

Quants, System Developers, and Traders - elboheme

What are your thoughts on this academic paper?&#60;p&#62;http://lfe.mit.edu/media/JunPan-INFO.pdf&#60;p&#62;Mark Hulbert wrote a piece on it in the NYT.&#60;p&#62;http://www.nytimes.com/2006/08/13/business/yourmoney/13stra.html?ref=business&#60;p&#62;My main question to the HN community is the following,&#60;p&#62;"Is this a strategy worth pursuing?"
======
rajat
I talked to someone who trades options and stocks every day and the comment
was that this is pretty well known; that the volume of calls and puts is
discussed pretty widely every day. Like all such information about the market,
once it's widely disseminated and acted on, the opportunity to actually act on
it successfully diminishes.

