SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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AlexEro
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Scientific Hedge Fund

November 17th, 2015, 6:47 am

It is a very natural idea to form a kind of "Scientific Hedge Fund", using trading strategies based on un-published, unknown, exotic math methods or on non-obvious smart combination of them.Strategy:= early stage: directional, trend-following, using ready-to-go software;= next stage: short-term using DSP algos like RenTec.Instruments:= futures, forex: directional;= forex, futures: pairs-trading;= bonds, equities: low-risk portfolio trading.My contribution:= unique math algo and ready-to-go trading software for trend detection and prediction;= unpublished algos and software similar to RenTec spectral methods;= several very exotic math methods, published long ago in russian only, and therefore totally unknown to western world;My role: = trading;= software development, including extensive CUDA GPU algos;= everyday activity.Your contribution and/or role:= venture capital (your own or your friend's/client's);= development of new and/or non obvious combination of new and old numeric methods;= math, math, math methods;= strategy planning/management;= legal support/management of trading activity;= investor's relationship.
Last edited by AlexEro on November 16th, 2015, 11:00 pm, edited 1 time in total.
 
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katastrofa
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Scientific Hedge Fund

November 17th, 2015, 7:20 am

Quoteseveral very exotic math methods, published long ago in russian only, and therefore totally unknown to western world;Why are you assuming that there are no cowgirls or cowboys who speak Russian?
 
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AlexEro
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November 17th, 2015, 9:07 am

QuoteOriginally posted by: katastrofaQuoteseveral very exotic math methods, published long ago in russian only, and therefore totally unknown to western world;Why are you assuming that there are no cowgirls or cowboys who speak Russian?This is not about *speak* russian. This is about to properly *read* old articles and books in russian and other languages.
 
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AlexEro
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November 17th, 2015, 9:53 am

QuoteOriginally posted by: outrunQuoteOriginally posted by: AlexEroQuoteOriginally posted by: katastrofaQuoteseveral very exotic math methods, published long ago in russian only, and therefore totally unknown to western world;Why are you assuming that there are no cowgirls or cowboys who speak Russian?This is not about *speak* russian. This is about to properly *read* old articles and books in russian and other languages.So here is a challenge: If you reveal one of those "very exotic math methods only found in secret sources", then I'll promise I'll post 3 Google or Amazon links to something much much better!Why should I to reveal something secret here ? Is it an accepted business practice in the finance industry - to reveal your math secrets on a public forum and then to form a Hedge Fund to make profits from that? Where is the logic in your "challenge"? Am I look stupid?Everyone can download my software (a limited version) for free and make sure that it works fine even on un-predictable forex spot market.Besides, what is "better"? Sony and Toshiba say that Fourier-based digital music "is better" than vinyl. Some people even say that MP3 "is better" than CD. One to five percent of people clearly hear that old vinyl is better than "math-based" CD. "Better" is often subjective. Only real test can reveal what is better.
 
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mbunea
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Joined: March 26th, 2015, 11:39 am

Scientific Hedge Fund

November 17th, 2015, 9:58 am

Have you applied these exotic methods using your own money? Interactive Brokers only require $10,000 starting capital. Try it for a year and see if you at least manage to not lose them.
 
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daveangel
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Joined: October 20th, 2003, 4:05 pm

Scientific Hedge Fund

November 17th, 2015, 10:07 am

QuoteOriginally posted by: AlexEroQuoteOriginally posted by: outrunQuoteOriginally posted by: AlexEroQuoteOriginally posted by: katastrofaQuoteseveral very exotic math methods, published long ago in russian only, and therefore totally unknown to western world;Why are you assuming that there are no cowgirls or cowboys who speak Russian?This is not about *speak* russian. This is about to properly *read* old articles and books in russian and other languages.So here is a challenge: If you reveal one of those "very exotic math methods only found in secret sources", then I'll promise I'll post 3 Google or Amazon links to something much much better!Why should I to reveal something secret here ? Is it an accepted business practice in the finance industry - to reveal your math secrets on a public forum and then to form a Hedge Fund to make profits from that? Where is the logic in your "challenge"? Am I look stupid?Everyone can download my software (a limited version) for free and make sure that it works fine even on un-predictable forex spot market.Besides, what is "better"? Sony and Toshiba say that Fourier-based digital music "is better" than vinyl. Some people even say that MP3 "is better" than CD. One to five percent of people clearly hear that old vinyl is better than "math-based" CD. "Better" is often subjective. Only real test can reveal what is better.the beauty of financial markets is that "better" means beating the market. as someone suggested start trading your capital, get a set of audit returns and then go tout your math.
knowledge comes, wisdom lingers
 
