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  1. List of Tradable Securities

    Does anyone know where I can find an up-to-date list of securities trading on the Nasdaq and NYSE? I just need a list of the 7000+ tickers for...
    Thread by: Corey, May 6, 2009, 7 replies, in forum: Automated Trading

  2. did i apply curve fitting to my system

    Ignore my comment at your own risk. I agree with you -- not every system works in every market -- especially if you develop niche systems....
    Post by: Corey, May 5, 2009 in forum: Automated Trading

  3. Definition of a trend

    A potentially beautiful discussion for the mathematical minded ruined by metaphor gibberish. Well done, gentlemen! Next time I try to use math...
    Post by: Corey, May 5, 2009 in forum: Strategy Building

  4. did i apply curve fitting to my system

    Yes, it is. You went back, say what didn't work and tweaked it until you got the results you wanted. That is like me taking my models back...
    Post by: Corey, May 3, 2009 in forum: Automated Trading

  5. Sharing Resources: Let's Not Reinvent the Wheel

    Updated. Thanks guys.
    Post by: Corey, May 3, 2009 in forum: Automated Trading

  6. Definition of a trend

    So why not use a non-linear curve fitter to crunch numbers overnight and go long/short the securities with the highest mu/sigma ratio? It's...
    Post by: Corey, May 2, 2009 in forum: Strategy Building

  7. Any good book on Statistical Arbitrage?

    Great quote from Wilmott forum's on Correlation vs Cointegration:
    Post by: Corey, Apr 28, 2009 in forum: Strategy Building

  8. Any good book on Statistical Arbitrage?

    Anyone know any papers about risk-management in non-market/sector neutral pairs trading strategies? e.g. PGE-LLY vs XOM-BAC (not saying they...
    Post by: Corey, Apr 28, 2009 in forum: Strategy Building

  9. OCaml.

    My guess is that the firm in question is Jane Street? They have been using OCaml for a while now. The biggest benefit is the type safety....
    Post by: Corey, Apr 22, 2009 in forum: Automated Trading

  10. The one thing I never understood...

    ...talk about a thread necro :eek:
    Post by: Corey, Apr 4, 2009 in forum: Automated Trading

  11. Nassim Taleb Says Geithner’s Bank Plan Will Fail

    I still don't understand what gives Taleb credibility ... just because he wrote two semi-entertaining (though highly narcissitic and blatantly...
    Post by: Corey, Apr 1, 2009 in forum: Wall St. News

  12. Matlab Trader Group

    I got excited for a moment -- I thought you meant <a href="http://en.wikipedia.org/wiki/ML_(programming_language)">ML</a>, not Matlab... Anyway...
    Post by: Corey, Mar 9, 2009 in forum: Automated Trading

  13. No iPods, iPhones for Bill Gates’ kids

    Given that Gates' image is strongly associated with MSFT, it might send a bad message to shareholders if his kids are using the competition's...
    Post by: Corey, Mar 4, 2009 in forum: Wall St. News

  14. Matlab Trader Group

    Been using Matlab for some scientific computing projects. Would love to join a group about trading with matlab...
    Post by: Corey, Feb 25, 2009 in forum: Automated Trading

  15. Sharing Resources: Let's Not Reinvent the Wheel

    Thanks for the links Stox. I'll update ASAP. Trading BLOX Free Historical Data: http://www.tradingblox.com/tradingblox/free-historical-data.htm
    Post by: Corey, Feb 23, 2009 in forum: Automated Trading

  16. Summary of a small disaster

    How much correlation (more importantly, covariance) analysis did you do between strategies? In my eyes, there are three primary ways to create...
    Post by: Corey, Feb 19, 2009 in forum: Automated Trading

  17. Looking for the Worst Automated Systems

    I thought the returns over the last year proved that they did! ZING! Yuk yuk yuk yuk...
    Post by: Corey, Feb 13, 2009 in forum: Automated Trading

  18. Sharing Resources: Let's Not Reinvent the Wheel

    Added a few more libraries for Ruby and Python. Still looking for more libraries!
    Post by: Corey, Jan 15, 2009 in forum: Automated Trading

  19. Simple live feed calculations

    Typically, you would use a broker with an API that you can use within your C++ application. You might be able to use hooking libraries to...
    Post by: Corey, Jan 14, 2009 in forum: Automated Trading

  20. Sharing Resources: Let's Not Reinvent the Wheel

    List updated. Thanks for the additions guys.
    Post by: Corey, Jan 13, 2009 in forum: Automated Trading
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