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Search found 10 matches

by marcoaaguiar
February 20th, 2011, 6:20 pm
Forum: Technical Forum
Topic: Maximum Likelihood Log Likelihood
Replies: 4
Views: 22078

Maximum Likelihood Log Likelihood

If you dont have MATLAB you should take a look in the NumPy extesion for Python, people says that it can replace the matlab...
by marcoaaguiar
February 20th, 2011, 6:17 pm
Forum: Trading Forum
Topic: Any pointers to smart order splitting algo?
Replies: 4
Views: 22694

Any pointers to smart order splitting algo?

I'm reading the book "Algorithmic Trading and DMA", im in first pages but im pretty sure that it could answer some questions. Take look!
by marcoaaguiar
February 13th, 2011, 7:26 pm
Forum: Trading Forum
Topic: Want to be part of a BBC doc about trading ?
Replies: 7
Views: 22477

Want to be part of a BBC doc about trading ?

Well i didnt say that i belive. I just said that this one of faces in trading business. And there are big guys investing a lot of money using this kind of methods.Things like planet cross, constellation and moon and other astological foolish (in my point of view)
by marcoaaguiar
February 13th, 2011, 7:17 pm
Forum: Trading Forum
Topic: Brokers/services for personal algorithmic trading
Replies: 8
Views: 25394

Brokers/services for personal algorithmic trading

if u want day closes you could use yahoo data. there is a lot of lib to get their data
by marcoaaguiar
February 11th, 2011, 3:56 am
Forum: Trading Forum
Topic: Want to be part of a BBC doc about trading ?
Replies: 7
Views: 22477

Want to be part of a BBC doc about trading ?

would be interesting to talk about those guys who belive in astrologic prediction...
by marcoaaguiar
February 11th, 2011, 3:44 am
Forum: Trading Forum
Topic: Trading IV Arbitrage with 2 calls
Replies: 0
Views: 21428

Trading IV Arbitrage with 2 calls

<t>Hi,First of all let tell you my progress. I did a simple model to trade IV arbitrage using a ATM Calls and a Stock.The result was great, just need to check about the costs.So, later I was wondering if I couldnt do it using a ITM call in place of a Stock. So then i wouldn't need so much money to b...
by marcoaaguiar
February 10th, 2011, 4:26 pm
Forum: Careers Forum
Topic: which to pick for trading/quant role?
Replies: 5
Views: 22887

which to pick for trading/quant role?

where are you graduating?
by marcoaaguiar
February 8th, 2011, 11:47 pm
Forum: Numerical Methods Forum
Topic: Correlation in Pairs Trading
Replies: 2
Views: 26837

Correlation in Pairs Trading

In Carol Alexander's book, Markets Model, she said that the Engle-Granger Model is easy to implement in Excel, and its Ok for pair traiding. For basket trading the other choice would be Johansen model but it's hard to implement in excel.
by marcoaaguiar
February 7th, 2011, 1:14 am
Forum: Trading Forum
Topic: Trading the Chinese stock markets, 29 Sharpe ratio 107% annualised returns over 5 years
Replies: 23
Views: 26181

Trading the Chinese stock markets, 29 Sharpe ratio 107% annualised returns over 5 years

<t>well, it does sounds stupid to choose 'n' good stocks and keep it for 3 days. It will be generate a extra cost to be inside of stock of time but will reduce the risk a potencially increase the profit.i would consider a volume upward movement, tendency and inclination of the tendency as some of th...
by marcoaaguiar
February 4th, 2011, 11:43 pm
Forum: Trading Forum
Topic: What are some engineering topics that can help with quantitative trading?
Replies: 15
Views: 25808

What are some engineering topics that can help with quantitative trading?

<t>I'm a automation and control engineering, but I dint see anythink useful until this semester. I'm goin to the sixth semester, we are finishing the basic of classic control.Next semester we are goint to learn multi-variables systems and non-linear control. Could you u tell what area you think that...
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