a multi-asset FOK-type execution rule?

QuoteOriginally posted by: royalflushI mean if it is possible to make wine (money) out of water (no customer trades).why not

<t>It would be unethical and unprofessional for a firm to do this(accepting money for work) - any operation that has existed for more than a week and has half a reputation wouldn't do this. HFT firms also tend to not want other people examining their proprietary methods. You could be working for the...

thread still open for more references

<r>Thanks Ev, that's the kind of models i was looking for.. found a paper on FEER (<URL url="http://www.ecomod.net/conferences/ecomod2003/ecomod2003_papers/piscitelli.pdf"><LINK_TEXT text="http://www.ecomod.net/conferences/ecomo ... itelli.pdf">http://www.ecomod.net/conferences/ecomod2003/ecomod2003...

<t> im just curious on what is out there in terms quantitative trading algorithms for long term strategies (i.e not execution-speed-dependent & non-arbitrage strategies) What accepted methods using *quantitative* methods (not that technical analysis / moving average / out-of the box indicators b...

Does any one know a specific research paper or article that deals with simulating future results of a trading system based a model that uses stochastic processes?

whats the limitations of the Student Version? How cheap?

thanks

<t>also i am based in Sydney not the US and the job market still appears to be robust here thanks to a very strong economy (and Asia Pacific in general) despite the fact we are in a global crisis. The one obvious exception is SocGen which is firing a large amount of staff at its ~300 people Sydney o...

<t>statTrader, i have used the systems with personal money but scalability is a problem, in this case combining a high volume strategy with under-capitalization results in a nice equity curve but low in absolute CG... this is not surprising.. and re-coding the MM isn't an option - I have tried this....

<t>I already acknowledged the far from ideal hiring conditions.. thats why i indicated i will be looking for work when conditons return to normal and not now... BESIDES: I will be taking time off study regardless (for personal and financial reasons)..QuoteOriginally posted by: meteorstupidest idea i...

<t>Please post a recommendation if you are an experienced professional or head hunter only… I am currently a student double majoring in finance and statistics at a respected university and soon to enter my third year. To summarize my position:- 1 year remaining until eligible for award. - Written se...

<t>I know this has come up a few times here but i am still unsure... I will be using Matlab extensively at university this year and need an alternative installed on my private machine.. which offers greatest portability to Matlab? My professor will only run the code in Matlab so I need to choose the...