<t>Well in a Root tree the data is compressed more than a flat file and is somewhat quicker to run over. But also in a ROOT tree when you loop over the data it is optimized so as you can only look at what you need to and so it becomes a lot quicker to do. Not all the strategies I'm testing look at t...
If this is true and you realize that the casino is picking its numbers this way can't you just pick a distribution for your own numbers to put the odds back in your favour? Something producing the inverse of Benford's law for instance.
<r>Hi there,Has anyone had any experience of using ROOT in finance? ROOT is the data analysis framework used at the large hadron collider. <URL url="http://root.cern.ch/drupal/">http://root.cern.ch/drupal/</URL> I've got a job where I'm back-testing market-making algo strategies. What I'd like to do...
<t>I'm trying to set price triggers for an automated trading program for equity index options. I've already got my fair value calculations sorted out but now I want to maximise my profits and minimise my risk (i.e. tight triggers means lots of trading and therefore profit but, an increased risk of l...
I'm trying to get into Market Making. Can anyone recomend some good Market Making companies to apply to. I was thinking Tibra, optiver and flow traders for a start, but I'd like to find more.Thanks,
<t>I have recently finished a PhD in particle physics and would like to move into trading. It seems that most PhD graduates in this situation go through quant developer/quant analyst roles to become quant traders (or quant researchers if they don't want to go into trading). I do want to go into trad...