Most volatility arbitrage regime switching related news are at:
quantumfinancier.wordpress.com
– Quantum Financier | On algorithmic trading
2012 Wishes 28 Dec 2011 | 11:36 pm
As we look to 2011 through the rear view mirror, I make a quick divergence from my recent lethargy to send my best wishes for 2012 to all readers. May 2012 be a trading year filled with opportunities ...
Ensemble Building 101 2 Jul 2011 | 03:01 pm
In continuation with last post, I will be looking at building a robust ensemble for the S&P 500 ETF and mini-sized future. The goal here will be to set-up a nice framework that will be (hopefully) of ...
