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by LucasMike
August 5th, 2010, 5:34 pm
Forum: Careers Forum
Topic: interview for independent price verification
Replies: 29
Views: 39782

interview for independent price verification

<t>look - it's very simple - it's a boring job, you don't add much value to the business, you have chances close to zero (although they will tell you something different at the interview) to move to FO (sure - there were some cases of ppl moving from IPV to FO - but believe me - it's veeeery rare)!s...
by LucasMike
August 4th, 2010, 4:35 pm
Forum: Careers Forum
Topic: interview for independent price verification
Replies: 29
Views: 39782

interview for independent price verification

<t>bad news - IPV is always back office...to give you some background: as the name suggests - it is Independent from FO - as a function IPV runs daily, monthly and quarterly pricing of the financial instruments to verify that the prices (or models and inputs for exotics) supplied by FO are correct.i...
by LucasMike
July 18th, 2010, 8:00 pm
Forum: Programming and Software Forum
Topic: MATLAB utilities for tick data processing
Replies: 0
Views: 28722

MATLAB utilities for tick data processing

<t>I am testing MATLAB as a tool for backtesting trading strategies (directional FX / medium freq) The speed is amazing compared to what some brokers offer in their 'backtesting platforms'. However I haven't quite figured the most efficient way of working with multiple time frames based on the same ...
by LucasMike
July 17th, 2010, 7:56 pm
Forum: Programming and Software Forum
Topic: Best solution for backtesting / optimisation
Replies: 1
Views: 28649

Best solution for backtesting / optimisation

<t>I have read several posts on this and other forums and still being confused...I am looking for the best solution to speed up backtesting and optimisation for forex medium freq systems. (nb: just backtesting, real trading is executed on a different platform)The solution needs to handle tick data f...
by LucasMike
October 18th, 2009, 6:25 pm
Forum: Trading Forum
Topic: what is Gamma trading
Replies: 1
Views: 35935

what is Gamma trading

Could somebody please explain what gamma trading is? I have read it is basically delta hedging on options close to expiry - but not sure if that is correct. What directional bet are you making when trading gamma?
by LucasMike
October 18th, 2009, 6:19 pm
Forum: Trading Forum
Topic: What software is good for backtesting trading strategies?
Replies: 26
Views: 70110

What software is good for backtesting trading strategies?

<t>hi, I'm using MetaTrader4 - the language they have is very similar to C and it is very easy to start. They are also working on the next version which will support o-o so will be more powerful. there are brokers which give you demo platform with historic nd actual data for free with no expiration ...
by LucasMike
August 26th, 2009, 12:29 pm
Forum: Trading Forum
Topic: Forex data feed question
Replies: 7
Views: 38706

Forex data feed question

Have you ever tried MetaTrader and MetaQuotes for programming? There are brokers out there who give free access to demo / testing accounts and pricing history.The platform is broker independent so you can change brokers if not happy with their service.