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by RedEye
January 11th, 2016, 6:36 pm
Forum: Trading Forum
Topic: Calculating the Value of a custom hedging method
Replies: 0
Views: 3052

Calculating the Value of a custom hedging method

<t>Our firm is has developed a seemingly useful momentum model which we've been using as part of a long tails strategy across exchange traded vehicles - options, futures, etc. All said, we get long/short delta with buy or sell signals. We've been using verticle option spreads, and are having some ph...
by RedEye
April 16th, 2014, 8:32 pm
Forum: Careers Forum
Topic: Financial Newsletter Distribution Firms/Contacts
Replies: 9
Views: 6273

Financial Newsletter Distribution Firms/Contacts

Thanks Alan, no harm, just didn't want anyone to take my interest less than seriously. Best.
by RedEye
April 15th, 2014, 11:30 pm
Forum: Careers Forum
Topic: Financial Newsletter Distribution Firms/Contacts
Replies: 9
Views: 6273

Financial Newsletter Distribution Firms/Contacts

<t>Yes, I don't either. I'm not sure how to delete those two interjecting posts, but if admin would like to that would be fine. I have no affiliation to any other ends, Redeye my name is simply an old Airforce pilot tag given to me (against my will of course. My original thread is my actual concern,...
by RedEye
April 15th, 2014, 8:57 pm
Forum: Careers Forum
Topic: Financial Newsletter Distribution Firms/Contacts
Replies: 9
Views: 6273

Financial Newsletter Distribution Firms/Contacts

Thank you all for the input. Not sure about Redeye.com, not going to try it either
by RedEye
April 11th, 2014, 2:40 pm
Forum: Careers Forum
Topic: Financial Newsletter Distribution Firms/Contacts
Replies: 9
Views: 6273

Financial Newsletter Distribution Firms/Contacts

<t>Hi all,I've been writing a weekly research report and financial newsletter for colleagues over the past few months and I'm thinking about offering it through a subscription basis. The primary audience is derivative traders, option traders, and volatility markets. I'm not interested in trying to s...
by RedEye
January 13th, 2012, 5:29 am
Forum: Trading Forum
Topic: DIrectional Long/SHort straegy
Replies: 8
Views: 17338

DIrectional Long/SHort straegy

I agree one min is pretty fast. I execute directly from MatLab and I normally see about a 8 second round trip for data from the exchange - through process - order sent - confirmation of order receipt. And that's a significant improvement with new hardware, and code improvements.
by RedEye
January 13th, 2012, 5:24 am
Forum: Trading Forum
Topic: What are the good ways to make a momentum strategy dynamic?
Replies: 1
Views: 15787

What are the good ways to make a momentum strategy dynamic?

Include factors which are measurements of some dynamic environment or effect.
by RedEye
November 15th, 2011, 4:30 pm
Forum: Programming and Software Forum
Topic: IB to MatLab - Feedback
Replies: 0
Views: 17418

IB to MatLab - Feedback

<t>Greetings All,I'm wondering if anyone is using the IB to MatLab software from Undocumented Matlab (.com). I'm thinking about using this to interface my MatLab logic with Interactive Brokers, and hopefully avoid the need to rewrite the functions I'm using in MatLab into some other code format. Any...
by RedEye
June 21st, 2011, 3:37 pm
Forum: Trading Forum
Topic: Matlab: estimating Markov Regime Switching models for correlations?
Replies: 3
Views: 22337

Matlab: estimating Markov Regime Switching models for correlations?

Bump, if anyone knows of a related MatLab archive of code examples, this might be helpful as well. Thanks
by RedEye
June 21st, 2011, 3:35 pm
Forum: Trading Forum
Topic: Funding a Quant Trading Strategy
Replies: 22
Views: 31446

Funding a Quant Trading Strategy

Any discussion on the treatment of intellectual property?
by RedEye
April 6th, 2011, 4:34 pm
Forum: Student Forum
Topic: MatLab Code Bank - Algo/Finance Code Resources
Replies: 5
Views: 21112

MatLab Code Bank - Algo/Finance Code Resources

Polter,Thank you. Those are helpful, especially the UCLA .pfd link.
by RedEye
April 6th, 2011, 1:22 pm
Forum: Student Forum
Topic: MatLab Code Bank - Algo/Finance Code Resources
Replies: 5
Views: 21112

MatLab Code Bank - Algo/Finance Code Resources

<t>Hi Everyone,I'm looking for a public license code bank for basic Matlab financial calculations as well as some algorithm based trading code to use as examples for learning. I've been programming in C# for a while, but I feel the intuition is a bit different when using Matlab and would be greatly ...
by RedEye
February 16th, 2011, 4:16 am
Forum: Programming and Software Forum
Topic: Bayesian VAR
Replies: 1
Views: 23816

Bayesian VAR

bump
by RedEye
February 16th, 2011, 4:14 am
Forum: Programming and Software Forum
Topic: Best IDE for C# Financial Programming
Replies: 12
Views: 30363

Best IDE for C# Financial Programming

I'm in the process of learning MatLab code. Anyone simply program in MatLab and then have it receive a data feed for real time execution?