absolutely. - jaan
whoa, amid all the sparring in this thread nobody noticed who just posted here......
bigger spreads. - jaan
a quote from the article: "This proves active investing is a loser's game. Some can win." that's just like saying "professional athletics is a...
FWIW, i don't think your logic is entirely sound. it does not directly matter how much daily volume there is in the stock your system trades....
yes, light. you're talking about michelson-morley experiment in 1879: http://www.google.com/search?q=michelson+morley - jaan
good question. let's see. that's taking 126 trades of about 11% avg profit (not considering margin), and compounding the profits. i can see...
oh yeah :) but arguably that's just a more striking name for the first ("fooled by curve-fitting") phase. well, one way of looking at it is to...
welcome to system trading. looks like you managed to skip the first "fooled by curve fitting" phase (good for you!), and have entered the second...
SMART routing, right? i've learned that SMART does not handle odd lots too well -- basically, whenever the current best bid (ask) is an order that...
well, considering the entertainment value... a buck and a half? - jaan
why do athletes participate in olympics? because they're clueless about probabilities? - jaan
FWIW, i have found that the opposite is true. basically, the more money (in absolute $$$-terms) can a strategy handle, the less likely it is to...
we log all nasd, nyse, and amex ticks daily. it's about 1.5GB of data -- not exactly what i would call "little to no space"... to the original...
no-no, it's not as bad as it sounds -- DNS records are totally separate thing from the actual data the servers hold. DNS records are basically...
i would not be surprised if realtick/TAL users (such as myself) will not be trading on monday -- realtick servers have been completely...
FWIW, we use IB as our broker, and simply converted our acct capital to EUR. you see, IB lets you to trade US stocks even if your capital is in...
ditto to that. i've also seen orders disappear. the account window has always worked. i use an ancient version of TWS though w/ API. correct. TWS...
thanks, aphie, for a challenging puzzle, having me to brush up on my combinatorics, and ruining my weekend... :) so here we go: as several...
not really. the tests will usually remain negative for the first couple of weeks, because the hormone they react to has not reached detectable...
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