Tag Archives: Investment banks

Is this proof investment banks and hedge fund use Matlab Simulink FPGA for high frequency trading HFT needs

Is this proof Goldman Sachs Citibank JP Morgan uses Matlab Simulink FPGA for high frequency trading HFT needs

Someone ask me about my view of how I use the term high-frequency trading. It seems to be a hyped up marketing term that is kind of trendy to people in to learning about one subset of algorithmic-based trading. To be honest, the only path is through the Matlab system ecosystem which includes Simulink. As we all like to see credibility of actual investment banks using it, there is a video out there of a MathWorks document to educate the power and who uses it.

Please see this video here

How I handle an HFT naysayer

As said, it seems that I have a special way of handling these kind of queries and challenges.

Please visit here to see how I handled the latest one

As you know the last week, I’ve posted many models for my Quant elite members. Here’s the latest list of what I posted:

Simulink call put parity options trading model with C or C++ code
Matlab Simulink future trading model on basis
Initial Equations for Options and Futures trading
Raw Equations for Options and Futures trading

If you want immediate access to this among dozens of other postings, go here
Click here for all the benefits that you get

Thanks for reading

Bryan

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How Goldman Sachs and other investment banks volatile volatility is killing their trader performance?

How Goldman Sachs and other investment banks volatile volatility is killing their trader performance?
The small event like SNB can cause this havoc is surprising. They lost all control. People are spoon fed and slaves to volatility is dangerous to a small event like SNB. Need better healthy balance in market since traders really over react? People hold off on trading.
Not positive outlook for trading in 2015 b/c of it. They want to see where the US Fed goes.
So? Step away from this mentality and focus on assets that are hopefully not impacted by this volatility. Remember the impact these automated algos can have if they are programmed to follow these techniques.
This is all according to a Bloomberg TV interview

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The Secret Recordings of NY Fed on the dirty tricks of investment banks

The Secret Recordings of NY Fed on the dirty tricks of investment banks

This came in from a local Meetup member so thank to to him:

I also thought you may be interested in the following account. Its very controversial.

“An unprecedented look inside one of the most powerful, secretive institutions in the country. The NY Federal Reserve is supposed to monitor big banks. But when Carmen Segarra was hired, what she witnessed inside the Fed was so alarming that she got a tiny recorder and started secretly taping. ”

http://www.thisamericanlife.org/radio-archives/episode/536/the-secret-recordings-of-carmen-segarra

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Why hedge funds investment banks prop shops want physics to apply math principles to their quant algo research trading?

Why hedge funds investment banks prop shops want physics to apply math principles to their quant algo research trading?

As  I learn through Khan Acadeym for things like work, acceleration, particle movement, I thought this was very similar characteristics of quant research. Personally I do see a relationship but others including London Quant don’t quite agree. I want to see your opinion. so comment below.

LQ says they physcists are wanted to because they know how to build models and see through their faults as well. I find this concept interesting but everyone seems to disagree there is no relationship. What do you think?
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There are two camps.

The Dermans and the Sorrettes

The Dermans think that the model will break down due to the human behavior feedback loop.

The Sorrettes think that the model will approximate overall phase shifting dynamics.

I think that both are right.  That is why I believe that chaos theory and tangential themes are closer to modeling the market.
 

In terms of physics models, there is power in analogies and a weakness too when applied to finance.  But techniques in physics for understand complex systems, like quantum levels, are useful in phase transitions in complex dynamic systems - aka the market.



Sincerely,
Paul Cottrell, MBA, ABD

 

 

This links may be useful for some of my learning
https://www.quantnet.com/threads/applications-of-greens-and-stokes-theorems-in-finance.3388/

I really wish math gurus could speak plain English instead of this useless mumbo jumbo
http://mathoverflow.net/questions/123227/is-there-a-statistical-interpretation-of-greens-theorem-stokes-theorem-or-th

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Microsoft

F Sharp with DOTNET could be gaining ground in many investment banks

F Sharp with DOTNET could be gaining ground in many investment banks

A few highlights about F#:

F# now is 13th  most popular language on TIOBE. It is buried R which is at #33. F# also has a double up chevron which means it is gaining fast.

http://www.tiobe.com/index.php/content/paperinfo/tpci/index.html

It is widely used at Credit Suisse

http://quant.stackexchange.com/questions/303/is-f-used-in-trading-systems

True from Microsoft’s point of view:

http://blogs.msdn.com/b/dsyme/archive/2010/06/28/f-case-study-banking-firm-uses-functional-language-to-speed-development.aspx

This is sort of encouraging to know.

I should further investigate this. Anyone care to comment?

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How INVESTMENT BANKS are DEAD in this AWESOME SCARY VIDEO –

Anton Kreil sets the reality on working in banking or hedge fund. All the more reason to start your own indie shop so see the link below for an example!

INVESTMENT BANKS DESTROYED in this AWESOME SCARY VIDEO – See more at: https://quantlabs.net/blog/2014/03/investment-banks-destroyed-in-this-awesome-scary-video/#sthash.bwK79cLV.dpuf

Even more from Mr Black Swan

Youtube interview on Bloomberg with Nassim Taleb Agitated and Animated – See more at: https://quantlabs.net/blog/2014/03/youtube-interview-on-bloomberg-with-nassim-taleb-agitated-and-animated-by-the-announcement-of-fedchairman-ben-bernanke-qe-2/#sthash.nqXOPVyl.dpuf

I keep saying in funny ways but you need to start researching how to secure your future

We will all join soup kitchens because QE5: The Road to Financial Purgatory – See more at: http://quantlabs.net/academy/forum/quant-academy-forum/we-will-all-join-soup-kitchens-because-qe5-the-road-to-financial-purgatory/#sthash.CCnkNvFi.dpuf

If that is not enough, how about from the head Senator of the US:

Hail your Senator Reid on Why The Kochs Are Dangerous For America – See more at: http://quantlabs.net/academy/forum/quant-academy-forum/hail-your-senator-reid-on-why-the-kochs-are-dangerous-for-america/#sthash.oBYxW92T.dpuf

As for that link, I do think you need to strengthen you programming skills to automate your trades. Why do you think ultra high net worth individuals to me from all over the world?

This is one example of what we will be releasing to the Quant Elite service:

Demo of Matlab Pair Trading Finder that could save you $400

https://quantlabs.net/blog/2014/03/demo-of-matlab-pair-trading-finder

–> Join now <–

Thanks Bryan

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

INVESTMENT BANKS DESTROYED in this AWESOME SCARY VIDEO

INVESTMENT BANKS DESTROYED in this AWESOME SCARY VIDEO

We all know about Anton but he paints a dim picture of why would you want to work at an inestment bank to get fired for things you have no control over. Thanx bu go ahead to rack up that school debt for your PHD to get a job monitor watcher.

Thanks to the NYC contact for pointing this out

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HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Just like Fox Financial News, CNBC needs to panic viewers about quant and high frequency trading!! Investment banks are way too smart!

Just like Fox Financial News, CNBC needs to panic viewers about quant and high frequency trading!! Investment banks are way too smart!
What a sham. These guys want to add regulation to the free markets. Uh yeah. Sounds like they want to socialize it. Guess what guys? The investment banks are way too smart to defeat any rules. Didn’t Morgan Stanley just buy one of Brazil’s biggest hedge funds. Also, us Canadian can get almost direct links onto your exchanges with these so called high frequency trading black boxes. Also, trading methods will never be disclosed as it is way too complicated. Good luck. The mouse is always one step ahead of the cat!!

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!