Comments for Quantivity

Comment on Proxy / Cross Hedging by quantivity

quantivity — Sun, 19 May 2013 15:15:34 +0000

Please clarify which aspect you are interested to see elaboration, as this is a large topic.

Comment on Proxy / Cross Hedging by commodity trade statistics

commodity trade statistics — Sun, 19 May 2013 08:50:27 +0000

Excellent post however I was wondering if you could write
a litte more on this subject? I’d be very grateful if you could elaborate a little bit more. Cheers!

Comment on How to Learn Algorithmic Trading by atoast2toast

atoast2toast — Sat, 18 May 2013 12:50:43 +0000

Reblogged this on atoast2trading.

Comment on How to Learn Algorithmic Trading by how to write a book

how to write a book — Fri, 10 May 2013 23:08:05 +0000

Awesome! Its really awesome piece of writing, I have got much clear idea about from this
post.

Comment on How to Learn Algorithmic Trading by fx and futures trading – new learning materials – 07/05/13 | atoast2trading

Tue, 07 May 2013 20:56:05 +0000

[...] Barry Johnson “Algorithmic Trading & DMA”, as mentioned at this excellent and very ambitious list at Quantivity. [...]

Comment on Why Log Returns by tallahassee Lawyer

tallahassee Lawyer — Thu, 02 May 2013 21:54:12 +0000

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Comment on Why Log Returns by casablanca

casablanca — Thu, 02 May 2013 08:18:31 +0000

I’m a writer from Stonefield, Great Britain just forwarded this onto a coworker who was running some research on this. And she actually ordered me lunch just because I came across it for her… lol. So allow me to reword this…. Thanks for the meal… But yeah, thanx for spending some time to talk about this issue here on your blog.

Comment on How to Learn Algorithmic Trading by Lou Puls (@MonkeeRench)

Lou Puls (@MonkeeRench) — Sun, 28 Apr 2013 16:46:44 +0000

@Quantivity : An Interesting and refreshingly open-minded introduction, looking forward to being able to get into Parts 2 and 3. However, speaking of intuition rather than mathematical rigor, I have an intuitive feeling that you and many others feel that Technical Analysis is the predecessor to Algo in the way that Alchemy preceded Chemistry as a flawed but perfectible process. I have yet to be convinced that Algo has anything to do with approaching a science or mathematical rigor. As Jim Cramer once said, it all only works if one is willing to lie. The broader problem of Wall Street investing is finding that part of the Grand Casino that is not fixed.

Comment on Proxy / Cross Hedging by China Kung Fu

China Kung Fu — Tue, 23 Apr 2013 04:38:00 +0000

Generally I do not learn article on blogs, however I would like to say that this write-up very pressured me to
take a look at and do it! Your writing style has been surprised
me. Thank you, quite great post.

Comment on Proxy Hedging and Dependence by Theo

Theo — Sat, 30 Mar 2013 14:19:33 +0000

I think what you present here can be summarized as: when hedging the most important parameter is that the instruments are cointegrated and not perfect negatively correlated.
It is a great post though. I liked it b/c you tackled the problem in a different way.