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I am currently running an optimisation of an investment strategy, that relies on analyst forecasts for equities. For example, using an etrade account, take fundamental data for a previous year regarding earnings, book value etc etc, and use that to predict future earnings / returns on equity...

Hi all Just wondering if anyone here has purchased put options to bet on a declining stock price for their own investing activities? If so: - on what stock exchange - was the outcome positive or negative - what maturities did you use / were you able to choose from? - anything else you wish...

From an investment forum, an (I think) interesting video on how HFT bounded the Facebook IPO price levels. http://blog.rogermontgomery.com/what-is-hft-and-algo-trading/ Check the youtube video, for an example of HTF stepping in at the IPO $38 level... enjoy. ;)

Mate of mine at work just pointed me to this website, and I haven't seen it discussed here before. http://www.kaggle.com/ datamining, trading algo design, all sorts of problems posted and crowd-sourced (for want of a less wanky term) for solutions, and if you win, you can earn some decent...

This guy is a champion http://www.zerohedge.com/news/bbc-speechless-trader-tells-truth-collapse-comingand-goldman-rules-world

Finished reading Thorp's "Beat the Market" recently, largely dealing in holding hedged portfolios on shorted warrants etc. For various reasons, I can't mimic this investment strategy in my local markets, but I'm wondering out of interest, has anyone on this forum a) read this book and b)...

Friend sent me this, it kinda kicks the EMH in the teeth ;) FT Alphaville The largest arbitrage ever documented Haven't finished reading this in detail, but it looks interesting.

"NORTH Korea executed two senior economic officials last month - not one as previously reported - over a botched currency revamp that forced markets to close temporarily and fuelled social tensions. "...

Hi everyone, I'm really interested in buying one of these new electronic ink readers that are available now. My friend has the Sony 6" reader, which is quite cool, except it doesn't handle the display of PDF's formatted for A4 pages very well. I've since seen the iRex stuff...

Just wondering, for those of you who've had some inside experience of the use of C++ within a quantitative (and especially, finance) environment, how common is the Microsoft Managed Extensions framework? (I.e. that provided by the .Net framework?) Any bad/good experiences using managed vs...

http://www.bloomberg.com/apps/news?pid=20601039&sid=agDGAkZjbbLw&refer=home Talking about how the finance industry for the last couple years, has been paying about 40% over its long-term historical average, and how similar things occurred before the 30s crash. Might be time to dust off those...

Hi all Just finished my masters, and have a bit of code sitting around which I used in my thesis in case anyone wants it. Everything is in Matlab. I was working on a project trying various structural bond pricing models to price corporate bonds, and implemented the Merton 1974, Longstaff and...

Hi all Does anyone here use DataStream, in particular matching bond issue data with the financial data of the parent company? I have actually seen several people about this, and even called the Thomson DataStream help centre, and have now had their help-desk tell me that there is NO WAY to...