Author Archives: caustic

Beta Weighting in the IB Risk Navigator

  A sponsored useful from Interactive Brokers. I will still mention that people want beta in their trading NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

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Why & When We Roll for Portfolio Management

Why & When We Roll for Portfolio Management I can relate to this very important topic   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

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Return on Capital and Probability of Profit

From Tasty Trader or daily options trading When we increase our return on capital for a trade, we usually reduce our probability of profit. Tune in to learn about this common tradeoff! Trading can be a full time job, but it doesn’t have to be! Tune in to see how Mike Butler trades around his…

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How Cliff Asness Became A Billionaire Building a Vanguard ala hedge fund

How Cliff Asness Became A Billionaire Building a Vanguard ala hedge fund He did by focusing on systematic trading models no different than Vanguard. Remember they are considered on of the largest HFT players on the planet Started as a quantitative hedge fund firm, AQR stands for Applied Quantitative Research….Asness has moved away from hedge…

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Frontier Advisors expands quant team

Frontier Advisors expands quant team Another team is expanding as the world of finance goes quant http://www.investordaily.com.au/appointments/40957-frontier-advisors-grows-quant-team NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

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3rd Sell-Side Quant Team Turns Negative On The Markets

3rd Sell-Side Quant Team Turns Negative On The Markets Lots of details posted here with this analysis Downgrading Value: “We are tactically downgrading Value from a Long to a Neutral position globally. This is mainly driven by sentiment towards Value reaching previously unseen extremes in a market where we are concerned about policy risk and…

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Machine learning will transform investment management

Machine learning will transform investment management According to this article, the role of a quant will radically change in coming years Advances in machine learning will allow further automation of tasks, including feature discovery, algorithm selection and even the optimization of trading code that implements a signal. With these newer methods, humans can spend their…

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The Untradables Episode #1 video

From Sholom Benzev   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

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Quant shop PhaseCapital opens up to investors

Quant shop PhaseCapital opens up to investors Sounds like another quant firm is expanding. http://www.opalesque.com/663417/Quant_shop_PhaseCapital_opens_to_investors341.html   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

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Hedge fund does not know what to do with a quant

  It sounds like Numerai could set standards for new hedge fund definition: One of these is Numerai, the Silicon Valley-based hedge fund run by 29-year-old South African Richard Craib. It uses thousands of freelance data scientists to create machine learning models that are then used to make trades. There are around 13,000 people competing…

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