S&P Trading Model - Quite Technical - Meet the Competition

[rsliu]

Posts like this make me angry.

There are a lot of people on this forum who are trying to learn more about markets and have an open, stimulating discussion about financial topics. You jump in and post some @$&!^! about how hard it is to trade without generating any useful discussion. Then you copy a piece of your 'algorithm' that just initializes a bunch of variables and sums them together using different coefficients.

If you want to promote discussion then provide something to discuss. Talk about some of the principles behind your algorithm. Tell us how you first got into this field, and what you have learned along the way. All this post does is discourage people who want to learn more about markets but look through this crap and decide it's too hard.

Incidentally - I know a lot of people in finance and I have never heard the term "money center bank" before. Where did you say you work again?

[TLC]

[ QUOTE ]
Incidentally - I know a lot of people in finance and I have never heard the term "money center bank" before.

[/ QUOTE ]
It is a fairly common term -- think C, BAC, WFC and JPM. In fact, S&P used to (might still) have an index called the S&P Money Center Bank Index.

[UrmaBlume]

The fact that you never heard of the term "money center bank" says it all.

[Ryno]

Is that one of those market neutral models that just lost 25%? Or is it one of those other over-parameterized models that just lost 25%?