Any thoughts on this book? It looks quite interesting and it's getting good reviews on Amazon so far...Volatility Trading by Euan Sinclair

I have a question regarding the relationship between correlations and probabilities. Assuming you have calculated the correlation coefficient for two products, say Stock A & Stock B, can you then convert the coefficient into a probability of some sort? If so, how is this done?Thanks.

I know that CQG has the ability to backtest strategies. It might be worth a look.

<t>Hi,What are your experiences and recommendations regarding data mining? Specifically, were you able to use off-the-shelf packages or did you write your own program(s)? If you used off the shelf products, I'd be interested in hearing recommendations regarding both commercial and open source packag...

<t>QuoteOriginally posted by: axswhat firm are you with now? what about all the small trading groups in chicago?I'm interested in small trading firms as well (they just seem to be a little harder to find). At this point, the firm's approach to trading is a more important issue than the size of the c...

<t><blockquote>Quote<hr><i>Originally posted by: <b>FDAXHunter</b></i>Mako is an awesome shop, you should go there if you have the chance.<hr></blockquote>FDAXHunter:------------Could you please elaborate on why you think Mako is an "awesome shop"? FloorTrader:------------ You said that Mako traders...

<t>Hello All,I have been lurking on wilmott.com for a while but this is my first post. Any assistance/advice that you can provide would be much appreciated.A little background...I am currently trading futures (1.5 years experience) in Chicago for a proprietary firm. I have a bachelor's degree in mat...