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    Neural Networks don't work for trading

    1. NN. is a multiple layer optimization algorithm. As long as you don't go overboard, it's a very powerful tool. 2. If a human can't do it, the computer won't be able to. It's only a computer and they can only follow your instructions to programmed. 3. Restudy Machine learning and AI...
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    where to start from

    Serious question. How do you expect to be systematic trading without programming skills?
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    Any good book on Statistical Arbitrage?

    Good post. So how was Aug. 2007 for you? :D
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    Raising events from databases (C#)

    http://esper.codehaus.org/about/nesper/nesper.html
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    Journey from investment bank to independent automated trader

    I'm writing and written my own. Currently, I'm converting most of my Front-end app from WinForm to WPF. I read about a good open source library that may improve the performance of my codes. I code and test them using profilers.... If the new stuff improves the performance, I replace the...
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    Raising events from databases (C#)

    You probably won't need it but I had to deal with receiving socket msgs over SSL. It's good to keep it in the back of your head if you ever have to send/receive msgs from remote servers. http://www.example-code.com/csharp/socket.asp or if you like to use generic stuff...
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    Journey from investment bank to independent automated trader

    In terms of programming you pretty much have only 3 choices: C++ Java C# Reason is quite obvious... testing engine is not the only thing you'll be required to program. Whatever language you pick, you will definitely need to know C++ so that you can tweak lib codes. For example...
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    Raising events from databases (C#)

    This is a better recommendation than mine. I strongly support and can't live without all the gadgets from Apache.
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    What Exactly is "High Frequency" Trading?

    Just like "Algorithmic Trading", it's used all over the place in different ways. Though, people around me define any "xxxxx-Frequency" terms as some sort of intraday trading, with: High Frequency = Trading based on the Bid/Ask quotes, Book, Depth, Multiple Pool Quotes, etc. etc. Mid...
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    Trading WITH versus WITHOUT a system

    So you consider yourself a contrarian against the crowd. Only as an example, what you do is very close to having some sentiment of what the market should be doing, and you trade against the current market price relative to the sentiment you have. Correct? So what prices the market...
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    Trading WITH versus WITHOUT a system

    Quality post meaning something you agree to? Then explain to me. What is crowd psychology? How would you use that knowledge as a part of your trading process? And... I think everyone doesn't want to hear the obvious like: - The price goes up, and the crowd is bullish. - The price...
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    Trading WITH versus WITHOUT a system

    It's fine that you disagree and very understandable. I don't mean to be sarcastic too, FYI. One way to look at it is, all that matters is that you are making money trading. Though... I'm not a big fan of using Psychology, Market Psychology, Philosophy or all the subjective stuff as the...
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    Raising events from databases (C#)

    Google "SqlDependency" or "Asynchronous Sockets". You'll find sample codes and do what's appropriate for you.
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    Trading WITH versus WITHOUT a system

    I actually understand the irony of the post. But I think you would agree that you wouldn't take things mentioned in these post or books and trade them as they are written. I'm sure everyone has their own set of criteria for considering and accepting what other people mention.
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    Technical analysis won't make big investor?

    Is Quantitative Analysis included in Tech. Analysis? How about Systematic Trading vs. Technical Analysis? How about Neuro-linguistic Newsfeed Agent vs. Technical Analysis? How about Quantitative Analysis over a company's balance sheet? Before all of you start writing other people's names...
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    Trading WITH versus WITHOUT a system

    Get a job at a successful trading firm. 1. Everything you think and people tell you are pretty much BS until you see it happening or confirmed via money. 2. General idea of trading within a retail environment is only the tip of the iceberg, compared to how the institutions make money...
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    CurveFitting or MarketSelection

    Do both (Approach from both ends). There's no rule saying you have to pick one or the other.
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    How much capital required to generate $200/day pair trading?

    The question is the outright cost/time required to develop it and maintain it. That said, bwolinsky's system seems like a reasonable system for an Average Joe. Disregarding his hubris, he does make a good point, "TIME TO TIME" Only, if he had some more industry knowledge and started...
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    Hedge Fund Hell: Arbitrage in Financials Backfires

    A Billion+ USD fund returning 40% is more impressive.
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