Search results

  1. M

    Does anybody know where to get free minute bar FX data?

    You can get it from Dukascopy, TrueFX, Oanda.
  2. M

    Top Quant Schools 2012 (Advanced Trading)

    http://www.advancedtrading.com/top-quant-schools-2012/ Note that two nominated schools (Harvard, Wharton) don't even have a quant/FE program - they kicked them to Honorable Mentions (among with Baruch FYI). Prestige is the main game in finance.
  3. M

    Algorithmic and High frequency trading

    Institutional investors have packed their bags and left for dark pools long time ago. Unless one runs a DP or can have a peek in it, it is very unlikely you can "front-run"(-very loose description) institutional trades. Internalizing retail orders was quite an profitable business while ago (and...
  4. M

    ARIMA model to forecast a stock price

    Are you a finance PhD student? Is Eugene Fama your supervisor?
  5. M

    Demand Slows For H1B Visas

    UK ditched Tier 1 visas (Highly Skilled Migrant visa), and Tier 2 is massively reduced! Keep that in mind if you plan to go to school there.
  6. M

    Speculation trading book

    The OP is probably referring to Crabels' book; Day Trading With Short Term Price Patterns and Opening Range Breakout .
  7. M

    Terminal Vs. Immediate Payoff for a Barrier

    The second one will be twice as valuable.
  8. M

    Madison Ave is next hiring ground for aspiring quants

    Seriously Andy, you are too "business"* lately...TraderJoe was referring to hot females! *In fact, I suggest you change your occupation from Business Dev to just Business :D.
  9. M

    Clamping Down on Rapid Trades in Stock Market

    Bob, this kind of abusive behavior should be taken care of by SEC/Finra with one phone call. They have the data, and they can easily find out who was the idiot-quant trader that thinks this is a way to "provide liquidity" . If regulators are not competent enough to stop it, they should subscribe...
  10. M

    Any good book on Machine Learning?

    Your mentor suggested a really good book; if you think you're going to stick with the subject/company for longer than, say, 6 months, you should definitely dig deeper into the book. And, there's actually no "heavy-handed math" in it.
  11. M

    Rogue Trader Lost $2B at UBS

    Maybe they had the same risk management guy/gal as Lehman;). Ouch, yes they did; UBS rouge trade deals blow to new risk boss
  12. M

    High Frequency Trading/Research Platform

    Is available at: OlsenRoutes. Yes, it's free. Enjoy.
  13. M

    S&P Downgrade Effects

    I hope someone can help me with the following; as far as I understand there are conditions on what kind of paper mutual/money market funds are allowed to have and what is acceptable as collateral in repos, reverses etc., implying that there should be a sell-off on Monday. Yet this came out from...
  14. M

    British Universities, facing HUGE cuts, plan tuition increase

    The thing is CDT program funds only UK/EU PhD students, meaning that the guys from China, India and Eastern Europe, the ones that actually go for these PhDs, don't get a penny.
  15. M

    Dimensionality: Please Explain :)

    Dimensionality refers to the number of underlyings + 1 (for time).
  16. M

    How do you keep in touch with people you meet through networking?

    Hooker doesn't have anything to offer beside her... (And I am not saying its wrong)
  17. M

    Unpaid internships

    Human nature is such that a potential free lunch is easier to sell than a real option. (NNT) We have the optionality, potential of getting a job at the company, connections, (ir)relevant experience; obviously, doing free work for several months is the premium you pay for this apparent "free...
  18. M

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    Call me old fashioned, but I like my pen and paper.:cool:
  19. M

    MFE vs. MS Computer Science?

    CFTC moves to delay some swaps rules past July 16 (I think HFT algo's shed a few tears when they parsed the news)
Top