<r>Thanks for the reply bearish. I agree, it is a phenomenal school , but I am apprehensive of a fully online program as well. All services of Northwestern's career office are available, just being distant from the campus leaves little room to utilize them or network with potential employers afterwa...

<r><URL url="http://sps.northwestern.edu/program-areas/graduate/predictive-analytics/Hello"><LINK_TEXT text="http://sps.northwestern.edu/program-are ... tics/Hello">http://sps.northwestern.edu/program-areas/graduate/predictive-analytics/Hello</LINK_TEXT></URL>, I am currently a trader, but not a qua...

Well I understand that, but I'm not sure if that explains why trading firms aren't closer positioned to the data centers (if that matters at all). It is just ease of access to the manpower in the city needed to run the place?

<t>Ok that makes sense. Thanks for the quick replies! To follow that, why aren't more trading firms located near these data centers then? I'm not a pipeworks specialist here so I'm not exactly sure if it makes a difference network wise if you're closer to the data center or not when you're co-locate...

<t>Question I've been thinking of recently: Are there any other reasons besides disaster recovery/fallout risk as to why the exchanges data centers are located far out from the exchanges themselves? Cme's data center is in Aurora and NYSE is Secaucus or Mahwah NJ. Cheaper land here can also be a fac...

<t>Hello, I was looking into a couple theoretical approaches to correlated processes and I stumbled across the HY estimator. I've read several papers on it and I understand the concept as a whole, but I am having difficulties breaking it down and figuring out what each part of the equation does. Wou...

<t>I see what you mean. Seems so simple when you think about it, but I wonder how feasible this addition can be considering how often the vol indices over/under estimate future volatility. The day Lehman filed for bankruptcy VIX was at 31.70, and a month after it was at all time highs around >80. Sh...

<t>Alan, I will admit that I am a novice to analysis and am limited due to my lack of experience. Complex prediction models are largely beyond my capabilities to understand and execute within my research, though I do enjoy reading about them. I have learned in many of my classes that while all these...

<t>Wow thanks everyone. I should have been more specific, this is for a model focused on futures. To "predict" volatility, sorry for that Alan. I will look into all of these more deeply and post any follow up questions. I've also looked into Average True Range. I've used it during live trading sessi...

<t>Hello, I have a model that currently uses rolling standard deviations over a lookback period to determine volatility. It works, but I am looking for better alternatives. I have also tried MAD and ADD, but I'm open to other suggestions. Could someone elaborate on the flaws of my current approach a...

<t>Hello, I know that there's already a couple threads about coint books and papers, but the majority of these are regarding equity pairs. I am very interested in purely focusing on the futures and options on futures (maybe even a combination of the two) realms and I'm looking for suggestions to any...

<t>QuoteOriginally posted by: daveangeldunno about attaching picturesHowever, if you regress VIX vs RVX you should get a beta of 0.92 with a correlation of 0.98. the ratio of VIX to RVX is almost always < 1 except for 2008 when it reached 1.per my BloombergDave, Would you mind sharing how you calcul...

Traden4Alpha, Would you be willing to elaborate? Are you talking about FPCA? Also, what software would you recommend performing this sensitivity analysis in?Thanks

<t>A common way to find the beta of pairs is by ordinary least squares. However, the OLS fit is not symmetrical because of a critical mathematical asusmption behind this algorithm, and that's Y is a random variable and the sole source of the variance, and that X values are fixed constants with zero ...

<r>So I'm aware that there are some really great coding boot-camps/apprenticeships out there such as <URL url="http://devbootcamp.com/">http://devbootcamp.com/</URL>, or <URL url="http://www.launchacademy.com/">http://www.launchacademy.com/</URL>. However, these are irreverent to application in fina...