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My Big Fat Greek Vacation
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QUANTITATIVE RESEARCH AND TRADING. Just type and press 'enter'. My Big Fat Greek Vacation. August 3, 2015. LEARNING TO TRUST A TRADING SYSTEM. One of the most difficult decisions to make when running a systematic trading program is. So when the Greek crisis blew up in June my first instinct was not to start looking. After the worst of the crisis was behind us, I was relieved to see that the models appeared almost as anxious as I was to make up for lost time. One of the features of the system is. In the c...
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Why do Investors Invest in Venture Capital Funds?
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QUANTITATIVE RESEARCH AND TRADING. Just type and press 'enter'. Why do Investors Invest in Venture Capital Funds? July 10, 2015. Too Cool for School? Startups and Venture Capital are red hot right now. And very cool. If that isn’t a contradiction. Perusing the Business Insider list of The 38 coolest startups in Silicon Valley. One is struck by the sheer ingenuity of some ideas. And the total stupidity of others. Successful product innovation is tough. For example, the business model for one of these firm...
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Jonathan, Author at QUANTITATIVE RESEARCH AND TRADING
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QUANTITATIVE RESEARCH AND TRADING. Just type and press 'enter'. Articles Posted by Jonathan. August 22, 2016. Precious metals have been in free-fall for several years, as a consequence of the Fed’s actions to stimulate the economy that have also had the effect of goosing the equity and fixed income markets. All that changed towards the end of 2015, as the Fed moved to a tightening posture. So far, 2016 has been a…. August 15, 2016. Machine Learning Trading Systems. August 8, 2016. The Swan of Deadwood.
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VIX Archives - QUANTITATIVE RESEARCH AND TRADING
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QUANTITATIVE RESEARCH AND TRADING. Just type and press 'enter'. My Big Fat Greek Vacation. August 3, 2015. LEARNING TO TRUST A TRADING SYSTEM One of the most difficult decisions to make when running a systematic trading program is knowing when to override the system. During the early 2000’s when I was running the Caissa Capital fund, the models would regularly make predictions on volatility that I and our head Trader, Ron Henley,…. The Case for Volatility as an Asset Class. June 1, 2015. October 8, 2014.
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High Frequency Finance Archives - QUANTITATIVE RESEARCH AND TRADING
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QUANTITATIVE RESEARCH AND TRADING. Just type and press 'enter'. Category: High Frequency Finance. Archive by Category "High Frequency Finance". The Information Content of the Pre- and Post-Market Trading Sessions. April 20, 2016. Out of Hours Trading. High Frequency Trading: Equities vs. Futures. April 11, 2016. Reflections on Careers in Quantitative Finance. March 19, 2016. Quantitative finance conference Derman Dupire forecasting volatility. CMU’s MSCF Program Carnegie Mellon’s Steve Shreve...There is ...
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QUANTITATIVE RESEARCH AND TRADING - Page 2 of 11 - The latest theories, models and investment strategies in quantitative research and trading
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QUANTITATIVE RESEARCH AND TRADING. Just type and press 'enter'. The Internal Bar Strength Indicator. June 3, 2016. Internal Bar Strength (IBS) is an idea that has been around for some time. IBS is based on the position of the day’s close in relation to the day’s range: it takes a value of 0 if the closing price is the lowest price of the day, and 1 if the closing price is the highest…. Seasonal Effects in Equity Markets. May 23, 2016. Turn of the month effect. May 17, 2016. May 8, 2016. Almost at the ver...
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Venture Capital Archives - QUANTITATIVE RESEARCH AND TRADING
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QUANTITATIVE RESEARCH AND TRADING. Just type and press 'enter'. Archive by Category "Venture Capital". Why do Investors Invest in Venture Capital Funds? July 10, 2015. Too Cool for School? Startups and Venture Capital are red hot right now. And very cool. If that isn’t a contradiction. Perusing the Business Insider list of The 38 coolest startups in Silicon Valley , one is struck by the sheer ingenuity of some ideas. And the total stupidity of others. Innovation is hard. I…. EP Chan Quantitative Trading.
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High Frequency Trading Archives - QUANTITATIVE RESEARCH AND TRADING
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QUANTITATIVE RESEARCH AND TRADING. Just type and press 'enter'. Tag: High Frequency Trading. Posts Tagged "High Frequency Trading". The Information Content of the Pre- and Post-Market Trading Sessions. April 20, 2016. Out of Hours Trading. Making Money with High Frequency Trading. July 12, 2015. High Frequency Trading with ADL – JonathanKinlay.com. November 16, 2014. Trading Technologies’ ADL is a visual programming language designed specifically for trading strategy development that is integrated ...
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Volatility Archives - QUANTITATIVE RESEARCH AND TRADING
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QUANTITATIVE RESEARCH AND TRADING. Just type and press 'enter'. July 21, 2016. As markets continue to make new highs against a backdrop of ever diminishing participation and trading volume, investors have legitimate reasons for being concerned about prospects for the remainder of 2016 and beyond, even without consideration to the myriad of economic and geopolitical risks that now confront the US and global economies. Against that backdrop,…. ETFs vs. Hedge Funds – Why Not Combine Both? March 30, 2016.
