Search results

I think it depends on the trading that you're doing. If you're trading exchange traded securities where automation is high then compsci could be useful. I see a lot of engineering grads in that space. But if you're trading illiquid otc securities schmoozing and connections might be better. As...

what's your suggestion? maybe ask for a spec?

you have historical variance data or historical variance swap quotes?

you setup the direct connection ability with an exchange and your clearer who is ultimately responsible. I dont know all the administrative details.

ilink is based off fix but we use b2bits so i dont know the details. I dont really know other exchanges but from what I have heard the cme's testing environment is one of the better ones. Testing against banks like fxtransact or morgandirect is very manual.

apply and find out. you dont need economics background to do fe. at u of chicago finmath is part of the math dept

i am familiar with cme and some banks. for the cme there's a certification process but its fairly automated. for connecting to bank's backends they're all fix based with a bunch of custom tags.

correct. I am not saying this is difficult to do; it's just not interesting. A necessary evil.

I do something similar by listening to all orders/fills and storing them in database. from there I can see each strategy's performance and positions broken out. if there's demand (and $$$) I could try to package this up.

backspread

open excel. write a vba function. call them back and tell them you know it. see what happens.

exactly 14.25

https://www.superderivatives.com/

do yourself a favor and use a language that will let you do anything. these proprietary languages are a waste of brain space

nice. any working code samples?

orc (tbricks) options city rts actant horizon whentech I think it depends on what your making markets in. My team works in two markets and have no problem with commercial products.

vultures came in and bought

ok. this is off topic. How would I define a state? Can I use some type of clustering to find them? I have looked at hidden markov chains (and everything else) but really dont know what I am looking at. I just want to be able to change parameters given a market condition.

maybe there is a diminishing marginal utility type formula for theta decay but for decay itself it kicks in the last month. for me, I dont want to risk much to get little. take profits :D

what about using GA to determine what state a market is in ie. sideways, uptrend, downtrend