Recent content by Mr Doe

  1. Does anybody know where to get free minute bar FX data?

    You can get it from Dukascopy, TrueFX, Oanda.
  2. Top Quant Schools 2012 (Advanced Trading)

    http://www.advancedtrading.com/top-quant-schools-2012/ Note that two nominated schools (Harvard, Wharton) don't even have a quant/FE program - they kicked them to Honorable Mentions (among with Baruch FYI). Prestige is the main game in finance.
  3. Algorithmic and High frequency trading

    Institutional investors have packed their bags and left for dark pools long time ago. Unless one runs a DP or can have a peek in it, it is very unlikely you can "front-run"(-very loose description) institutional trades. Internalizing retail orders was quite an profitable business while ago (and...
  4. ARIMA model to forecast a stock price

    Are you a finance PhD student? Is Eugene Fama your supervisor?
  5. Demand Slows For H1B Visas

    UK ditched Tier 1 visas (Highly Skilled Migrant visa), and Tier 2 is massively reduced! Keep that in mind if you plan to go to school there.
  6. Speculation trading book

    The OP is probably referring to Crabels' book; Day Trading With Short Term Price Patterns and Opening Range Breakout .
  7. Terminal Vs. Immediate Payoff for a Barrier

    The second one will be twice as valuable.
  8. Madison Ave is next hiring ground for aspiring quants

    Seriously Andy, you are too "business"* lately...TraderJoe was referring to hot females! *In fact, I suggest you change your occupation from Business Dev to just Business :D.
  9. Clamping Down on Rapid Trades in Stock Market

    Bob, this kind of abusive behavior should be taken care of by SEC/Finra with one phone call. They have the data, and they can easily find out who was the idiot-quant trader that thinks this is a way to "provide liquidity" . If regulators are not competent enough to stop it, they should subscribe...
  10. Any good book on Machine Learning?

    Your mentor suggested a really good book; if you think you're going to stick with the subject/company for longer than, say, 6 months, you should definitely dig deeper into the book. And, there's actually no "heavy-handed math" in it.
  11. Rogue Trader Lost $2B at UBS

    Maybe they had the same risk management guy/gal as Lehman;). Ouch, yes they did; UBS rouge trade deals blow to new risk boss
  12. High Frequency Trading/Research Platform

    Is available at: OlsenRoutes. Yes, it's free. Enjoy.
  13. S&P Downgrade Effects

    I hope someone can help me with the following; as far as I understand there are conditions on what kind of paper mutual/money market funds are allowed to have and what is acceptable as collateral in repos, reverses etc., implying that there should be a sell-off on Monday. Yet this came out from...
  14. British Universities, facing HUGE cuts, plan tuition increase

    The thing is CDT program funds only UK/EU PhD students, meaning that the guys from China, India and Eastern Europe, the ones that actually go for these PhDs, don't get a penny.
  15. Dimensionality: Please Explain :)

    Dimensionality refers to the number of underlyings + 1 (for time).
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