Yeah, Natenburg is what I have been slogging though, it's pretty dry. Both of Sinclair's books are pretty good as well (BTW Sinclair is 'filthy' on NT). On Acrary, his posts do make interesting reading, though he does contradict himself a little, I ...

Systematic trading

I've made a couple of concerted stabs at getting my head around options, to the point where I can understand basically what people are talking about on NP. There seems to be bigger arb opportunities when one throws options into the mix, however the ...

Systematic trading

Back to grind city for me, past couple of months had some good volatility, but it's pretty much dead at this point. When the volatility hits, I'm killing it, when it stops, I'm going nowhere, I think this is my single biggest problem. Still trying ...

Systematic trading

Great post.

No more BS - What have you learned?

I'm not surprised.

No more BS - What have you learned?

Shit, that clears things up! Edit: I think point 3 in my original post is becoming rapidly more salient.

No more BS - What have you learned?

This is going to be funny...*opens popcorn*

No more BS - What have you learned?

Get ready for the 100% loss.

What would you do after a 70% gain?

Isn't that like comparing turds to poos?

No more BS - What have you learned?

1. There is no one path, what ever works is what ever works, even if it goes against the consensus one gets in a forum. 2. The guys who really post the big numbers over long periods of time all seem to have the same personality type, they are ...

No more BS - What have you learned?

FXEZ: I have asked myself this same question, basically 'how do I define a multi-variable objective function', it's a tough question. My first thoughts were that I should try and combine the measurements in some type of linear combination, but this ...

Systematic trading

Just to clarify my other statement before anybody else misses the point, I wasn't trying to say that BSM is perfect model, anybody who studies it knows the premises on which it is built (Gaussian underlying, continuous hedging, constant volatility ...

Derivatives Documentary

Cool, thanks for that, I though the story seemed to jump ahead (duh!).

Derivatives Documentary

Do we get to see what you look like?

Systematic trading

There does seem to be a fair bit of that about, I don't think it is because IT is boring in itself, but if you do anything for long enough, it gets boring. Even though there is (was) a bit of money in IT you realize after a while that to get to the ...

Geeks and FX

Ta, folks that are interested in this stuff should look a bit more into the details of the LTCM failure, the documentary makes it out to be some type of mystical failure of the BSM framework, in reality it was simply bad risk management.

Derivatives Documentary

I'm looking forward to reading what you have to say, I'm already firmly in the analysis/automation camp, but there are always new things to learn.

System Analysis for Successful Trading

Errr...have you read this thread at all?

Systematic trading

Hey Mikkom, How is the GA trading going? I'm still working on mine, and it still sucks

Systematic trading