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Dow losing 600 points in a few minutes: no technical glitch, no foul play, but a natural cause?

Nobody will ever know the exact cause of this historic collapse (the largest intraday drop ever) followed by a recovery within a few minute…

Started by Vincent GranvilleLatest Reply

Discussions Replies Latest Activity

Computers That Trade on the News | New York Times

The number-crunchers on Wall Street are starting to crunch something else: the news.  Math-loving traders are using powerful computers to…

Started by Vincent Granville

0 Feb 14, 2011

Theorems for Traders

The following theorems are related to the stock market and trading strategies. They have roots in the martingale theory, random walk proces…

Started by Mirko Krivanek

1 Dec 29, 2010
Reply by Andrea Lionetto

Dow losing 600 points in a few minutes: no technical glitch, no foul play, but a natural cause?

Nobody will ever know the exact cause of this historic collapse (the largest intraday drop ever) followed by a recovery within a few minute…

Started by Vincent Granville

3 May 8, 2010
Reply by Vincent Granville

Old paper, new member: Evolution of trading rules for the FX market, Håkan Jonsson

Hi, Since I am new to this group I thought I should introduce myself by pointing you to the only paper I published in this field: Evolution…

Started by Håkan Jonsson

1 Apr 4, 2010
Reply by Håkan Jonsson

Association of Computing Machinery presents Data Mining / Machine Learning “Camp” March 20, 2010

Date: Saturday, March 20, 2010 Time: 11:00 to 7:30 pm Location: eBay 2161 N First St, San Jose, CA 95131 Beverages, Snacks included with…

Started by Patricia Hoffman, Ph.D.

0 Feb 25, 2010

ACM DMSIG – Large Matricies beyond Singular Value Decomposition 3/22/2010

Location: LinkedIn, 2027 Stierlin Ct., Mountain View, CA 94043.  Date: Monday March 22, 2010; 6:30 pm Cost: Free Speakers:  Andrea Monta…

Started by Patricia Hoffman, Ph.D.

0 Feb 25, 2010

Forget about Liar’s Poker; High Frequency Trading is all about the quants!

By Andrea Henderson, Examiner.com In a July 23, 2009 New York Times article entitled “Stock Traders Find Speed Pays, in Milliseconds”, Cha…

Started by Vincent Granville

0 Nov 11, 2009

Silicon Valley Data Mining Camp, Nov 1, Mountain View (free)

Un-Conference, Free Event http://www.sfbayACM.org/?p=894 LOOKING FOR SPONSORS LOGISTICS: • Date: Sunday, November 1 • Time: 12:30 to 7:00…

Started by Greg Makowski

0 Oct 17, 2009

Interesting blog

http://wjmc.blogspot.com/ Recent entries: * August (4) o Statisticians in Demand o Controlling vs Collateralizing Risk o In Defense of Fi…

Started by Vincent Granville

0 Aug 7, 2009

ACM 5/13/09 in Palo Alto, CA: Using Neural Nets to Enhance Rule-Based Trading Systems in Quantitative Finance

For remote people, or those with a conflict, we will post a video and PPT after the talk. See links from our web site, or go to www.fora.tv

Started by Greg Makowski

0 Apr 27, 2009

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