Traders' Roundtable

Just stumbled upon this: http://marketsci.wordpress.com/2009/02/ ... i-the-why/

Chris67, while I do agree that human behavioral biases haven't really changed, I must admit that I'm under the notion that markets may have altered from their steady state of persistence, possibly due to increasing intervention but I may be irrationally pointing fingers here. As a result, I hope to ...

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Best,
Macro

Jason wrote:Sign at the local drycleaner:

Cheap, Fast or Good - pick any two.


Trend trader's version:

Return, Robustness, Low Risk - pick any two.

By far one of the most thought provoking posts I've read.

Thanks for the help, moto moto. The IB VBA API seems awesome and I will certainly look into it.

adamant wrote:Good article. I'll copy it to the "article" thread as well.

There's an article thread?

For anyone who is interested in reading the aforementioned FT article (great read, btw), simply Google "A fierce battle for brain power" and click on the first result.

Seems interesting, however, why would they give away such a 'measure' for free?

"If you remember nothing else about models, remember this: their weakness is they are built on a host of assumptions, and therefore are only as good as the assumptions on which they are built. Some assumptions are obviously unrealistic and couldn't possibly hold; some happen to be overtaken by ...

Octave seems interesting and I'll certainly look into it- I'm currently learning R with the goal of being able to construct a basic statarb strategy. Does Octave have libraries to run co-integration tests using the augmented dickey fuller method? Also, this may sound rather naive, but this question ...

I'm new to TB and this is by far the most interesting thread I've read till now- I must take my hat off to Sluggo.

Hat tip to blueberrycake and CyTrend for recommending Python. Aside from the 'Think Like a Computer Scientist' book recommended by CyTrader, 'Dive Into Python' (http://diveintopython3.ep.io/) is also a great way to get started along with Google's Python class ("http://code.google.com/edu/langua...

Tim, Tim, Tim. I keep trying to gently suggest that you include non-US futures in your testing portfolio, but it appears I still haven't succeeded. I find that when I run the 3MA system for CY2005 using the same number of markets ( 28 ) as you ran, but employing an international portfolio of future...