SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 360 matches

by tu160
June 15th, 2008, 5:13 pm
Forum: Careers Forum
Topic: Quantitative Trading
Replies: 6
Views: 54411

Quantitative Trading

by tu160
June 12th, 2008, 4:06 pm
Forum: Trading Forum
Topic: Lehman
Replies: 57
Views: 61294

Lehman

by tu160
June 10th, 2008, 10:22 pm
Forum: Trading Forum
Topic: US Stock Historical Earnings Announcement Dates
Replies: 9
Views: 62693

US Stock Historical Earnings Announcement Dates

<t>If your stock universe is small enough you can download EPS announcements from bloomberg terminal using bloomberg api.If you are out of data license volume, Bloomberg has a separate product "bloomberg financials" or smth like that (for somehow reason they position it as a back office product. The...
by tu160
April 27th, 2008, 12:25 am
Forum: Trading Forum
Topic: Trading Model Evaluation: Statistical Signficance or Profit Metric ?
Replies: 15
Views: 60589

Trading Model Evaluation: Statistical Signficance or Profit Metric ?

<t>sebrok advice is good. Be aware of hidden long component, it's the path to the dark side.The other common trap is in max/average winner(looser) ratios. A huge amount of "statistically significant" trades could be just noise, while all profit is generated in several outliers. Liquidity is also a h...
by tu160
April 11th, 2008, 3:43 pm
Forum: Careers Forum
Topic: technical IT trading
Replies: 2
Views: 55896

technical IT trading

<t>It depends on instruments you want to trade. For automated trading you need an API to send orders: TT, Pathsystems (futures), Lime (equities), etc. It is always good to have general understanding of FIX. Usually they have some kind of simulation environment to test your infrastructure before you ...
by tu160
April 1st, 2008, 5:17 pm
Forum: Careers Forum
Topic: The job market is dead, completely...
Replies: 22
Views: 62216

The job market is dead, completely...

<t>QuoteOriginally posted by: DCFCThey are not having a good time, but losing the top guy seems to have kicked the share price in the right direction.There ought to be a specific technical term for this effect.what kind of database do I need to test this strategy (CEO resign => share price up) survi...
by tu160
March 27th, 2008, 5:09 pm
Forum: Trading Forum
Topic: Multi Fractal Stochastic Processes
Replies: 8
Views: 59819

Multi Fractal Stochastic Processes

<t>QuoteOriginally posted by: PaulYou do see banks publishing papers on this topic as well, but one has to wonder whether those banks are actually using these ideas at all! I suspect not as much as their publications would suggest!PI believe the same is very true for major hedge funds. They publish ...
by tu160
February 21st, 2008, 3:55 pm
Forum: Trading Forum
Topic: Slippage estimation using LOB
Replies: 0
Views: 58787

Slippage estimation using LOB

Could anybody recommend papers/links discussing how to estimate slippage of execution using limit order book historical information.thanks
by tu160
February 20th, 2008, 2:54 pm
Forum: Trading Forum
Topic: AI & finance companies
Replies: 5
Views: 59842

AI & finance companies

by tu160
February 20th, 2008, 2:46 pm
Forum: General Forum
Topic: Stanford vs. NYU
Replies: 5
Views: 59507

Stanford vs. NYU

QuoteOriginally posted by: robsan7Columbia vs. NYU ?????????Columbia is slightly more respectful, NYU programs usually much more interesting
by tu160
January 30th, 2008, 4:07 pm
Forum: Careers Forum
Topic: HH with link to Lehman / JPM
Replies: 7
Views: 61192

HH with link to Lehman / JPM

by tu160
January 27th, 2008, 2:48 am
Forum: Trading Forum
Topic: HighFrequency Data
Replies: 8
Views: 63569

HighFrequency Data

by tu160
January 25th, 2008, 11:23 pm
Forum: Careers Forum
Topic: HH with link to Lehman / JPM
Replies: 7
Views: 61192

HH with link to Lehman / JPM

by tu160
January 25th, 2008, 11:13 pm
Forum: Careers Forum
Topic: HH with link to Lehman / JPM
Replies: 7
Views: 61192

HH with link to Lehman / JPM

by tu160
January 25th, 2008, 11:10 pm
Forum: Careers Forum
Topic: HH with link to Lehman / JPM
Replies: 7
Views: 61192

HH with link to Lehman / JPM

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