Recent content by mylife

I got PhD from a medium-ranked CS program (20-40), and pursuing a part-time mfe which is usually regarded as one of the top 3 mfe programs. I guess I can find a good job with the mfe degree, also the brand of the new firm will be useful. But it is hard to get both (the new job will make me less...

it is pretty good so far, in terms of sharp ratio, win rate, and it is market neutral. but the problem is backtesting period is relative short (3 years), and we dont have enough track record.

yes you are right. The job here is more interesting than the new position. However, I feel I am much underpaid, and hard to negotiate with my boss with a better offer. And feel pressure for MFE tuition. I am wondering, if I go to the more famous hedge fund, can I learn something even as a data guy?

I just gradate with a CS PhD degree. Currently I have worked in a startup firm for 1 year, and actually my phd advisor is the CTO of this startup firm. I am designing some equity trading model and the backtesting result looks good. I am the only person to do designing/implementing/testing of...

Actually I prefer a free system. Thank you for your information. I will try out TradeStation, OpenQuant and Amibroker, and see what's going on. Another basic question is, I also want to design a signal-based trading system. But I have some concern about this: how the entry/exit time points...

Now I am working on a trading simulation project. I have historical stock price data, and I want to identify a profitable trading strategy. Specifically, what I want to do are: 1) define a kind of "language" of trading rules, which can represent different trading strategies 2) I need to...