algodude-blog-blog

[algodude-blog-blog]

Is High Frequency Trading Too Fast for Our Own Good?

See on Scoop.it - Algorithmic Trading

“Most disturbing of all, however, may be the tendency of HFTs to follow similar strategies — raising the question of whether some confluence of factors could trigger a runaway market event as HFTs run amok.

See on algodude.com

[algodude-blog-blog]

CNBC ‘Freaking Out’ Over Decline in Ratings

See on Scoop.it - Algorithmic Trading

“Squawk Box is down 16 percent in total viewers and 29 percent in the important 25-54 demographic bracket that advertisers buy.  On Tuesday, the show drew its lowest numbers of the year in total viewers — 99,000.”   Another indicator that the battered...

See on algodude.com

[algodude-blog-blog]

Diversification Is Broken

See on Scoop.it - Algorithmic Trading Two heat maps from a HSBC study on risk-on risk-off ("RORO"). The first heat map shows the correlation of several assets before the financial crisis.

See on curatedalpha.com

[algodude-blog-blog]

Efficiency May Be Special Case of Adaptation

See on Scoop.it - Algorithmic Trading

In a new paper, Andrew Lo has educed from his Adaptive Markets Hypothesis five practical conclusions, among them that during times of crisis, the usual positive relationship between risk and return may not hold.

See on allaboutalpha.com

[algodude-blog-blog]

The Case Against Lehman Brothers (60 Minutes)

See on Scoop.it - Algorithmic Trading

Steve Kroft talks to the bank examiner whose investigation reveals the how and why of the spectacular financial collapse of Lehman Brothers, the bankruptcy t...

See on youtube.com

[algodude-blog-blog]

The Impact of Algorithmic Trading

[algodude-blog-blog]

3 Months After The MF Global Bankruptcy, We Find That $1.2 Billion (Or More) In Client Money Has "Vaporized"

Via Scoop.it - Algorithmic Trading On the three month bankruptcy anniversary of the company whose rehypothecation gimmicks will one day be seen as a harbinger of everything that is  broken with the multi-trillion ponzi system, but not just yet despite loud warnings otherwise, we are... Via zerohedge.com

[algodude-blog-blog]

Geometric Brownian Motion (paper)

Via Scoop.it - Algorithmic Trading A quick study on GBM models as applied to energy commodity markets (click on title for paper). Via algodude.com

[algodude-blog-blog]

Increasingly Complex Dynamics Over the Past Decade

Via Scoop.it - Algorithmic Trading "In a paper just out (as a preprint), he and Vladimir Filimonov offer a really novel analysis on the old question about whether market movements are caused by A. external influences such as news (exogenous causes) or B. influences internal to the market itself such as emotions, avalanches of belief and opinion, etc. (endogenous causes)..." Via physicsoffinance.blogspot.com

[algodude-blog-blog]

Algo CAD

Via Scoop.it - Algorithmic Trading This Algo Design Lab strategy will be an example of using the Spreader Block in ADL to create a start to finish trading program that legs a specific price le... Via youtube.com

[algodude-blog-blog]

S&P Intraday Price Study

Via Scoop.it - Algorithmic Trading --> In this post I would like to explore the intra day action of the market to determine if we can find an edge. Via traderslaboratory.com

[algodude-blog-blog]

60 Minutes - High Frequency Trading

Via Scoop.it - Algorithmic Trading A rare look inside the secretive world of "high-frequency trading."... Via youtube.com

[algodude-blog-blog]

Quote of the Day

Via Scoop.it - Algorithmic Trading

"Traders who don't use stops are like option sellers: They eat like birds and shit like elephants" Via algodude.com

[algodude-blog-blog]

A trick to reduce Drawdowns | Au.Tra.Sy blog - Automated trading System

Via Scoop.it - Algorithmic Trading Different types of drawdowns and different types of Equity Curves can mean different things in measuring a trading system performance... Via automated-trading-system.com

[algodude-blog-blog]

Live Algorithmic Day Trading

Via Scoop.it - Algorithmic Trading http://tuiproptrading.com/algorithm-trading-software.html Day trading the SPY live on Friday Oct 7th 2011, until about mid-day. The video contains raw footag... Via youtube.com

[algodude-blog-blog]

Trader Rage

Via Scoop.it - Algorithmic Trading "This poor guy opened a large futures position into the weekend which gapped down like 650 points against him when it reopened, taking with it nearly his entire account. Ouch!" Via youtube.com

[algodude-blog-blog]

Three Consecutive Higher Closes

Via Scoop.it - Algorithmic Trading This system trades a variation of the “3 higher closes” strategy on the SPY index ETF.  It trades from the long side only, using the following entry criteria: Buy SPY at the close if It has closed higher three consecutive days in a row and each... Via algodude.com