喺高頻交易公司工作 你問我答
我絲故我再
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無用喎 the model is mainly linear regression on some very simple features
上個月 好好 有大選 同中國stimulus volatility is our fd
咩叫高頻交易公司，即係投行？
你係用algo，唔使自己操作？
好奇你係一單trade入面，係擔當緊咩角色
你係用algo，唔使自己操作？
好奇你係一單trade入面，係擔當緊咩角色
mm?
改咗用wireless soon after
即係day trading去賺錢
They used to be part of the bank. but forced to divided as bank and prop trading firms
Sometimes i do trade idea generation, sometimes do pricing, and sometimes some research on new feed
They used to be part of the bank. but forced to divided as bank and prop trading firms
Sometimes i do trade idea generation, sometimes do pricing, and sometimes some research on new feed
冇transaction fee? Dark pool?
CS > QRT
自己每月收入幾多？
有咩strategy分享？
好流喎
equity curve嘅cagr係幾多，唔答得？
sharpe高睇唔到實際情況喎
咁我買美債策略個sharpe係無限高添
因為volatility做分母零咗
equity curve嘅cagr係幾多，唔答得？
sharpe高睇唔到實際情況喎
咁我買美債策略個sharpe係無限高添
因為volatility做分母零咗
你覺得0 volatility姐
上網斷線點算
咁未
1分賺1%
1個鐘賺60%
1分賺1%
1個鐘賺60%
賺唔賺得多過我自己炒股先？
差左100倍
我意思係你淨係講sharpe冇撚用
起碼要講埋cagr幾多
起碼要講埋cagr幾多
你係講緊sharpe係可以輕易被manipulate 或者輕易出現 distortions
而我覺得唔係
而我覺得唔係
有冇有潛力嘅penny stock介紹
我想明白你地口中既高頻交易係咩…
會唔會個term overload 左
唔係交易所已經故意average out latency high frequent trade already dead?!
會唔會個term overload 左
唔係交易所已經故意average out latency high frequent trade already dead?!
樓主淨係話自己sharpe好高
問佢cagr係幾多佢就刻意避開唔答
我覺得咁樣已經係manipulate緊
問佢cagr係幾多佢就刻意避開唔答
我覺得咁樣已經係manipulate緊
咁樣叫講大話 關manipulate咩事
其實你仲想拗啲乜？
你公司通常玩邊幾隻港股或美股做高頻？