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  1. How do funds create more shares?

    I don't have a source handy, but I think they actually do for equity ETFs. From what I remember there is somebody (maybe the fund itself?) that...
    Post by: black diamond, Jul 29, 2009 in forum: ETFs

  2. Volume analysis is to be discarded as it is "too much information"

    So here are the model results I said I would post last week. These results are for 1000 consecutive holding periods. Not fully realistic (no...
    Post by: black diamond, Jul 23, 2009 in forum: Strategy Building

  3. Mark Cuban's insider trading case is dismissed

    My vague memory from studying for the CFA exam is that the tipper cannot unilaterally impose a duty not to act by giving unsolicited information....
    Post by: black diamond, Jul 21, 2009 in forum: Wall St. News

  4. Volume analysis is to be discarded as it is "too much information"

    I'll do it, sort of. Not actual trades but I'll strip out some of the secret sauce and timeframes from my model and post my backtest results...
    Post by: black diamond, Jul 15, 2009 in forum: Strategy Building

  5. Volume analysis is to be discarded as it is "too much information"

    Thanks for the heads up, I lose track of who's who. Actually sometimes I suspect there is a computer generating a lot of these posts and there...
    Post by: black diamond, Jul 15, 2009 in forum: Strategy Building

  6. Volume analysis is to be discarded as it is "too much information"

    It sounds like you have started with a strategy that works and asked the question whether your setup means different things in different volume...
    Post by: black diamond, Jul 10, 2009 in forum: Strategy Building

  7. Volume analysis is to be discarded as it is "too much information"

    I agree but I don't see the point. Are you replying to somebody saying trading on volume is a sure thing? I think we all know it's a probability...
    Post by: black diamond, Jul 10, 2009 in forum: Strategy Building

  8. Volume--- how to use it and WHY

    I replied on the "Volume analysis is to discarded as it is "too much information" thread.
    Post by: black diamond, Jul 9, 2009 in forum: Strategy Building

  9. Volume analysis is to be discarded as it is "too much information"

    The short answer is I am not trading on now but I have built models I expect to trade on at some point where volume is important. I think the...
    Post by: black diamond, Jul 9, 2009 in forum: Strategy Building

  10. Volume--- how to use it and WHY

    Hey Thunderdog and Aceholic, It looks like this thread went to hell. I'll start a new thread (unless Surf or somebody beats me to it) and...
    Post by: black diamond, Jul 7, 2009 in forum: Strategy Building

  11. Volume--- how to use it and WHY

    I can't believe I clicked through 40 some pages of this thread. I also can't believe there is so much philosophical and psuedo religous...
    Post by: black diamond, Jul 6, 2009 in forum: Strategy Building

  12. Linear regression fit of stock prices

    It sounds like CRSP would do it for you. NYSE daily data back to the 1920's, also has NASDAQ and AMEX. I think it is super-expensive but most...
    Post by: black diamond, Jun 11, 2009 in forum: Trading

  13. Linear regression fit of stock prices

    I use SAS and it is very good for this type of analysis, but I don't think it is cheap and it is not super quick to learn. I hear R can do the...
    Post by: black diamond, Jun 9, 2009 in forum: Trading

  14. Risk Management for Swing Trading Stocks?

    I don't swing trade, but is there a reason you couldn't use collars?
    Post by: black diamond, May 18, 2009 in forum: Strategy Building

  15. Need Experienced Input Here

    You don't tell us what your ultimate goals are - competitive for what? The other posters advice is probably good if you want to be a systems guy,...
    Post by: black diamond, May 15, 2009 in forum: Automated Trading

  16. Definition of a trend

    I know all too well, I get brownian motion when ever I eat Mexican food.
    Post by: black diamond, May 6, 2009 in forum: Strategy Building

  17. The Arms Race in High Frequency Trading

    Sorry if I misunderstood, maybe I am not good at reading tone of voice online:)
    Post by: black diamond, May 1, 2009 in forum: Professional Trading

  18. Mutual Fund Inflow/Outflow

    Maybe so but I think it is a neat trick that their model identifies stocks that funds are about to dump ahead of time and they go down.
    Post by: black diamond, May 1, 2009 in forum: Strategy Building

  19. Mutual Fund Inflow/Outflow

    These guys have a model that predicts flows based on lagged flows and returns.
    Post by: black diamond, Apr 30, 2009 in forum: Strategy Building

  20. Any good book on Statistical Arbitrage?

    Thanks, I'll check it out.
    Post by: black diamond, Apr 30, 2009 in forum: Strategy Building
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