<r>20 months later and still nothing? the stuff I've seen uses a unique Atman like Z scores for probability of recovery - specific for each asset group. is distressed debt not technical or controversial enough for this group? or is it that the best stuff is proprietary?I posted the following in the ...

<t>Toby Crabel's book looks at this with daily data. His findings at the time were extrodinary enough that I just sold my copy of his out of print Day Trading Price Patterns book, for more than $600. He adds a lot of filtering as well (mostly breakout range related), which to me increases the standa...

<t>Quote...For every guy in your situation that makes it there are probably another dozen or more who have failed, and are never heard from again. Sure you can compete for junior roles, but it is a bit odd having some kid bossing around a guy nearly twice his age. You need to think about it rational...

<t>QuoteOriginally posted by: twofishOne other thing. ... (I get annoyed when people talk about complex derivatives. They really aren't that complex.)That's right, let's keep it simple. Income - expenses. They didn't teach us this in the CQF or maybe I missed it one morning when I was out skiing and...

<t>okay, okay, on NYC you have a point, but you're still missing mine.on Impedance, with a small account, even over the internet far from Chicago or NY, I haven't really noted much impedence whether I'm buying or selling at market I've ALWAYS found someone instantly on the other end just like the li...

<t>QuoteOriginally posted by: twofishQuoteOriginally posted by: davidnkick 'em while they're up, kick 'em while they're down.Really no. One thing that you have to sometimes accept is that plan A, just won't work. So you try plan B, which won't work. Then you try plans C, D, E, F and G and by the tim...

<t>kick 'em while they're up, kick 'em while they're down.i've all but said I'm throwing in the towel that the naysayers here were right... was simply answering the questions here not looking for more reality. i enjoy reading the comments and your points of view.'a boy a ball of dreams' give me that...

<t>QuoteOriginally posted by: twofishQuoteOriginally posted by: davidnhow so? point is, I'd take a position in the markets for less than half of what I made last yearMay I ask why? If you have to take a substantial pay cut to enter the market, that's the markets way of telling you not to enter the m...

how so? point is, I'd take a position in the markets for less than half of what I made last year and I still can't get someone to take my resume serious. a "cqf" is simply not enough right now. this, I was told, before I signed up for the program by Alumni - but I didn't listen to them.

<r>Q: just out of interest davidn, how much c++ programming (years) have you got under your belt ? A: <1Q: how would you class yourself programming wise (intermediate / expert / world class ) ?A: Intermediate with great potential. I've written CAD and CAE models for years and am world class in that ...

sorry, Andy Schleck, I meant third.

<t>davidn here, an "old" man (38) still trying to get that quant starting position to spend my next 40,000 professional hours plugging away at in earnest. (I figure with the CQF, light contract programming, and trading my own futures account since 2004; I'm at least 1500 hours toward Gladwell's "10,...

<t>Thanks again, books are on the way, that makes 4 in the mail! Hope Taleb's right about power in the unread books in a library.I'll give the PCA/ICA bit some thinking. Off the top of my head, it seems I want to use ICA if I was to represent each contract with an independent motion. I desire to fit...

<r>Thanks Rodriguez!Not pricing yet, want to come up with a VAR like stop loss on three to five month calendar spreads. I do want to price options on this spread down the road. Thanks, I'll take a look at Eydeland and Wolybiec and make sure to grab the new Pilipovic. I want to adapt my CQF final pro...

<t>Hello, below, Energy Risk: Valuing and Managing Energy Derivatives, Dragan Pilipovic (2007)I'm pretty sure that's the same as "Pilopovic" (1998) recommended in the Further Reading section at the end of Chapter 73 on energy derivatives, in Wilmott's on QF. How updated is it? Am I okay getting a us...