You seem to be assuming that the banks are not using these strategies when, in fact, they are. As are many hedge funds. Certainly they will...
I agree also I guess you know this Berny, but I would argue that just seperating stocks into 2 groups isn't enough. Also need to split by time...
Looking up the posts of acrary is good advice. Sounds like you have already complemented one of your system's biggest potential weaknesses -...
Hey Jonny - why make the post so cryptic? Would be good to know who this "guru" poster is. Or even what you are refering to in NMW. If these...
Quite surprised at the cost of Factset. I had it for a while when I was working at an IB here in London but didn't think it was that costly. I...
Interesting post Mark. This raises the interesting question of whether switches can be effective - obviously your view is that they can. How...
1) The flat period would concern me unless I knew what was causing it. If you do not know, then some mechanism to switch off the system or...
Monitors are Viewsonic VX2025wm LCD widescreens. Decent kit. Laptop is a dual core Asus - won't bore you with the spec but it's not bad. I...
gnome - thanks very much for your help. i have finally solved the mystery - here's what was going on in case anyone experiences something...
thanks gnome yes - i had indeed tried the "extend windows over 2nd monitor" - or at least I would have except for the fact that it does not...
Hi guys - I know there are one or two computer experts out there so... I have just had to do a complete re-install of windows XP pro on one of...
Yup - TickData.com
i trade CL and have done for 6 months or so. volatility has gone insane recently - i've had to cut my trading size by approx 1/3 to adjust to my...
This book is well worth a read - not so much for the specific trading rules that LBR and LC suggest (most of these back-test pretty poorly these...
Downloaded a whole load of stuff from OpenTick. It's a great resource, but also fantastically frustrating due to the random holes in the...
Cheers - i'm looking into OpenTick - not sure how far back I can pull up data for. In the mean-time, I'm still open to offers!
Hi folks Here's the deal - I am looking for intraday historical data for NYSE Advancing Issues (ADV) on a 1 min resolution. I am also...
Thanks for the thoughts. Ride winners, cut losers can be good advice but it is not all that is needed in this case. Also, on posiiton sizing, if...
**sigh** it really can be hard work on here sometimes. no - that is not my point at all. i have done a significant amount of work on this...
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