This thread is about my approach to market analysis and robust system development. I'm a computer scientist by training, started out at a market making firm in 2000 implementing then later developing models, moved to a prop desk at an IB, and then set out on my own in 2005. I'm both, a discretionary and automated trader. I have a couple of fully automated models and various gray-box models (they're run at discretionary times with discretionary parameters), but 40% of my trading is still totally discretionary. These days, I mainly trade several of the index futures, a few forex pairs, and select stocks.
Over my 10 years in the industry, I've gathered a lot of experience and information, and the purpose of this thread is to share some of that. I've made a generic mental outline of what I'd like to cover and will do so over a few weeks if the thread shows to be of interest to some people. My first posts may be a little rough around the edges as I formulate how to best approach writing about these things.
PS: If you've got any questions, please don't PM me and post directly in this thread so others can benefit as well.
Over my 10 years in the industry, I've gathered a lot of experience and information, and the purpose of this thread is to share some of that. I've made a generic mental outline of what I'd like to cover and will do so over a few weeks if the thread shows to be of interest to some people. My first posts may be a little rough around the edges as I formulate how to best approach writing about these things.
PS: If you've got any questions, please don't PM me and post directly in this thread so others can benefit as well.