主要是股票。
所有跟帖:
• 你那時就能賺到工資的20倍,說明你的模型很成熟了,現在資產應該上 -jessefan- ♀ (21 bytes) () 05/18/2012 postreply 06:14:46
• 我辭職不到4年。最近兩年模型盈利下降。 -trendspike- ♂ (0 bytes) () 05/18/2012 postreply 06:17:02
• 數學模型,電子交易太多?不是說GS雇了一大堆人在做模型嗎? -jessefan- ♀ (51 bytes) () 05/18/2012 postreply 06:19:45
• 市場有很多小Niche -trendspike- ♂ (0 bytes) () 05/18/2012 postreply 06:24:01
• 知道的人多了用的人多了就不管用了? -jessefan- ♀ (0 bytes) () 05/18/2012 postreply 06:39:54
• 因為現在市場清淡,剩下的都是老油子。 -trendspike- ♂ (0 bytes) () 05/18/2012 postreply 06:45:40
• in other words, the market has become more and -Jeepster- ♂ (135 bytes) () 05/18/2012 postreply 06:48:25
• 行家裏手的評論。 -jessefan- ♀ (0 bytes) () 05/18/2012 postreply 07:11:01
• can not consider myself as "行家裏手" -Jeepster- ♂ (165 bytes) () 05/18/2012 postreply 09:24:06
• One is very lucky to have the opportunities to meet -jessefan- ♀ (123 bytes) () 05/18/2012 postreply 09:52:09
• I think so. -Jeepster- ♂ (276 bytes) () 05/18/2012 postreply 10:14:47
• wow, you are really deep into the trading profession. PFPF. -jessefan- ♀ (78 bytes) () 05/18/2012 postreply 12:46:21
• just curious, how's your model's performance last August? -Jeepster- ♂ (31 bytes) () 05/18/2012 postreply 06:50:22
• Sharpe Ratio 是 6.7. -trendspike- ♂ (0 bytes) () 05/18/2012 postreply 06:54:25
• 上麵兩位聽上去都很專業呀,這裏藏龍臥虎。 -jessefan- ♀ (0 bytes) () 05/18/2012 postreply 07:10:32
• very sharp. what's your Beta ratio(vs S&P 500)? -Jeepster- ♂ (0 bytes) () 05/18/2012 postreply 07:11:41
• just in case anyone else is also curious, -Jeepster- ♂ (182 bytes) () 05/18/2012 postreply 07:43:32