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seen Apr 18 '13 at 20:07

Nov
16
comment What kind of return can an average algorithmic trading firm achieve today?
Many thanks for this fine input, very useful, in case if its possible, can you tell me is there anywhere I can get some informations about technique details/trends about the algrothims employed in HFT/AT in the west at the moment?
Nov
16
comment What kind of return can an average algorithmic trading firm achieve today?
Good point, thanks, the guy himself has a good track record on trading(otherwise we may not even have such talks), but he left the US bank 5 years ago and return home, so I am not very sure he is still keep in touch with the market over there, althrough he claimed so. As for your other advices, very useful, our current investment style is not very agressive, and we only invest stocks, not derivatives/futures. as for the sharpe ratio, his claimed 100% rate of return is also largely stocks along, not some high risk products, thats why we were interested to hear more.