Saturday, December 10, 2011

Switching to english and what the heck I do for a living

Almost all blogs I follow (see blogroll) and most of the news I read are in english. Last week I spoke with Frank from Engineering Returns and found out that he is a German, too. So I finally decided to switch to the english in my posts. It is the language of the quant traders community.  I hope that I won't make too many mistakes.

In the near future I plan some posts about my current research regarding rotational stock and ETF-trading (Yes, Delta 1 products, ask UBS...) . I will use R as I currently learn that script language and I will use very usefull stuff and ideas from other blogs, especially the oustanding SIT (toolbox for backtests and charting in R) from Systematic Investor. I will focus more on the European ans Asian markets as I have a home bias as well. However because of a lag of accurate long term total return stock and ETF quotes I will also use US data.

My expierence and my current quantitative systems in live trading are more tilted to short term Futures. When someone asks me what the heck I am doing for a living I automatically remember this video. I like it, because it exactly describes my mixed feelings about my 'investments'.


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