Linear Factor Models Theory
When I was younger, I was always excited to see the salaries of some of the best hedge fund managers. From what I learned a lot of it was due to heavy duty math and this thing called quantitative analysis. As the years of gone by and learning from multi million trading institutions, most strongly hinted to focus on simple trading strategies and math.
Here is one lesson that maybe too advanced for us mere math mortals
Because math is not my strength, many of the higher learning students have a huge advantage. From the high-end courses and people, I learn from, there is a common thread of keeping the math simple arithmetic and use fundamental techniques. I’m not saying these advanced math needs are useless, it is just too far down the path for me to learn at this point. To be honest I just want to get a simple but highly efficient trading system up and running ASAP. From there I’ll advance into the more math stuff later on in the year or beyond. This is all based on to challenge myself. Then of course we get into the world of machine learning which is still fairly new for trading. I’ve heard stories about how its consistent performance has not shown above average benchmark performance.
The final dance? High speed trading software architecture
As you know I’m coming down to the wire on the architecture of my software trading platform which I present on Monday. And so I want to be challenged by any advanced techies. I most likely will only be doing this once as I have decided finally on the technologies and frameworks that I want to use.
Here are the details of this free online webinar presentation
Don’t forget to join on of the Meetup groups highlighted in the above link.
Thanks for reading Bryan
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!