Recent content by Shadower

Mmmm, have a feeling this will be a goose chase but ....... I'm after the bid/ask size at the touch for all FTSE 350 stocks. Now the hard bit. For the last 5 years. Any ideas ? Cheers Dave N

DarrenF mmmm, maybe reviewing every three months, or changing the rules base every three months, not sure mate. In what we do ( YMMV ) we've got several model all running at once. One is obviously our live trading system but if the backtests and parrallel paper trading models look promising we...

Scripophilist, I think it's more to do with not wanting to sell the silver. I run a stat arb desk, very heavily math based, rolling longs and shorts over variable periods of a couple fo days to a couple of weeks. We've been very successful in it, last year being actually our worst, 150ish% ROI...

There's an editorial on Bloomberg http://quote.bloomberg.com/apps/news?pid=10000039&sid=aO60UrjPq.uY&refer=columnist_currier which basically states that market timing has been found to be useless, day-traders all went bust and that the only way to win is buy-and-hold. Not sure quite which...

Following on from RogerM's comment's, I wouldn't be at all surprised if some of the drivers of the bill had taken a caning in the last year or two and are now exacting their revenge on those deemed responsible. Just my tuppence. Dave

As for not knowing exactly where the market is going having the slightest edge on direction and timescales is definatelt better than coin tossing. Whilst there is undoubtably manipulation of the markets by the big boys, the randomesque nature of the markets movements lend's itself very, *very*...

I think you'll find the StatArb'ers out there consider maths to be a pretty important part of their trading environment. As for be *the* key, well.... there is no *one* key, even the best black boxes have a bloke sitting there with a coffee and a danish checking the lights are on in the morning...

Was the wife doing the navigation by any chance ? ;-) Dave

Gonna try and get along to the August one, make meself known. Would have come today but boss over from the US, probably best to have been here ;-) Cheers Dave

Bless him, he did try and surrender earlier on but no one was interested in him. Poor sod, talk about unloved !

I'm still sat down and there's no spit on me screen, but I disagree with a couple of your points ( which probably means I've mis-read them :cheesy: ) I think a largely mechanical trading system can be a useful tool, as it is mostly not a case of interpretation but a ( head down ;) )...

You might want to look at http://www.google.com/search?hl=en&ie=UTF-8&oe=UTF-8&q=statistical+arbitrage+packard+farmer for a quick round up of what Dr Packard and his mate Dr Farmer have/are up to. Besta luck Dave

Same old same old from me I'm afraid ;-) Front of the Time Business showing CVC moving to finance a deal. Bream, I think, said they'd honour the 6 month cooling period, unless the board acept and offer or someone else comes in. Star look like they're blocked from making their own, guilty...

Would anyone have a pointer to mutual fund trade flow and fund holdings ? I've heard maybe DKW but no-one there seems to know what I'm aiming for, probably classed as little people there. Cheers Dave

Bottom of page three, Times business secto the WestLB PFG looks to be heading for a management buyout. It does mention that the Board will be under pressure to extend the timetable but that the chair of AWG doesn't think this is likely. Personally, still bullish on AWG, ymmv. besta all Dave