SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 26 matches

  • 1
  • 2
by lloydsatchwell
June 19th, 2019, 10:41 am
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 784
Views: 64686

Re: End of bitcoin?

Keen to hear Wilmott forum thoughts on how this story might play out
by lloydsatchwell
May 15th, 2019, 11:49 am
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 784
Views: 64686

Re: End of bitcoin?

In modern days, "a Marxist" is just a code word for "a politician who could raise my taxes". I hope my code is literal (it usually needs to be understood by a computer) so was respecting McDonnell's own self identifcation when he said "I am a Marxist". Perhaps in future I can prove his identity wit...
by lloydsatchwell
May 8th, 2019, 8:30 am
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 784
Views: 64686

Re: End of bitcoin?

The crypto-libertarian world view probably makes him nauseous given his positions on market inefficiences and cold words about Adam Smith's invisible hand. To be fair, at a fledgling stage there are quite a few inefficiences in that market structure.. His information asymmetry & adverse selection wo...
by lloydsatchwell
March 20th, 2019, 11:26 am
Forum: Trading Forum
Topic: Detecting front running using machine learning algorithms
Replies: 9
Views: 617

Re: Detecting front running using machine learning algorithms

Came across a nice summary of how that last bit tends to work:
When fundraising: AI
When recruiting: ML 
When building: Linear Regression  
by lloydsatchwell
February 11th, 2019, 4:01 pm
Forum: Trading Forum
Topic: Detecting front running using machine learning algorithms
Replies: 9
Views: 617

Re: Detecting front running using machine learning algorithms

As mentioned above, defining front running may be a good place to start if there is something specific you are looking for. However, what some commentators have described as "front running" is really just quote fade & adjustment by liquidity providers. If you do not have a clear definition, analysin...
by lloydsatchwell
February 7th, 2019, 11:08 am
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 784
Views: 64686

Re: End of bitcoin?

CBC coverage even includes courtroom photos of Quadriga's bookkeeping on top of a stove, with a lit candle...
by lloydsatchwell
January 4th, 2019, 11:48 am
Forum: Book And Research Paper Forum
Topic: The FLAW & HOW TO FIX CAPITALISM
Replies: 15
Views: 887

Re: The FLAW & HOW TO FIX CAPITALISM

I certainly welcome recommended reading on free banking and capitalism fixing "captialism".There seems to be a renewed interest in free banking & private currencies. Perhaps new possibilities with the advent of new technology. Free banking & private currencies was the topic that otherwise likeminded...
by lloydsatchwell
December 4th, 2018, 8:29 am
Forum: Politics Forum
Topic: UK and the EU: In or out?
Replies: 1814
Views: 60779

Re: UK and the EU: In or out?

Can someone use this and explain to me why Brexit is a good idea? Because GDP = Consumption + Investment + Gov Spendng + (Exports - Imports) So if we stop trading with the EU entirely, with a deficit of ~ £60bn, folks in the UK will be about a grand richer each! Terrible, ceteris paribus anaylsis, ...
by lloydsatchwell
November 14th, 2018, 9:27 pm
Forum: Politics Forum
Topic: UK and the EU: In or out?
Replies: 1814
Views: 60779

Re: UK and the EU: In or out?

Would be good to see another disturbingly accurate Wilmott forecast on this topic.

Using (Gordon) Brownian motion maybe, since "continuous" and "random behaviour over time" seem to be appropriate model descriptions!
by lloydsatchwell
October 2nd, 2018, 10:57 am
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 784
Views: 64686

Re: End of bitcoin?

There's one desperate government which thinks differently: https://uk.reuters.com/article/uk-britain-eu-hammond-border/blockchain-may-resolve-irish-border-brexit-problem-hammond-idUKKCN1MB3FE A lot of seemingly desperate individuals throw around the term "blockchain" instead of just "database" or e...
by lloydsatchwell
March 1st, 2018, 10:05 am
Forum: Trading Forum
Topic: buy side OMS comparisons
Replies: 4
Views: 736

Re: buy side OMS comparisons

Flextrade and Inforeach are two well established OMS providers with experience connecting to most brokers globally. Depending on the breadth of your requirements, their offerings can sometimes be costly. If you're dealing directly with the broker's electronic desks there is no reason you couldn't ha...
by lloydsatchwell
February 2nd, 2018, 9:40 am
Forum: Programming and Software Forum
Topic: Does Open Source Software have a future (of kinds)?
Replies: 41
Views: 1906

Re: Does Open Source Software have a future (of kinds)?

Of kinds. I believe this could be where ICOs/tokenisation might help. (Note: I am not a crypto evangelist and these are musings rather than conclusions...) I'll assume we are talking about Free and Open Source vs Market-driven and Closed Source - but appreciate the real world isn't always so binary....
by lloydsatchwell
October 11th, 2016, 9:21 am
Forum: Trading Forum
Topic: How has Brexit helped the Algo Traders?
Replies: 12
Views: 1796

Re: How has Brexit helped the Algo Traders?

I've also seen barrier options thrown into a few articles as a potential cause with little explanation. I'd have thought successively destroying deep price points on electronic FX venues is more likely because of a poorly constructed algo? Nonetheless, it ignites the same conversations about "algo t...
by lloydsatchwell
July 21st, 2016, 7:06 am
Forum: Trading Forum
Topic: How has Brexit helped the Algo Traders?
Replies: 12
Views: 1796

Re: How has Brexit helped the Algo Traders?

"Computer-driven" may refer to short term trend following CTAs in those media reports - successful in spotting the down trend!  But as Paul indicates this "meltdown" was pretty short lived. Not the apocalypse forecast by some, especially given where markets are now. Also volumes were huge, so lots o...
  • 1
  • 2
GZIP: On