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A lot of you have emailed recently asking what it is actually like to work in a quant fund. I've written before about my experiences as a quant dev but I thought I'd outline a normal day so you can get a feel for whether you would enjoy the role...
Trading Ideas
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Sergey Golubev, 2 July 2014, 19:00 #quants
In a commentary for The Hill, Modern Markets Initiative (MMI) senior advisor Peter Nabicht explains how investments in automation technology have transformed the old, closed trading floor model into a marketplace that is more transparent and accessible than ever before for today’s average investo...
Trading Ideas
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Sergey Golubev, 2 July 2014, 16:00
Aussie found renewed buying interest at 0.9354 last week and has finally resumed recent upmove as price broke above resistance at 0.9461, bullishness remains for further gain to previous resistance at 0.9543, above there would encourage for headway to 0...
Wave Count
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Sergey Golubev, 2 July 2014, 15:00
The markets’ evolution to high-speed electronic trading has not been an entirely smooth path, but practitioners and advocates of the business note that net-net, the end result is a much better and more efficient market...
Trading Ideas
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Sergey Golubev, 2 July 2014, 13:00
About the title Many people were misled by it, and this wasn't my intention. I was merely alluding to the book by Hardy, A Mathematician's Apology, which spent time explaining and justifying his life as a mathematician. (Hardy, in turn, was alluding to the Apology of Socrates...
Trading Ideas
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Sergey Golubev, 2 July 2014, 09:00
Following the release of Michael Lewis’ book Flash Boys, the role of “middlemen” in the marketplace has come under scrutiny. The fact is, our financial markets have always had “middlemen” coordinating trades between market participants...
Trading Ideas
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Sergey Golubev, 1 July 2014, 22:00
Addressing High Frequency Trading and Promoting Fairness...
Trading Ideas
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Sergey Golubev, 1 July 2014, 21:18
Last week, SEC Chair Mary Jo White, announced the exploration of proposed changes to US Equities market structure...
Trading Ideas
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Sergey Golubev, 1 July 2014, 21:11
Jason Carroll of Hudson River Trading, a member of the Modern Markets Initiative (MMI), has framed out some thoughts explaining how professional high frequency trading firms do in fact take on and manage risk in today’s modern markets...
Trading Ideas
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Sergey Golubev, 1 July 2014, 20:55
The technological singularity requires the creation of an artificial superintelligence (ASI). But does that ASI need to be modelled on the human brain, or is it even necessary to be able to fully replicate the human brain and consciousness digitally in order to design an ASI...
Neural Networks
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Sergey Golubev, 1 July 2014, 15:03 #Neural networks
I just finished reading Mark Cuban's Idiot's Guide to High Frequency Trading. The title is half accurate - it's certainly idiocy, though it's by no means a guide...
Trading Ideas
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Sergey Golubev, 1 July 2014, 11:50
I'm a former high frequency trader. And following the tradition of G.H. Hardy, I feel the need to make an apology for my former profession...
Trading Ideas
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Sergey Golubev, 1 July 2014, 11:16
EUR/USD: Wave (B) ended at 1.5145 and wave I of (C) ended at 1.1876 As the single currency has continued to edge higher after holding above support at 1.3564, retaining our view that further consolidation above this level would be seen and another corrective bounce to 1.3677 and possibly 1...
Wave Count
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Sergey Golubev, 1 July 2014, 10:07
EURUSD Price finally broke out of its 16 day range. The next question is whether price can extend itself into higher levels and Fibonacci targets before making a retracement (below red and orange...
Wave Count
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Sergey Golubev, 1 July 2014, 09:37
The AUDUSD is trading in an ascending triangle With the absence of a new high, traders can wait for a breakout The triangle low and high can be used to extrapolate price targets At some point, market trends will come to an end...
Trading Ideas
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Sergey Golubev, 1 July 2014, 08:33
Neural Network Model The neural network is constituted by a large number of nerve element interconnect network. According to the interconnection of the neurons in thenetwork, the common network structure can be divided into the following three categories: 1...
Neural Networks
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Sergey Golubev, 30 June 2014, 17:56 #Neural networks
Traders should find the trend to form a trading bias CCI can be used to identify market entries Traders should manage risk in the event of a trend shift One of the hardest steps a trader must take before scalping their favorite Forex pair is creating a strategy...
Scalping
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Sergey Golubev, 30 June 2014, 15:26 #scalping
Setting the Network Weights The code for method SetWeights is presented in Listing 3. Method SetWeights accepts an array of values that represent both weights and bias values...
Neural Networks
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Sergey Golubev, 30 June 2014, 12:42 #Neural networks
The Deep Neural Network Constructor The deep neural network constructor begins by copying its input parameter values to the corresponding class members: public DeepNeuralNetwork(int numInput, int numHiddenA, int numHiddenB, int numOutput) { this.numInput = numInput; this...
Neural Networks
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Sergey Golubev, 30 June 2014, 12:35 #Neural networks
Overall Program Structure The overall structure of the demo program, with a few minor edits to save space, is presented in Listing 1. To create the demo, I launched Visual Studio and created a new project named DeepNeuralNetwork. The demo has no significant Microsoft...
Neural Networks
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Sergey Golubev, 30 June 2014, 12:28 #Neural networks