<r>Well...as they say: "It depends".If you have some background in physics, informatics and especially mathematics- it should be easier for you to get some advanced ideas.This may server as a guideline...I am marking very important topics with **, not so important but still very important with *, an...

<r>QuoteOriginally posted by: PhoebeBI am looking for some material providing an overview of variance gamma. Ideally I would like to see some information on the process and on its main applications. I am interested in documents on derivative pricing with variance gamma showing easy to implement pric...

<t>QuoteOriginally posted by: PlasticSaberI sense it is not a bad time to buy some options for personal account. The options that I am interested are something like gold/oil/Dollar Index/key stock market index. Where can I buy them in UK (assuming that I am going to put $5000 into it)? For those est...

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: rexlexQuoteOriginally posted by: Traden4AlphaAlthough you can call it "execution risk" it seems much more serious than that because it includes the hypothesis that the observed profit pattern is either inaccessible, is an artifact ...

<t>QuoteOriginally posted by: malerThere is a lot of wisdom in the replies that several members herehave made to your post. Unfortunately some things cannot be taught.You will have to experience them for yourself.The best thing for you would be to implement the strategy withyour own money first. The...

<t>QuoteOriginally posted by: Traden4AlphaAlthough you can call it "execution risk" it seems much more serious than that because it includes the hypothesis that the observed profit pattern is either inaccessible, is an artifact of the system generation process, or is a transient phenomenon. You ment...

<t>QuoteOriginally posted by: mayl2QuoteOriginally posted by: rexlexQuoteOriginally posted by: GamalI would never invest a penny in a hedge fund led by a student claiming to have a very profitable and risk free trading strategy.So what? I will never buy a Japanese newspaper since I don't know Japane...

<t>QuoteOriginally posted by: GamalI would never invest a penny in a hedge fund led by a student claiming to have a very profitable and risk free trading strategy.So what? I will never buy a Japanese newspaper since I don't know Japanese...I am saying this because what you just said is totally irrel...

<t>P.S.You get "C" for using the word "skewness".Now go learn the word "kurtosis" and come back later... I guess I was right now... - you have to be an idiot to succeed in these forums! HOPEFULLY I will be banned again, I have downloaded all the articles by Thorp and Ziemba...so I won't lose that mu...

<t>QuoteOriginally posted by: AlkmeneWith all due respect, are you a troll or can you show in some way that you are serious?This is such a clumsy attempt to actually get someone to back your strategy and take you seriously that I doubt this to be true.What speaks for you is that you have 35 posts ag...

<r>QuoteOriginally posted by: jfuquaQuoteOriginally posted by: rexlexQuoteOriginally posted by: jfuquaSee Piterbarg [Barclays] at:<URL url="http://www.wilmott.com/messageview.cfm?catid=19&threadid=17173&FTVAR_MSGDBTABLE=%22Not"><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... TAB...

<r>QuoteOriginally posted by: Traden4AlphaFirst, the two biggest risks in simulated or paper-trading are: 1) that the simulated trades would NOT have occurred at the times and prices one thinks they would have occurred; 2) that the observed profitable pattern won't persist in the market in the futur...

<r>QuoteOriginally posted by: jfuquaSee Piterbarg [Barclays] at:<URL url="http://www.wilmott.com/messageview.cfm?catid=19&threadid=17173&FTVAR_MSGDBTABLE=%22Not"><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... TABLE="Not">http://www.wilmott.com/messageview.cfm?catid=19&...

<t>QuoteOriginally posted by: lombardovitoNO RISK=ARBITRAGE DIFFERENT FROM STATISTICAL ARBITRAGEWelll...yeah...Actually I don't like the term "statistical arbitrage", I wonder who coined this term anyway...Thorp??? Of course I am a great fan of Thorp...after all - God might be wrong - but Thorp - ne...

<t>QuoteOriginally posted by: miltenpointIf you really have a zero risk, high return trading strategy, then you will have no problem raising such a small sum. The problem is that no-one believes you. Practitioners have been looking for such a market condition since markets began to little avail. The...