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ok makes sense, I remember that, happened a couple of months ago. Thanks!

Why did, on average, banks effectively pay another bank to borrow CHF from them, instead of asking for interest?

You have to go to the website of each investment bank and use their online application forms to apply for an internship. Prepare a good CV, a letter of motivation. If you get selected, they usually have an assessment centre day and if successful, interviews with individual desks follow (usually...

While I'm sure you must know better than the investment banks who hire them to trade, do I sense some empathy here?

Not that your points don't make sense, but I think this industry is heavily based on C++ and excel at the moment. If people decide to drop C++, it can only be for a language that is supported to work alongside Excel, it can't be Java, it could be C# or F#. On the other hand, C++0x is coming...

If you already know programming, you need no book for Python, everything you need is at e.g. http://docs.python.org/reference/index.html http://docs.python.org/library/ On the other hand if you don't know how to program, you may have to start from another language which is commonly...

It appears that I need to post more, so here you go. By looking at a (lognormal) random walk, my eye can't tell if it's a real chart or a r.w. . Still what my eyes tell me is highly subjective. The real question is to what extent does the random walk theory exclude the existence of patterns...

I'm sorry to hear about spammers and trouble makers and I do understand that they are giving you guys trouble but what I'm saying here is that a legit account becomes practically unusable given that I don't post much. Anyhow, I can't blame you for taking extreme measures, your site was under...

I understand that what happened was unpleasant, to say the least but I am a member for 1 year now and I just don't like posting a lot, only when I have something worthy to say or when I read something that attracts my interest a lot. I fully understand where you come from but with my...

ok I understand admins had to take some extreme measures as some people stated sending disgusting things via PM. Sorry to hear this and the site's reaction understandable. One kind request though, next time, could you please send a PM to explain what has happened etc?

As the title says, can an administrator pls contact me about why this has happened (have very little activity in the forums) & how is it possible to lever this?

Haven't read all the posts but just to make things clear, the fact that there's a brownian component to the stock diffusion equation doesn't mean much, there's also a deterministic component and that's what people look at when they build indicators & signals. Sometimes it can be hard to...

MS/PhD, what's a CMT?

You have to start from somewhere, don't expect to build on your own Citadel-quality infrastructure, Goldman-quality research results and Ren-Tech algos at the same time. Not even these big boys try to do everything. Start backtesting with Excel, trade manually and as time passes you'll see...

Excel is fine, no need to pay for backtesting-specific software

How long have you been doing this? got a job at the moment but I'm thinking of trying what you do sometime in the future. The thing is even getting single a Bloomberg terminal is pretty expensive and even if expecting e.g. a 10% annualized you need a pretty good amount already to 1) get a...

What *you* can do with it and how fast *you* will learn code up dlls, nobody knows. Broadly speaking, it takes some time for people to build solid C++ skills, it's not rocket science but it has its learning curve, much like anything else.

From what I understand, you have an execution system and you want to build an analytics system and link it to the execution system. If this is indeed the case, it's not necessarily a good idea, analytics systems take up processing power & memory which could harm the execution engine. It's...