Quote from the book, "My responsibility, since I manage a mutual fund now, is to my clients. It's no longer my responsibility to go on CNBC and...
Does anyone know which mutual fund John Murphy manages? In the recent book, The Heretics of Finance, he says he now runs a mutual fund. Was...
Yahoo data are survivor biased. Especially important issue these days.
I had three in mind, e.g. 20-, 50-, and 200-day. Wasn't sure if 20- > 50- > 200- was considered much more promising than 20- > 50- < 200-, or if...
Could someone please point me to a reference for how to interpret the relative position of various moving averages? I assume it is generally...
My busted trade from today: 9:35 Buy 1200 MI at Pegged Bid (Limit: 21.00) on ARCA - Reserve(Show=100) Executed 6bb22f52-c6-00gm 9:35...
Thanks for the help. The efficiency ratio appears to do the trick in most instances. However, suppose a stock goes up 20 one day and nothing for...
I'd like to backtest trends (mainly basic upward and downward trends), but I'm having trouble identifying trends with computer code. That is, I...
Are you getting a good short balance interest rebate at these commission levels ($0.003/share)? I pay more ($0.009-$0.01/share), but get a short...
Let me add that I only trade U.S. equities, long and short, approx. 750,000 shares per month.
I've been using RealTick and am considering a different broker that uses Rediplus. Is anyone familiar enough with both of these platforms to be...
No, we do not receive soft dollar perks. The interest rate paid on short proceeds is better with SLK than IB, but that probably adds up to an...
We're paying our Prime (SLK) 1.25 cents per share, $15 minimum per ticket. We average 500,000 shares traded per month and have an account size of...
So, for an account with $1 million in total equity, long positions totaling $1 million, and short positions totaling $1 million (assume the shorts...
Is there a general rule regarding whether one should enter a limit order vs. a market order, and how far the limit order should be placed away...
Another prime broker advantage compared to a low commission retail broker: A prime broker will typically pay interest on the proceeds of short...
Matlab has a compiler that will convert Matlab programs into standalone C programs. Given this flexibility, one could potentially write a program...
Did anyone go to the MathWorks seminar?
Anyone know how much effort it would take a professional programmer to, as Mr. Medved says, "put together the needed connector" between Matlab and...
Nitro, Presently, the Matlab Datafeed Toolbox connects Matlab to 4 different real-time intraday data vendors -- Bloomberg, Factset, Hyperfeed,...
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