Recent content by mattown

UPDATE Hey guys!!!! Well looks like the algorithm will work, I found a way to get SEC filings info for free. 2 words Google -- python I created a python script that strips finance.google.com in real time of all of its fundamental data. Basically the script takes in ticker symbols and...

thanks Thanks Andy, I'll try and contact her, I know I can find the information, it's just a pain getting it setup and finding the best solution at the best cost.

I think Khashanah is over stretching himself here. History has always shown that excessive money lending leads to crashes, its just that simple. Timing wise I think you could argue it was a black swan, as its very difficult to predict exactly when a crash will precisely occur, but the...

Hey everyone, I frequent these forums often and my last post I described creating my own financial trading company based on an algorithm I created. It has a sharpe of 17 and I've back tested it for the last 11 years... I was going to create a blog about it but due to some crazy life...

Yeah I'm familiar with trade secrets, that's how Coca-cola is so awesome :) I'm going to just go forth with it, if it makes substantial money I'll hire attorneys. I figure I just need to take a 'one-step-at-a-time' approach to this. What good is a trade secret if it doesn't work is what I'm...

Yes it is with real world data. There are some suvivorship bias issues that exist but I did my best to clean up the data. The portfolio gets rebalanced based on what orders go through and how the market behaves through stop losses and limit orders that range between 0 to 5 days. I didn't run...

Oh I've definitely thought about the tax implications, for sure I'm going to form it under an entity, either an S corp or general llc. The gov can go to hell when it comes to me paying more for their mistakes as far as I'm concerned. I like S corp because you pay less depending where you form...

Well I've given up trying to patent this damn thing and I'm just going to start the strategy regardless if anyone has done it. I have a feeling my strategy in many ways isn't unique. It's actually a pretty simple strategy based on only a reuters fundamental data feed, a big 'ol custom matrix...

I haven't found anything resembling it yet...but it's only been a week, and there is a vast sea of legal crap and ideas out there as far as I'm concerned... I just want to weigh what my options are. I'm going to go through with the strategy anyways, but if there are ways I can protect myself...

I pretty much just wanted to patent the formula and methodology because I'm paranoid someone will steal it and if that were to happen I'd want to take legal recourse. I think it also may give me more bargaining chips in in the event I want to work for someone else and implement the strategy I...

Hey everywhere, I posted here a looong while back and it's been a crazy year. Still haven't decided whether to pursue a FE degree but I did manage to secure a job all the while with a financial data startup in San Fran... Anyways I have a really important question for everyone out there, is...

Heh. Well I don't have a rosy picture of it per se. I've never seen wall street, but I want to. Perhaps it came off that way so let me rephrase my main point. Basically I'm actually passionate about this stuff and I want to go into it knowing I might have a chance of being able to start...

Thanks for your the comments guys. To answer your question Andy, what I love about trading is the excitement, risk and the rewards, but most importantly, the reward one receives for being original and creative. I've always considered myself an entrepreneur because.. well.. I am. I've ran a...

I should probably add I've done some basic programming as well Pthyon, Java, C++, VB I'm rusty but I understand comp sci no problem, I can't imagine it would be too too difficult in trading anyways.

What does it take? (Warning Very Long) Before you make any assumptions I'd like to say that this post is not another one of those 'what are my chances? *sob*" posts, so please don't jump to conclusions until you have read everything. I'm posting because I want to know what it is going to take...