Recently, I read Scott Patterson’s (@pattersonscott) Dark Pools, the somewhat disturbing recent history of high frequency trading, packaged in a superb narrative that is probably the closest to a Bond thriller that the industry will ever get. He eloquently points out the twists and turns that lead to where we are today. Starting with 24 dead … Continue reading
Recent PerformanceUsing Bloomberg to track my personal trading portfolio.
So far, I'm outperforming a FTSE index tracker on a gross basis. This graph is subject to all the usual biases especially selection bias, instant history bias, and looks good on a blog sidebar bias.
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Lukasz Szyrmer, CAIA
About the AuthorJoin Lukasz Szyrmer to discover more about hedge funds, algorithmic trading, and agile software development. This blog's author, Lukasz, works in the hedge fund industry as a software developer. He is a Chartered Alternative Investment Analyst, and holds no formal technical qualification of which he's aware. Read more
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