Trader Professor

I wrote a weblog article final twelvemonth on why hedging isn't ever better. The to a greater extent than I endeav…

I convey written before that my ideal trading model is i that has no parameters, too what ways in that place are to ac…

Ronald Domingues, an economic science graduate student, has done an interesting written report of how good a grouping o…

In their novel majority " previous post : purchase insurance alongside the largest deductible available. The other…

Some years ago, I traded a unproblematic index modify strategy: buying stocks to hold out added to the SP500 index at t…

Recently I participated inwards a webinar on using an algorithmic trading arrangement called Alphacet Discovery. H5N1 l…

Now that nosotros are reasonably certain the fiscal globe is non coming to an destination yet, it is reasonable to inqu…

Numerous commentators bring pointed out the enormous yield spread betwixt agencies debt (Fannie Accrued Interest has p…

My mass on has been published as well as is at in i lawsuit available from Amazon.com . Many cheers to all of yous for…

Actor Josh Brolin ("Milk", "W", "No Country for Old Man") said on Charlie Rose that his t…

Some readers accept doubts near my assertion that mean-reversal models perish on to survive real profitable during thi…

Felix Salmon claimed inward parameterless trading models similar I advocated, 2008 is non that odd except for its high…

See this interesting article (registration required) on FT on the country of the hedge fund industry. Paul Tudor Jones…

Lately a release of novel (at to the lowest degree to me) technologies useful to the algorithmic trader came to my atte…

Some discussions on Kelly's formula amongst a reader Steven L: Q: "I am to a greater extent than than one-half…

This Quebec pension fund lost closed to $25 billion due to non-bank asset-backed commercial newspaper (ABCP). Their V…

Just equally 1 should non trust VaR completely, 1 should equally good beware of high Sharpe ratio strategies. As this …

I am pleased to innovate invitee blogger Paul Teetor for today's article. ---------- Finding Seasonal Spreads By Pa…

U.S. Congressman Peter DeFazio, introduced H.R. 1068: “Let Wall Street Pay for Wall Street's Bailout Act of 2009”, …

Here is a novel low-cost service called Alerts4All that offers technical trading signals for retail investors. You can…

As I mentioned inwards diverse previous weblog posts, (e.g. run into here ), I believe mean-reversion strategies accept…

Thoughtful comments from a reader John S. from the Great Britain on his sense alongside trading technology scientific d…

In a recent ship (hat tip: Russell M.), Tyler Durden at Zero Hedge quoted a quant trader maxim that "Anyone who i…

As an algorithmic trader, I am constantly inwards search of a improve physical infrastructure where I tin connect via t…

In my here in addition to here also.) And non solely inwards backtest: I paper-traded them inwards 2006, in addition …

I volition move asset a 2-day, hands-on, pairs trading workshop inwards London, Oct 14-15. It volition move held inward…

I only published an article " MATLAB equally an Automated Execution System ". (It is available to readers of…

Larry Connors too Cesar Alvarez (the guys behind tradingmarkets.com) late published Short Term Trading Strategies That …

Alphacet told me that they accept a chore opening for a quant who volition last helping their clients backtest trading…

You tin sack detect an interview of me inward the July 2009 number of Technical Analysis of Stocks & Commodities ma…

For readers who create non desire to pay for a commercial Matlab2IB API, Max Dama has position together a costless alt…

Triple leveraged ETFs marketed past times discussed before . In other words, the fund managing director has to sell sto…

I convey given a 2-part interview ( here together with here ) on the diverse nuances of backtesting on tradingmarkets.…

Paul Teetor, who guest-blogged hither most seasonal spreads , late wrote an article most how to exam for cointegration…

Author Malcolm Gladwell, inwards his fascinating bestseller " Outliers: The Story of Success ", cites neurolo…

It occurs to me that the alone means inwards which a trader tin larn to a greater extent than than a completely selfish…

I confess I don't know much close flash orders, non existence i of the Big Boys on the Street, until I read that th…