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Present yourself here with a few words

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Started by JohnLast 2109 days ago Replies (2)

Hi present yourself here with a few words. Everybody is welcome.

    hyper_critical 2099 days ago

    I just joined last night so I'll kick it off. Absolute pleasure to have come across beathespread and some of John's other work. I'm an analyst/trader at a macro HF, trading mostly fx forwards, opts, and equity derivatives. We approach markets from a complex systems perspective, and it's very rare to come across someone else working on similar types of research/development in this business, let alone stumble upon 400+ people hiding out in some corner of the web somewhere : )

    I studied financial economics, but got into fractals/nonlinear systems in my search for something that made even just a little bit more sense than the iso-variance ellipses of MPT were teaching me. Like many, became obsessed, and am mosty a self-taught wannabe applied stat phycisist on the side.

    I checked the ego about 6 months ago (some machismo/Napoleon complex aversion to being open to social media) and joined Twitter...some really great individual/pro traders on there. A few who are into systems development and are very talented. Anyway, I'm @hyper_critical, don't give a shit about how many followers I have, but if you have any interest, there you go.

    I currently have an unhealthy obsession not with HFT so much, as most understand it (front-running, quote stuffing, etc), but with market structure in general. Some fascinating things going on if you look at the unprecedented amount of vol selling, commercial vs. spec COT data, and intraday options dynamics. That said, I'll wrap up this introductory post with a piece put together by Marcos Prado, top guy at Tudor Invvestment Corp. Look forward to finding some truth with you all.

    HC