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This is a 224 page book, considered a classic in quantland. I haven't read this book however, so not sure how much emphasis it puts on fundamental factors while building pairs model. So, after you read this book, maybe you will get lots of ideas and will be able to use your creativity to build...

At least the OP learnt something from this thread and posted a new thread calling for C++ skills. :D

Good call there. Btw, I am long overnight - expecting around mid-50 region.

I am surprised that this is debatable. At least for HFT, I don't think C# stands a chance against C++. Can you please point me to that thread you talking about. Maybe I will learn something I am not able to see. Thanks.

Doesn't make sense to write HFT infrastructure in C#. Why not C++? Good code in C++ is much faster than anything in C#.

You are one of the guys I respect a lot as far as trading knowledge and experience is concerned. So, how did you structure this long exposure - just buying bitcoins directly or through some other means? May I ask how much you have risked on this trade - either in USD terms or in % of your net...

Forgot to update - booked profits on both the trades.

Are you long then ? Maybe ask UBS to sell you options to capture bitcoin's upmove then.

Someone should launch a CFD company that allows people trading anything under the sun using bitcoins. But it should all be underground and 100% tax free. Then many guys would be interested :)

recheck your numbers :eek:

Added 47, asking 49 on this.

Long 1548, looking for just 2 points here.

I would have loved to hear your real thoughts. Go ahead and post it. It seems you are going to be undiplomatic, but you are going to post wisdom.

Good point about experience. Even after I started making money on aggregate basis in ES, I used to lose a lot of money on days like today. Its only recently that I have learned to recognize these days and have stopped bleeding massively on these days. Still I manage to lose 3-5 points on days...

so it seems that after 8 votes, 75% of participants believes that bitcoin is a stunning idea. Let us see if more votes substantially change this stat.

maybe your analysis is correct. The drop till now has been pretty severe with no pullbacks. Also the ADP numbers being so bad provide the fundamental reason for a 30-35 point correction.

Thanks. There are 2 possibilities in my eyes: 1) We get a bounce around 1552/1553 and go up from here to 1570. 2) We breach 1550 and then we are going to 1542 or so.

seems you were early. How is dvol uvol looking today?

I would also be interested in shorting, if someone can guide how to do it and if it is possible to do it.

Thanks. Has there been any discussion of BitCoin on your journal thread?