United Kingdom
Trading strategy
Statistical hypothesis testing
Biography
Traded since 1992 using ;-
Quantitative bias over assorted time frames.
Real Time Trading Analysis for;
...Bayesian and Frequentist analysis
...FX ..cable and eur/usd only.
...Bond and near/far futures spreads
...Ultra Short Term Options
...Sale of Statistical Trading Models/Python (polygot data)
...Provision of Control trades for real time review/measurement
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383 Followers
Write a Squawk to fxtime
  • Squawk / 5 hours ago
    Hypothesis Testing
    United Kingdom
    Having had the chance to work through the latest MAN AHL group accounts release there are some interesting areas that may be of interest to us all.
    FIRST we need to realise MAN is a major Algo player on equities and indices (cash and futures) in the World markets. Man AHL report with a breakdown of results which is exceedingly helpful. Profits are positive sharpe in otherwords they exceed the index growth. They trade high frequency trades that last seconds to hours plus all the usual areas. Typical trade structure is high beta stocks that are cash generative to capex etc. Sector leaders too. BUT what we also see is that the last period returns on HFT went to zero where as the beginning of the year they were very positive. So if the HFT algos aren't performing what is earning revenue. what statistical arbitrage or skew have they found that is income generative? Remember this is a cutting edge algo driven quant funds manager.
    Read the Squawk
    4h
    fxtime fxtime
    K (Lad1) how are you? One day I will persuade you to do one of those charity sportive with me. We could be a FXTIME sponsored team...
    3h
    Lad1 Lad1
    Can you do it on tandem ? me behind???
    3h
    fxtime fxtime
    LOL
  • Squawk / 6 hours ago
    Growth Advisor
    Portugal
    #Spain will suffer until monday mornign. Trade the #iberianswap Sell Spain buy Portugal
    Read the Squawk
  • Squawk / Yesterday at 20:42 GMT
    -
    United Kingdom
    W42 #FX daily update:
    #CAD 0.63 %▲
    #AUD 0.59 %▲
    #EUR 0.45 %▲
    #USD 0.43 %▲
    #JPY 0.03 %▼
    #NZD -0.35 %▼
    #GBP -0.86 %▲
    #CHF -0.91 %▼
    #MOFuturesFX
    Read the Squawk
  • 1d
    Trader Mick 2 Trader Mick 2
    Great chart. Thanks.
    23h
    fxtime fxtime
    It is monthly though so not a great chart for trade entry it only gives warning that we are stretched. PUT/Call ratios also starting to show stress...
    5h
    fxtime fxtime
    The swift sp500 drop due to Spain suggest the markets are tightly trailed with stop running occuring. I see also that the WSJ state that private investors...
  • 1d
    Market Predator Market Predator
    Good points, fxtime
    1d
    IL IL
    23000, 24000, 25000... soon nobody cares. Looks very artificial to me..
    1d
    fxtime fxtime
    Agree IL
  • Squawk / Tuesday at 8:35 GMT
    @Saxo platform developers: I wish to have earnings, divi and other annotations in new Platform PRO. I hope you'll hear me :))
    Read the Squawk
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