Hot answers tagged strategy
"There is no secret sauce!" - Inside the Black Box: The Simple Truth About Quantitative Trading, by Rishi K.Narang In this book, which is well worth reading to get a good conceptual overview of the different components of a quant trading system, the author tells about "one of the most successful" quant funds hiring only the best academic researchers ...
This may be a tricky question and I am curious to see whether there is indeed a statistical methodology that tries to answer this question. To my experience it really varies with the data you are working with. For instance, one may choose a rolling window above an expanding window when there are structural breaks in the data, hence which can affect the ...
With all due respect, the referenced pdf is nothing but a glossy write up of standard terms that you even hear about on TV nowadays, not much more. I assume its targeting totally uninformed clients (Japanese buy side funds? ;-) who in 2012/2013 still have not caught on with algorithmic execution. "Pinging" is so outdated that I would claim the information ...
I live very close to their office on Long Island and went to Stony Brook University, where they hire from at times - and the only few couple of people I know that got hired there were pure genius. I really doubt they are a ponzi scheme! I drive by their gates every now and then, definitely secretive but totally legit in my books.
Only top voted, non community-wiki answers of a minimum length are eligible