me. Also living in a tiny New York city apartment means desktops and their accoutrements...

Been at a few funds, some which are in the news often. Have seen C# everywhere and multi million dollar budgets allocated to projects in C#. Maybe it's kiddie stuff but the developers who roll in the money using it don't seem to mind.

Thanks global. By threshold I just meant, as a toy example, stuff like "if RSI > 70 then ..." where 70 is a calibrated threshold. Was just trying to get a sense of how many such degrees of freedom you are controlling and I think you were kind enough to answer it. I appreciate your answers and...

If you don't mind me asking further, how many degrees of freedom are being manipulated within each instrument to build up its meta signal. Instances of such degrees could be number of ticks analyzed, bar widths, number of days, sub signals,number of indicators, their thresholds etc. Just...

Sorry to come in with a level zero question, what in the world is SLA? edit: never mind.

I guess I was wondering if your method scans all those markets and enters/exits based on inter-relations between each other at approx the same time or is it the same method just applied to each instrument individually. Based on your reply I assume its some form of the latter.

Looks nice. Is this some kind of a "always in" correlation system?

You guys do realize that's an old internet fable being appropriated right? ...unless of course my irony meter is broken and the jokes on me.

ah thanks. Had forgotten that. http://www.ft.com/cms/s/2/144f84ca-31fd-11db-ab06-0000779e2340.html#axzz3QzOdEf72

Could you point towards any details of this. Don't think I recall it and would like to read up - tx.

It seems "modest" is not the same to all upon reading the thread. I certainly thought the successful example of the gentleman above who started with $90K as modest though it seems not all agree with that.

If you are advising people on risk parity portfolios then I would start with the question of what the universe would be. Most studies as far as I remember, indicate no more than 20 or so are needed. Post above is going with four. Where would you start? Then there is the question of what...

In statistics, there is a clear difference between deterministic trends and drifts. And it is possible to have a random walk combined with a drift or with a deterministic trend or both or by itself or etc. In trading, it probably does not matter to most as terms like drift and trend are...

From the 50,000 foot view,in a nutshell and very generically speaking, what the lay financial person thinks of as a 'trader' is essentially a 'portfolio manager' on the buy side.

Not just for retail. Even on the institutional side it would be the same, especially for short dates. No matter how much skew or jump risk you would pump into the structure you could barely recover what the banks were charging you! As an aside to #11, and I realize it's only a thought...

I don't claim to lean one way or another, or be pro or against anything, but I'm sure Lew Rockwell would be more than mildly disappointed if someone called him a leftist...

if you are trading options, maybe having a forecast of future realized vol would be helpful. if trading trends or chops, maybe being able to quantify strength of a move would be helpful. if trading baskets, maybe having a sense of covariances would be helpful. etc.

Indeed, I am piecing all this together still, but at the end of this it sounds like the retail fx providers (like IB,Oanda etc) did not have the liquidity depth that they were tooting when push actually came to shove. Though from reading these boards it sounds like Oanda folks were still getting...

Did interactive brokers suspend chf pair trading? Can someone confirm. I'm out today and have only mobile access. I do see quotes against usd and eur though. Not sure I trust my mobile though.

I fear you may be right. Punting stocks. Ugh.