I posted this on another topic but it looks like what you guys are talking about, can anyone help me understand this?...
I did a lot of relational database query tuning a very long time ago, so the following is dated and maybe no longer relevant. FWIW, here is what...
Sorry for getting off topic but you mentioned stocks getting pinned to a strike on expiration day. Could you tell me how that works? I have...
see if the answer is in here. I think these guys reconstructed the limit order books during halts or something like that....
I took another look and it is not as exciting as I thought. For 1/3/00 - 4/5/07 the average difference between yesterday's high and close was 11...
With some programming you can do this with SAS. It's what most academic finance researchers use, and they do a lot of studies where they backtest...
find the customize layout option, you can get the stop price to display
I was kind of skeptical but looks easy to test so I tried it with some S&P500 data I had lying around. It actually looks like it might work for...
Also sometimes trades are reported slightly slower than quotes. I am talking about normal conditions, not just late reported trades. It used to...
Maybe these are real trades that "walked the book". That means the trade was for a larger size than the bid or ask size and executed against the...
I was an engineer and I (sort of accidentally) ended up working in finance but not trading. I got an MBA thinking I was going to go into...
I am actually reading a paper on this now and trying to figure out if I can come up with a tradeable strategy from it. They use monthly returns...
OK I'll bite, what are these numbers? p-values from some kind of statistical test?
How long are you going to live there? IMHO if you are comitted to staying indefinitely and would be willing buy the stock on margin anyway this...
I can't believe this thread is still going on. Here's my reaction to the last 30 pages of posts ... To the guys who succeeded without a...
Don- Thanks for the repy. But I actually meant why can't the company trade in its own options in the company's account, like the way they do...
I have been wondering about something related. Can a company trade its own exchange traded options? I am sure you can't load up on your own...
Merry xmas to you too! I basically agree with you in general, if one has a goal and college is not the way to get there cool. It just sounds...
Would you give the same advice to somebody thinking about quitting high school? If you are not 100% into it don't bother? It seems like many of...
To WallNBroad and anybody else in your shoes: Just finish the damn degree! I did school when I was young and again in my 30's with a family...
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