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AlexEro
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November 17th, 2015, 10:30 am

Mbunea and Daveangel, thak you for your suggestions. But this is a *typical* model of entering finance industry for novice trader with one simple idea.This is not my case. I have a better, faster model: "Here the software. This software works even on FX spot market where nobody (except MM-ers) earn money. You can also try it on FX, Commodity, Metals, etc. I have a lot of other numeric methods to apply to trading. If there is anyone who can invest venture capital into absolutely new approach to trading, you are welcomed." That is the way the most money-successful modern venture projects was built.
 
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AlexEro
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November 17th, 2015, 10:40 am

QuoteOriginally posted by: outrunHe's here to sell his software, not to trade with his own money. You can lease his software for $30/month, and he still needs to spam on forums to find buyers,.. go figure how he values his ideas...This is simply not true. Are you kidding me?You can test the software in tester of MT4 terminal FOR FREE- for any period. You can simply get it (MQL4 slow version) from MQL5.com web-site.Metatrader-4 (MT4) trading terminal is also FREE, with FREE historical quotes of 40+ FX pairs, metals etc.You can get full fast GPU-CUDA accelerated version of software (limited for 30...60.... put here any number... days) FOR FREE by writing a message on my site or here by private message on this Wilmott forum.Anyone can check it FOR FREE.
 
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AlexEro
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Scientific Hedge Fund

November 17th, 2015, 11:42 am

QuoteOriginally posted by: outrunQuoteOriginally posted by: AlexEroQuoteOriginally posted by: outrunHe's here to sell his software, not to trade with his own money. You can lease his software for $30/month, and he still needs to spam on forums to find buyers,.. go figure how he values his ideas...This is simply not true. Are you kidding me?You can test the software in tester of MT4 terminal FOR FREE- for any period. You can simply get it (MQL4 slow version) from MQL5.com web-site.Metatrader-4 (MT4) trading terminal is also FREE, with FREE historical quotes of 40+ FX pairs, metals etc.You can get full fast GPU-CUDA accelerated version of software (limited for 30...60.... put here any number... days) FOR FREE by writing a message on my site or here by private message on this Wilmott forum.Anyone can check it FOR FREE.you're trigging adblockers now!I am responding to a childish accusations of a senior member of this forum.
 
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AlexEro
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Scientific Hedge Fund

November 17th, 2015, 11:56 am

QuoteOriginally posted by: outrunQuoteOriginally posted by: AlexEroQuoteOriginally posted by: outrunQuoteOriginally posted by: AlexEroQuoteOriginally posted by: outrunHe's here to sell his software, not to trade with his own money. You can lease his software for $30/month, and he still needs to spam on forums to find buyers,.. go figure how he values his ideas...This is simply not true. Are you kidding me?You can test the software in tester of MT4 terminal FOR FREE- for any period. You can simply get it (MQL4 slow version) from MQL5.com web-site.Metatrader-4 (MT4) trading terminal is also FREE, with FREE historical quotes of 40+ FX pairs, metals etc.You can get full fast GPU-CUDA accelerated version of software (limited for 30...60.... put here any number... days) FOR FREE by writing a message on my site or here by private message on this Wilmott forum.Anyone can check it FOR FREE.you're trigging adblockers now!I am responding to a childish accusations of a senior member of this forum.I hate it when people call me senior, especially beautiful woman. I even bought a longboardI had to say that, due to your childish accusations, just to ground the conversation into serious rails.We are talking here about MONEY. This is about other's people money. And beeing involved into finance industry for more than 25+ years, I am not intended to joke with other's people money. You have to have some respect to investor and not to joke with her/his interests.
 
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mbunea
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Scientific Hedge Fund

November 20th, 2015, 4:18 am

Come on, people, the guy is 25 years old and you call him a child!
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