How do you intend to differentiate between directional & non-directional volatility? Eric
I commented on the Conde Nest Article just now....
I believe you are talking about tom basso from market wizards right???? I think the idea behind scaling out of positions that have too much...
Unfortunately most people wouldnt know a good fill from a bad one, so they dont think this tax would impact them at all............ Does anyone...
On the bottom of this page - http://www.smartquant.com/products.php videos #5-8 should help. I'm surprised that nobody has set up a small...
Were you able to find the videos on their site on how to do this? I know they have videos on how to connect to different providers. I do not...
If you can write software why not go with something like an OpenQuant or MarketCetera type platform on a hosted server? It sounds like you need...
Write some naked puts to get into them & then sell calls against them Thats one that comes to mind. At least that would drop your break-even...
Wayne - I too have done a lot of business process re-engineering & Best Practice Implementation work professionally. I previously worked for a...
I have read some of Andrew Lo's other papers.....they all seem to be a good read. Some interesting ideas/concepts are discussed in them. I...
TS - Are you looking for something like Esper? http://esper.codehaus.org/ Also, supposedly this is going to be hooked into the MarketCetera...
Dr. Z - Did you think about selling them on a land contract? That may reduce your headaches in dealing with shorter term rentals & maintenance...
I think its a bit early yet, but the idea is very solid with the caveat being that the area you are looking in has positive population growth. I...
I am in a similar situation.......the thing that made the most sense to me was to find 3 or so CPAs that understand this type of tax law and see...
I highly doubt that posting general concepts about system development money management, position sizing, weighting between systems, pyramiding,...
I do not understand how outliers can be handled by money management & position sizing while not drastically undersizing the positions that would...
My first thought when I read this question was that it was very similar to asking 'Who the fastest horse is in the glue factory?'
Cutten - Interesting post, this concept is something I will look into further. Although the participants in the market may have changed...
OEC has a .net based API that would likely be a much better solution. If you are set on OEC and just want to run an already built system then...
I have not yet used it on a live system, but have a copy of it that I am using in developing a system. There are a lot of threads on the...
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