Quants and Engineering

This is an interesting post for those of us involved in using our engineering backgrounds to create trading systems. The message: Don't rework the basic equations to make it look like the elephant can fly.

Revenge of the Nerd a Newsweek article.

Twitter - Follow Henry

You can follow the trading activity of a number of the Henrys on twitter. Follow henrytherobot at twitter.com to see each entry and exit point.

A signal looks like:

henry3NPI4[1,10] BUY: usa/HOLX Q: 589 P: 11.73 - 2009-05-21 3:59pm

henry3NPI4 is the robot running the henry trading strategy
[1, 10] says [pool, ticket] this says pool 1 has taken the following trade with ticket 10 and it is buying on the US market HOLX 589 shares at $11.73 each at the time stamp shown.

There are five active pools and this robot can have all five holding a stock at once.

Note: not all tweets sent to twitter get through... they have a problem when their tweet queue gets too long it simply drops new arrivals.