Book: Chasing The Same Signals
Managed to finish Chasing the Same Signals yesterday on the BA flight. Here are a few thoughts:
- Page 22, The Legend of DoDoMo Man
- Page 48, The Black-Box Community – provides insight into the privacy
- Page 76, Market-Neural Strategies offer a good overview – alpha and beta
- Page 108, The Most Active Investors – this section introduces Automated Market Making (AMM)
- Page 113, Pinging the Book – provide some background on a topic that has been in the press a few times
- Page 122, The Impact of Tracking Risk – “tracking error”
- Page 137, Trends in Order segmentation – provides a view on high and low touch, terminology that is often talked about in the context of Single Dealer Platforms (SDP)
- Page 166, The Search for Signals – I remember when it was all the rage to hire “weather” scientists on Wall St.
- Page 169, Location Data – the new “weather” signal?
- Page 169, Search Data – the structured/unstructured world. The only think missing in this chapter is Twitter data
Overall, a worth while read.
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