Daily Archives: May 24, 2012

Twitter Updates for 2012-05-24

Hedge Fund ,Private Equity, Discussions, Jobs , Careers, Group: http://t.co/Dk2FOW8O # New blog post: Hedge Fund & Private Equity Discussions, Jobs & Careers Group http://t.co/QRchQ109 # Quant analytics: Now coding up potentially lucrative trading models for HFT in free open source R: http://t.co/TE8zVPlh # New blog post: Quant analytics: Now coding up potentially lucrative trading…

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Hedge Fund & Private Equity Discussions, Jobs & Careers Group

Your online persona and interactions can be critical to your career success. But how well can you leverage online tools like LinkedIn to help advance your career? For those of you looking to get more interviews from the hidden job market, we’re happy to share a recent webinar from Ivy Exec, our Career Support Partner.…

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Quant analytics: Now coding up potentially lucrative trading models for HFT in free open source R

Quant analytics: Now coding up potentially lucrative trading models for HFT in free open source R If you have seen the agenda < http://quantlabs.net/blog/2012/04/introductory-video-on-youtube-for-my-high-frequency-trading-hft-algorithm-model-and-strategy-course-agenda-details/>of my Algorithm and Strategy Development courses for my QuantLabs.net Premium Members, you will find a broad range of algorithm types both for both quant and high frequency trading environments. As I…

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Why you can’t ignore HFT and stay competitive today …

Hi there, I know I’ve been sounding the trumpet on the importance of High Frequency Trading (HFT) lately. That’s because the evidence of its profitability is undeniable. Here are some key facts you might not know: * Boston Consulting Group found that in the USA, HFT is now 56% of all equity volume (in 2010)…

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If you don’t have a set plan, a strategy, then you WILL lose money!!!

If you don’t have a set plan, a strategy, then you WILL lose money!!! THE primary reason that traders/speculators/investors fail. How many times have you watched someone place a trade with no plan whatsoever, and then they are legitimately shocked when it doesn’t profit for them… If you don’t have a set plan, a strategy,…

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Quant analytics: PCA for alpha generation

Quant analytics: PCA for alpha generation I am curious if anyone has had success applying principal component analysis in the context of alpha generation (and not in the context of risk, as PCA is typically applied). For instance, I like the straightforward “absorption ratio” introduced by Kritzman, et al. here: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1633027 I suspect that tracking…

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Quant analytics: Filtering signals for portfolio construction

Quant analytics: Filtering signals for portfolio construction When processing signals for portfolio construction people do a lot of exponentially weighted smoothing and z-scoring. Exponentially weighted smoothing is a linear filter. Is there any connection between linear filtering and z-scoring? More in general, is there a reference that reviews the main practical filters, possibly discussing computational…

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Real-time datafeed for US Equites for quant analytics

Real-time datafeed for US Equites for quant analytics Im looking for reliable datafeed provider for US equites. I need direct .NET or similar API access to receive real-time level2 data. — Are you still looking for a datafeed? We could help you here. Regards — Yes, Im still looking for solution. BTW, i have emailed…

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Carlyle assets rise, performance fees fall in 1st earnings statement

Carlyle assets rise, performance fees fall in 1st earnings statement pionline.com Carlyle Group on Tuesday reported fee-earning assets under management of $117 billion as of March 31, up 5% from three months earlier and 8.8% higher than a year earlier, while total AUM was $159 billion, up 8% for the quarter…   == I Trade…

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Family Office & Private Wealth Management Forum for Hedge Fund Managers

Family Office & Private Wealth Management Forum for Hedge Fund Managers As part of the Private Wealth Series, the Family Office/Private Wealth Management Forum is Opal’s premier conference and the preeminent event in North America for high net worth individuals and family offices from around the world. Some of the most well established and senior…

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