SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 25 matches

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by biofa
June 1st, 2009, 11:26 am
Forum: Trading Forum
Topic: Trend followers, CTAs etc
Replies: 5
Views: 45822

Trend followers, CTAs etc

<t>take a look herewww.autumngold.comwww.iasg.comIt's a really various world, you can find a lot of different strategies... but the base are:1) a positive mathematical expectations2) a good work on portfolio allocation, capital allocation and risk managementI don't believe that a large quantitative ...
by biofa
April 16th, 2008, 8:32 am
Forum: Trading Forum
Topic: Technical analysis
Replies: 17
Views: 63849

Technical analysis

<t>TA is used by a lot of CTA and hedge fund, but if I can I want to give you an advice based on my experience: try to develop you trading system based on TA rules and tools that you prefer, apply it to various market and time frame, backtest and do walk-forward test. If it works, good luck!however ...
by biofa
April 5th, 2008, 9:37 am
Forum: Book And Research Paper Forum
Topic: Paul Wilmott book
Replies: 35
Views: 75558

Paul Wilmott book

ahah she's ex, but this isn't due to Paul's 3 volume set!!! but it could be a dangerous weapon ahah!!q]Originally posted by: DCFCYour ex girlfriend ?Is getting a copy of Paul's Big book of banking grounds for breakup ?
by biofa
April 4th, 2008, 12:25 pm
Forum: Book And Research Paper Forum
Topic: Paul Wilmott book
Replies: 35
Views: 75558

Paul Wilmott book

<t>No, the game goes on, but my ex-girlfriend gave me it as present but I owned it yet!!!QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: biofaI don't know if i can, however i have an unutilized new copy of Paul Wilmott on Quantitative Finance 3 volume set, and some other books, i want...
by biofa
April 2nd, 2008, 2:29 pm
Forum: Book And Research Paper Forum
Topic: Paul Wilmott book
Replies: 35
Views: 75558

Paul Wilmott book

I don't know if i can, however i have an unutilized new copy of Paul Wilmott on Quantitative Finance 3 volume set, and some other books, i want to sell them.. let me know privately if someone is interested..
by biofa
February 15th, 2008, 3:17 pm
Forum: Careers Forum
Topic: Business plan and more
Replies: 2
Views: 58513

Business plan and more

Ok, but I'm principally a discretionary macro trader, i don't use a systematic program, so what can i do?And then i have only a excel record of my trades, how can i give them account statements?But i don't understand business plan, what about?thx
by biofa
February 15th, 2008, 12:04 pm
Forum: Careers Forum
Topic: Business plan and more
Replies: 2
Views: 58513

Business plan and more

Hi, today talking with a recruiter about a prop trading role he asked me a business plan and a p&l forecast? Someone knows exactly what does it mean a business plan? anyone has an example?Thanks a lot in advance!!!!
by biofa
November 6th, 2007, 10:11 pm
Forum: General Forum
Topic: choosing 130 /30 over 120 /20 and 140 /40 long short strategies
Replies: 8
Views: 63855

choosing 130 /30 over 120 /20 and 140 /40 long short strategies

<t>Also because most of these fund are UCITS III and can't exceed 2 as gross leverage.. 1x0/x0 than is more a marketing factor as Gmike told... add some risk considerations... this part of long/short can also be very risky (try to think what a long banks/short materials means as p/l !!!)130/30 can b...
by biofa
November 6th, 2007, 10:07 pm
Forum: General Forum
Topic: choosing 130 /30 over 120 /20 and 140 /40 long short strategies
Replies: 8
Views: 63855

choosing 130 /30 over 120 /20 and 140 /40 long short strategies

<t>Also because most of these fund are UCITS III and can't exceed 2 as gross leverage.. 1x0/x0 than is more a marketing factor as Gmike told... add some risk considerations... this part of long/short can also be very risky (try to think what a long banks/short materials means as p/l !!!)130/30 can b...
by biofa
November 1st, 2007, 8:18 am
Forum: Trading Forum
Topic: Which markets amazed you the most ?
Replies: 12
Views: 66857

Which markets amazed you the most ?

<t>Yields rises because mkt was pricing more cut and fed statement was hawkish, there was another cut in december, now no more! Yesterday mkt was pricing 25 b.p. to about 100%, so it was a done deal.On currencies and equities some scare in front of a more hawkish statement and then again the bull tr...
by biofa
October 12th, 2007, 7:53 am
Forum: Trading Forum
Topic: The Blow Up Artist in New York Times
Replies: 5
Views: 65838

The Blow Up Artist in New York Times

Nice article, you can understand how he trades.. very aggressive and a little bit quant. It's a pity that a man like him don't remember what volatility means.As he told, in US you can have second chance, but not third!!!
by biofa
September 21st, 2007, 2:29 pm
Forum: General Forum
Topic: Why is Goldman is so good at prop trading?
Replies: 11
Views: 66459

Why is Goldman is so good at prop trading?

<t>According to me they reached a self-fulfilling status: watch what does it happen when they're giving a buy or sell on stock..... markets follow them! Then they are ahead of every flow, but however they have good minds and moreover they know what is risk, probably better than anyone.. Goldman has ...
by biofa
September 20th, 2007, 8:48 am
Forum: Trading Forum
Topic: Trading the TED Spread Question?
Replies: 2
Views: 66142

Trading the TED Spread Question?

Watch FED fund futures and Eurodollar futures..
by biofa
September 12th, 2007, 9:52 am
Forum: Student Forum
Topic: Annualize VaR with decay factor
Replies: 5
Views: 67564

Annualize VaR with decay factor

Annualization is a linear transformation, so decay factor never mind (it impacts before...)
by biofa
September 6th, 2007, 2:00 pm
Forum: General Forum
Topic: ABCP and CDO Markets
Replies: 3
Views: 66255

ABCP and CDO Markets

Bill Gross told lots of things (mostly right!!!), ABCP is a carry-trade investment, I don't know why they have to die, probably in future instead of garbage they'll have a much better portfolio invested. Surely we'll remember that liquidity and simplicity value a lot, much more than some bp...
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