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by phvan
July 20th, 2011, 8:01 pm
Forum: Technical Forum
Topic: ROOT data analysis framework
Replies: 3
Views: 20829

ROOT data analysis framework

<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...
by phvan
July 20th, 2011, 7:44 pm
Forum: Technical Forum
Topic: ROOT data analysis framework
Replies: 3
Views: 20829

ROOT data analysis framework

by phvan
July 14th, 2011, 9:25 pm
Forum: Brainteaser Forum
Topic: Is this a bet you can't lose?
Replies: 5
Views: 28856

Is this a bet you can't lose?

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.
by phvan
July 14th, 2011, 6:43 pm
Forum: Technical Forum
Topic: ROOT data analysis framework
Replies: 3
Views: 20829

ROOT data analysis framework

<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...
by phvan
June 6th, 2011, 9:24 pm
Forum: Trading Forum
Topic: Setting Bid and Ask Prices
Replies: 1
Views: 19224

Setting Bid and Ask Prices

<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...
by phvan
January 27th, 2011, 10:22 pm
Forum: Careers Forum
Topic: Market Making
Replies: 5
Views: 23075

Market Making

I'm looking for work in London.
by phvan
January 26th, 2011, 10:56 am
Forum: Careers Forum
Topic: Market Making
Replies: 5
Views: 23075

Market Making

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,
by phvan
November 4th, 2008, 2:33 pm
Forum: Careers Forum
Topic: Which career path to follow?
Replies: 5
Views: 47935

Which career path to follow?

<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...
by phvan
November 28th, 2007, 5:12 pm
Forum: Brainteaser Forum
Topic: Card Game !
Replies: 12
Views: 76299

Card Game !

Prob that any particular card lands in a matching space * number of cards: 4/52 * 52 = 4