I don't know, maybe I'm ignorant. But, that sounds like a great opportunity. Also, who cares if you don't have "Harvard quality"...
Thanks Vega, From the ISE -- which says that these rules are similar to other exchanges (easiest info I could find): The maximum spread for...
Are there imposed restrictions on how wide the bid/ask can be? If so, what are they? Is it likely that a market maker could be violating those...
Satyrican, Tantalizing post. Do you do stat arb? Either way, can you elaborate more? I am not a quant, but stat arb has always fascinated me...
That's hilarious...I don't often run into people from Parma...that's where my wife is from...
Sorry this was so sloppy. Just slapped it up to give an idea of what you might try. Slopemin was supposed to be whatever slope minimum you were...
Maybe I'm missing something, but if you just coded: inputs: malength(20),slopemin(1); if...
HD, Thanks for the great response...this was very helpful! MYD
I was doing these until recently on the indexes...but the volatility drop just sucked the profit out of them on a monthly basis. HelloDollars,...
Have you tried sending a message to the BB help desk? When I used to use BB, I found them very responsive
surfer, It's also my understanding that while the system was mechanical, they could use discretion on the particular commodities/futures they...
Spyder, Thanks for the quick reply...i'm sorry but I'm a little confused...which software did you recently purchase for scanning? Was it Zacks?
Spyder, Your post comes at a timely juncture for me. I'm in the middle of Lowenstein's bio of Buffet, which as led me to put Graham's...
That's funny...I've got position trade shorts on both PHM and SPF. Oops...oh well, we'll see...my short thesis is essentially playing interest...
Hey Dave...long time no chat. What's up? I will say this. I think Dave's book is worth a read for any trader. Even though I'm not swing...
Chris, No Ill will. Sorry about the jokester posts on your previous thread. Good luck with United. Peace, Mike D.
I'm not from NY, but just got back from a 6 week stint there. I agree with Bri22...I have family in Westchester County. The place is very scenic...
Just got back from 6 weeks in NY. All I have to say is Chicago rocks. It's driveable, it's green, no trash on the sidewalks...and the weather...
Trading Systems that Work - Thomas Stridsman (also look for his new book to be released in August) The book is more about how you construct and...
Is this up to a certain amount of shares? Like $5 up to 1000 shares?
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