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  1. J

    if one can predict market daily movement 55% correctly, how to profit from it ?

    In the graph, do you assume that 51% win or 55% win ?
  2. J

    if one can predict market daily movement 55% correctly, how to profit from it ?

    What do you mean "1:30 risk reward ratio" ?
  3. J

    where to download option and future historical data ?

    Hi, All: where to download option and future historical data ? such as daily open and close ? Thanks. JS
  4. J

    if one can predict market daily movement 55% correctly, how to profit from it ?

    Dear All: If one can predict market daily movement 55% of time correctly, for example, SPY movement, how to profit it ? Beside trade index directly, what will be other ways to profit from it ? Other methods I can think of is: - trade emini - trade option on SPY What are other...
  5. J

    Has anyone tried Financial Signal Processing ?

    If RenTec is about "pattern recognition on price/volume action", then why do they need those natural language processing experts ?
  6. J

    Has anyone tried Financial Signal Processing ?

    It must be very hard to do, the good news is that, it is science and engineering, so someone can do it.
  7. J

    Archived WSJ articles, how to retrieve it ?

    Hi, Is there anyway to retrieve Wall Street Journal articles in the past ? for example, past 10 years articles ? I do not want paper version, I want soft copy. Thanks in advance. JS
  8. J

    Is there anyway to retrieve WSJ articles in the past ?

    Hi, Is there anyway to retrieve Wall Street Journal articles in the past ? for example, past 10 years articles ? (I am talking about articles on the Journal, or its website, wsj.com, not articles in this group). Thanks in advance. JS
  9. J

    Has anyone tried Financial Signal Processing ?

    I believe their services are targeted for institutional investors, not for individual retail investors. They are dealing with natural language processing, extremely low signal noise ratio signal processing. Those are hard stuff. I am not sure if Renaissance Technologies uses similar stuff or...
  10. J

    Can Financial Signal Processing help to improve return ?

    Hi, Has anyone tried services from Financial Signal Processing (http://www.fisig.com ) ? I did not take them serious until I read news that person who will replace Jim Simon as co-heads of Renaissance have Natural Language processing background...
  11. J

    Has anyone tried Financial Signal Processing ?

    Hi, Has anyone tried services from Financial Signal Processing (http://www.fisig.com ) ? I did not take them serious until I read news that person who will replace Jim Simon as co-heads of Renaissance have Natural Language processing background...
  12. J

    Bay Area(SF), IB API user group

    Hi, All: http://finance.groups.yahoo.com/group/sfba_smartinvestor/ This group was started by bay area InteractiveBrokers(IB) API users, we extend it to broad subjects. We welcome all investment/trade related discussions, including strategies, market sentiments, automation systems...
  13. J

    Do you develop your system by yourself or with helps ?

    Do you recruit helps (friends, partners) to develop your systems or do you prefer to do it all by yourself ? Sometime, a system may take quite some effort to implement, it will take long time to develop it alone. But, by recruiting friends, partners, you run the risks that your secrets will...
  14. J

    Why most Renaissance's funds did not perform well ?

    How do they know "profitable" and "losing" trades before they put the trade ? (Unless they trade among its own funds, Medallion vs. "customer accounts", and let Medallion win. If so, it is worse than a Ponzi scheme. )
  15. J

    Short FAS/FAZ at same time ?

    Recent history shows that shorting FAS/FAZ at the same time might be good trading strategies, are there any pitfalls in doing these ? Thanks.
  16. J

    Why most Renaissance's funds did not perform well ?

    Why most Renaissance's funds did not perform well ? Only Medallion performed well in last year, since Medallion closed to outside investors, has Medallion's performance been audited ? Any potential Ponzi scheme here ?
  17. J

    What is the time decay rate of 2X, 3X ETF ?

    Hi, All: What is the time decay rate of 2X, 3X ETF ? For example, if I hold one 2X ETF, and this ETF's price does not change at all in 3 month, at the end of 3 month, what percentage of my holding will be lost ? Thanks.
  18. J

    How much is Renaissance's trading algorithms worthy ?

    But why lot of Quant Funds failed last year ?
  19. J

    How much is Renaissance's trading algorithms worthy ?

    What is the size of capital of Medallion at the end of 2007 ?
  20. J

    How much is Renaissance's trading algorithms worthy ?

    I guess they changed the models in a predefined way. For example, to tune some parameters according to feedback from recent transactions, not completely re-invent the model.
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