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  #21 (permalink)  
Old 17-05-2010, 09:25 PM
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eeky

Originally Posted by oilman5 View Post
Many yr back 1995, bhel-hardwar.......in the month of June ,in an open bridge tournament........on the 1st day of tournament, candidates r offered 2problems to solve..........prize 3000/- and 2nd soln giver to get 1000/-.........timeframe within 2days.
We r being in BHEL Quarter/guest house.........& mostly tried to solve them.Kanpur IIT team tried really hard,.......Present India top players of Ankeleshwaria.......and his partner really spent good time,.........novices.......were dreaming to get prize, sleeping at wee hr.Since i am with new partner 60+age, i have to mug system........so i admit to fail. After first day,........the prize money was not yet claimed, i hoped to solve it,.....Alas my partner pulled me out,..........as we r in main swing , he told me to concentrate further,.......to practice some tips......so i went back with him in an ashram where he was staying. Yes next day we played well,........sufficiently confident to win a prize...........i went back to Dehradun , highly proud, as some great name like Mr S Gupte offerred me, ........also some other businessman offered to join in professional group.
.....................Yes that was my first top winning tournament in bridge,.........but i knew now its shear coinsidence, i executed well, my partner........60 + , handled disciplined part, and we r lucky..........as most young/top callibre players r wasted their TIME .........to solve mathematical puzzle of null event.[1st problem has no soln]
I myself experimented vector modelling[being BE(MECH)] to solve,..........market price mathematically...............knowing now its big O.only KISS works in market.
Have u seen market today? Every fool can say............from last week bias , today market shall be down.........now learn the right bias..........after 11-30 ,u can see Nifty is no more falling,.........support exists there,...........now play itself in nifty futute for 25pt[1/2% of nifty] or strong candidate of today........like abb...........to make a good return,...................this is actual trading.
Theoriticians r ...........just to be avoided in trading.
......................................
sorry for reality in trade.learn first what works in market and in reality possible by u

LOL come up with the proof,aren't u trying to create paradox?cussing "THEORY" with ur "theoritical justification"..are you trying to say 500000 books on quant trading published so far is a parody?lac of quant traders hired by hedge funds for quant trading is just goof:exclaim:...
KISS is good at the "foreplay stage" you cann't keep playing with moving averages for the whole life..some point of time u have to forget KISS and think about your trading orgasm
*sarcasm included*
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Old 18-05-2010, 12:11 PM
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Thank u anirudhsnewworl,......i have told a national level winning not by my good play, but by some of top brains r exhausted........by a decoy.
Similar thing is theoritical appln of modern arbitrage & those option mathematical model.
Man i have spent 3 yr on vector model of price forecating ........so i want save newcomer......atleast time value of u,.......believe me ,my believe is it reqd atleast 10yr to understand trading/market/syncronisation........[u may not agree]Socalled F&O paper i got >90% marks.....gives only -ive return in market,.....as theory dont work in market,........if u had already read Soros.........no further comment on quant.
In 19yr of my stay in market,i lost around 50lakh,.....made profitable trade of 1cr ,and spend 20lakh on cd/books etc. so +30lakh and experience ,tells me ........to save some time to newbees.
Those who r on road...........i dont reqd money by others mistake...........i can damn well win market.........but now i shall learn portfolio management.
BTW.........a 6 week class on bse on software base model on equity valuation. If interested join.
Bye bye
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Old 18-05-2010, 12:58 PM
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Originally Posted by oilman5 View Post
In 19yr of my stay in market,i lost around 50lakh,.....made profitable trade of 1cr ,and spend 20lakh on cd/books etc. so +30lakh and experience ,tells me

19 yrs and 30lks later you are suggesting

Originally Posted by oilman5 View Post
a 6 week class on bse on software base model on equity valuation. If interested join.

Quote:
These Harvard types don't add up to dogshit - Gordon Gekko

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Old 18-05-2010, 05:26 PM
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any one here have read the story of LTCM?it is in the form of a book :: when genius failed?
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Old 18-05-2010, 05:37 PM
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dont waste your time. John Meriwether is a perpetual failure

http://en.wikipedia.org/wiki/John_Meriwether
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Old 18-05-2010, 08:18 PM
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Good work anirudh, i have read thread from the start, want to know what are other quant models besides pair trade arbitrage for individual traders?
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Old 18-05-2010, 08:35 PM
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I agree both views it should be mix of all, practical approach n solid theory to back, one single entity wont work. I was involved in pair arbitrage when i was managing few of my friends money, set up was very simple junior nifty was launched few months back n was reasonably liquid and it was crazy bull market and blue chips were excusted n weak on chart compare to few imp midcaps, so i would catch the setup right at market start n will enter short on nifty long on nifty junior. We close all positions at market close. It was profitable but later has to close as investors found it has comparative low returns. Latter market crashed n those investors crashed is different story many a timers we find those quant setups at first 5 min of market start dont we? as markets tend to be less efficient at that time. Btw sleepage is very huge practical problem for stat arbitr based on portfolio.
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Old 18-05-2010, 08:53 PM
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well don't want to argue anymore on this bbut statistics speak itself the fact "2008's best fund"
fund name : Passport II - Global
strategy : equity long/short
3-Yr Annualized Return: 65%
2007 return : 219.4% reurtn

P.S. : equity long/short is yet another subset of "market neutral strategy" similar to pair trading.
to add more :> in list of top 10 : 2 were market neutral focussed and one was quant focussed
so one particular failure doesn't suggest quant trading or particular method is fiasco
finito!
source
The World's 75 Best Hedge Funds - Barrons.com
please find attached updates ranking of hedge funds in 2009
Attached Files
File Type: pdf hedge funds list.PDF (448.7 KB, 33 views)
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  #29 (permalink)  
Old 18-05-2010, 09:06 PM
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Originally Posted by alex View Post
Good work anirudh, i have read thread from the start, want to know what are other quant models besides pair trade arbitrage for individual traders?

thanks alex. there are many but as of now i believe they are out of my reach to name few.
1) in forex market :interest rate parity[sadly i am not into forex]
2)monte carlo method
and many more
i have some books i you are interested i'll share with you..one books is which i am reading right now "advanced modelling in finance using VBA"

+
i follow this blog
Quantitative Trading
http://www.mathfinance.cn/
Attached Files
File Type: pdf HF_Strategies.pdf (208.0 KB, 40 views)

Last edited by anirudhsnewworl; 18-05-2010 at 09:10 PM.
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Old 18-05-2010, 09:08 PM
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Originally Posted by joy View Post
19 yrs and 30lks later you are suggesting

it takes time to even comment on trade.
......................
Ya ......the suggestion is because......for nextweek at bse ,u can see me....
......................
yes, i am happy with my 15-18% return.........want to improve 20%,thats max .
normally handle equity drawdown........8%.
................
No for my personal trade , i dont even use MA..........simply by seeing a chart, i can tell many a time , whether it can move up or down........those time i play. Many a time.........i dont understand........so i sit aside.This thing i have demonstate.......many time in life............but after mother's death ,i promise to give up ego...........as i have nothing to show now.
.................

To understand my view, just see the win of final match of Vishy......Topalov a child, The game idea is of SSganguly.......black creates a drawish style,......a simple ...Ba6......later Bb7........a poisonous La Dragon.......Topalov forget.......Anand had played many aggressive game in younger yr,......so small positional element,backed by a surprise ploy......f5 ,really can outwit on board. This style of SSGanguly is unknown......to many so called player[read squant].
...................
since thread is posted in psychology, i have commented............

Last edited by oilman5; 18-05-2010 at 09:58 PM. Reason: typo
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