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Did you by any chance previously post on boards.fool.co.uk? GAT

BTW if you're ever 'down south' let me know (I live commuting distance from London); I'm happy to dispense more detailed advice for the price of a cup of coffee. GAT

UK, though most of those guys have NY offices. I'd probably add one or two names for NY, and one for Asia. GAT

Compliance wouldn't allow that anyway. GAT

Recruiters that aren't scumbags: NFJ Search Selby Jennings GQR Global markets Yes, it's a short list :-) GAT

Personally I like to see a demonstrable interest in the markets, intellectual curiosity, an ability to think for yourself, the skill of explaining complex subjects, and I can't stand people who BS. GAT

Hi Tau, I also went to Manchester, so don't beat yourself up :-) Yes I used to work for AHL, and most of time I was there I was heavily involved with recruitment of graduates and fresh Phds. Most of the advice on this thread is good. In terms of things you should be looking at, I'd add Hadoop...

Great: my bargepole isn't long enough. I need to extend it. GAT

Has anyone got a bargepole I can borrow? GAT

I don't really understand the question if I'm being honest. I assume that the distribution of forecasts is sufficiently nice and stationary such that using a fixed figure for mean absolute deviation is a good thing to do. This doesn't have to be Gaussian - any symmetric distribution that is...

This is a python / pandas issue rather than with pysystemtrade, but as I'm a nice guy who likes to show off how pythonic I can be: trend=price - price.rolling(5).mean() position=trend.apply(lambda x:1 if x>0.0 else -1) GAT

An important point which hasn't been covered by others is that for spot FX you don't earn the interest differential (carry) with a retail broker due to the markup on both borrowing and lending rates; but this is embedded in the futures price. So unless you're a lunatic who is day trading this...

In my live system I use a mixture of HDF and sqllite. GAT

There's quite a lot on that subject in this blog post. GAT

I meant don't trade the 1st or the 2nd contract (because the jump in volume is so high) - I wasn't talking about trading the spread (which I wouldn't do eithier). GAT

Out of curiosity I just eyeballed GE vol and the ratio between the 2nd and 1st contracts is around 1.67:1 Don't trade this. GAT

The position size won't be adjusted immediately as the vol estimate is done on a rolling basis (ewma). But yes if the vol jumps on the new contract then over the subsequent weeks the position size will adjust. I also use a smoothed estimate for carry so again over a few weeks the signal will...

There are some active and credible meetup groups: General https://www.meetup.com/TheLondonTradersNetwork/ (most of the other groups on meetup are thinly disguised broker / educator honeytraps) Systematic / quant (sorry there's more here, but this is my main area of focus)...

AHL has never hired MBAs. When I was working there we only had one, and he wasn't a researcher or PM. And I've said before that 'machine learning' is a meaningless term. There's supervised learning, which includes things like doing traditional regression, hardly a new concept. Then there's...

I'm not actually trading EUR/GBP, just had an implicit exposure through my hedge. GAT