So far, (with only two days experience with this), I haven't seen much of a change in the way Citi or JPM trades. The smaller trade throughs are...
My apologies, as this is a cross post. I was replying to the other thread, and it was closed in favor of this one.... Others have already...
Yes, iVolatility is the site of choice for Historical Volatility. The formula for HV30 is Std Dev( Ln(Close/Close[1]),30) * Sqrt(250) or...
I saw an extra line, NYLQ, with some additional size there. The size wasn't a duplicate of the line in the book at that price, so it appears to...
It's amazing how over time, you really get used to the way Ben delivers information. When I first started using his service, I couldn't keep up....
I'd say it depends..... Mostly, it depends on your style of trading. If you are trading highly correlated stocks on a short term basis, or...
While I haven't ordered as many computers from Dell as Eric has, my 2.4GHz laptop arrived about a month ago, three days after I had ordered it....
Bright has an office in Denver, specifically Lakewood. There are about 15 traders in the office, and it's probably one of the best groups of...
jaiko, Good point! I often try to get around this by having my code check the volume of those prints or the 1 minute bar, depending on my data...
baggerlord, I realize that all of this thread is coming off as very negative, but please realize that most of us have all been there. I really...
Yep, well, I was one of those witnesses. It sure was nice to see that P&L get so green so fast.... It seemed like every stock Don touched on the...
I just wanted to keep this thread alive for a bit longer... If there are any Elite Trader members in the Denver area, this would be a great...
LOL!!! Are you callin' us fun !!??? You'll tarnish your reputation in this area. :) Anyway, we're looking forward to seeing you next...
errrrr, OK, but you should know that our group has been called a bunch of beer-drinking, tech-talking, overoptimizing, programming geeks....in...
Don, I'll be there......and I'm already getting thirsty :eek: Will there be bonus drinks for the person who drives the farthest??? (Fort...
OK, this thread seems to have outlived it's topic. I'm closing it.
Hi pri, While there are many variables involved in this, (such as are you using a direct access system, how does your broker deal with your...
For me, last week was the worst so far for price improvement. I was seeing my trades go off in several NYSE stocks bunched up with prints two,...
I came across this page recently on the Arca site. http://www.tradearca.com/data/pdf/ECNsandETFs.pdf is where this quote was taken from.......
I think there will be a difference if you send an order that's inside the NBBO to ARCA. I'm pretty sure the software will "shop that order...
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