shogunmike

13 ms·

91.
Backtesting a Forecasting Strategy for the S&P500 in Python with pandas(quantstart.com)
1 points by shogunmike 13y ago|0 comments
92.
Backtesting a Moving Average Crossover in Python with pandas(quantstart.com)
1 points by shogunmike 13y ago|0 comments
93.
Algorithmic Trading Backtesting Environment with Python and pandas(quantstart.com)
2 points by shogunmike 13y ago|0 comments
94.
Machine Learning for Forecasting the US Stock Market Index(quantstart.com)
1 points by shogunmike 13y ago|0 comments
95.
Self-Study Plan for Becoming a Quantitative Trader - Part II(quantstart.com)
1 points by shogunmike 13y ago|0 comments
96.
by shogunmike 13y ago
Thanks for the Github link. I hadn't realised they had become open source! Although (I had a 404), I think it's actually: https://github.com/InteractiveBrokers/tws-api-public Indeed the PDT requirement is a p
97.
by shogunmike 13y ago
I've had experience with IB in a quant fund setting. I was impressed with it. Significantly further ahead of the curve in regards to their API offering compared to other brokerages. At my last check it was mostly geared towards C++&#x2
98.
Downloading Historical Futures Data From Quandl(quantstart.com)
1 points by shogunmike 13y ago|0 comments
99.
by shogunmike 13y ago
It's definitely an interesting area. However, I would start with paper trading (as other comments have suggested), as it is extremely easy to lose a lot of money in quant trading if you're not careful. There's plenty of &quot
100.
by shogunmike 13y ago
If you're interested in learning more (shameless plug), I run a quantitative finance information site. I've linked directly to the articles on quant trading: http://www.quantstart.com/articles#algorithmic-trading
101.
Why a Masters in Finance Won't Make You a Quant Trader(quantstart.com)
1 points by shogunmike 13y ago|0 comments
102.
How to Become a Quantitative Trader(quantstart.com)
1 points by shogunmike 13y ago|0 comments
103.
Hipster CEO(itunes.apple.com)
116 points by shogunmike 13y ago|38 comments
104.
by shogunmike 13y ago
You're correct, co-location at the exchange data centre is indeed a requirement for most HFT firms. I think (but I'm not 100% sure) that the length of network cabling is also tightly regulated at many exchanges so that nobody gain
105.
How to Get a Job at a High Frequency Trading Firm(quantstart.com)
41 points by shogunmike 13y ago|92 comments
106.
Basics of Statistical Mean Reversion Testing(quantstart.com)
4 points by shogunmike 13y ago|0 comments
107.
by shogunmike 13y ago
Feel free to send me an email (mike@quantstart.com) if you want any other help!
108.
by shogunmike 13y ago
I second the recommendation of 'Trading and Exchanges'. It's a great book to get insight into how the underlying exchanges work and how to exploit certain architecture to produce profitable strategies.
109.
by shogunmike 13y ago
For HFT the learning requirements are extensive. It is /almost/ essential to have a PhD in CompSci/EE from a top school to do HFT. Alternatively one should demonstrate extensive hardware/networking and optimisation skill
110.
An Algorithmic Trading Research Environment using Ubuntu Linux and Python(quantstart.com)
2 points by shogunmike 13y ago|0 comments
111.
by shogunmike 13y ago
Machine learning techniques are becoming more common. Hence a shifting trend towards CompSci away from Physicists. The latter were often hired due to their modelling/probability capabilities in PDEs for derivatives pricing. Also CompSc
112.
by shogunmike 13y ago
Nice trick with the Oyster card discount :-)
113.
by shogunmike 13y ago
I think I may have suffered somewhat from selection bias when writing that, in that a lot of my friends/colleagues work at smaller shops, where they initially started as technology infrastructure developers and worked very hard to move
114.
by shogunmike 13y ago
Indeed, I am considering actually writing an entire article on that whole topic. I haven't done an MFE personally, so I don't feel I can comment too much on what they're like, although I have a few friends who have. A lot of
115.
by shogunmike 13y ago
I completely agree with this. While you may not be solving partial differential equations in your average tech startup, there are plenty of instances where a maths degree can be directly applicable. Statistics is one instance, for A/B
116.
by shogunmike 13y ago
Yeah, this is pretty much the case. The quant derivatives pricing teams at banks are where the stochastic calculus folk tend to head to. Their teams are generally highly respected in this area. Also, banks are doing a different job to funds
117.
by shogunmike 13y ago
I was a quantitative developer working alongside a quantitative trader in a small 'proprietary trading fund'. This is roughly how all quant funds are separated. There is the "technology" side, which builds the data/
118.
by shogunmike 13y ago
I would say it's easier to get a job in risk management (likely in investment banking) than quant trading coming out of an MFE degree. This is primarily a consequence of how the MFE programs are set up, what they teach and the network
119.
Getting a Job in a Top Tier Quant Hedge Fund(quantstart.com)
110 points by shogunmike 13y ago|72 comments
120.
List of Free Quant Finance Resources(quantstart.com)
2 points by shogunmike 13y ago|0 comments

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