haha..i just tried it and it worked fine so for the fun of it i went to google and did a search for it(like i think you did) and your right it...
check out market-topology.com they have some neat correlation tools.
someone please tell the s&p 500 that oil is reaching new lows and can go somewhere now :)
That is exactly how i trade my pairs. I very rarely layer a trade because my strategy is to just keep them for at most 2 days so layering would...
yup...thats what i was saying :) you would long both securities instead of going long one and shorting the other as would normally be done in a...
I am still working out positively correlated pairs so bear with me, but wouldn't you want to open and close the position in the same direction on...
Could you go into a little detail on when/how you layer and possibly what you look for?
How is the correlation of the pairs being determined? I understand statistical correlation and how it is calculated, that is not my question, my...
I think we found the brain behind the "Get a Mac" campaign. Seriously though, are those real questions or are you trying to be sarcastic? Your...
Much of the basic programming syntax is the same between c++ and c# , but since it is a "progression" in the language there are caveats. The API...
intro -- Unless there is a very specific reason that you want to use c++ it would be better for you to learn c# instead. Obviously that is my...
do you have a basket of stocks that you trade with or do you have real time scanners to find your candidates?
Life is a succession of lessons, which must be lived to be understood. âRalph Waldo Emerson
It varies per stock based off of my plan, but total round trip shares for the month was about 300,000 i.e. [150k BOT] + [150k SOLD] = 300k ....
<<< Paper >>> Monthly Objective Recap: Month 1 (May) - Complete framework programming and build basic plan for automating opening orders....
If you are going to use automation you have to be more specific with your stops, otherwise you will be too tight on some and too loose on others....
I can hear the brokers now "If you liked it at $151,650.00 a share you will LOVE it at $120,100.00!!!!!"
I like the way they think :) in fact that is what the overall is...however it is from those stocks that i get the stocks that i am going to set my...
Haha, yeah i cleaned up my act with my traded stops :) The overall is with no stops, no filtering, and holding until market close no matter what....
<<<< Paper >>>> Well.......like many of you, June was also a tough month for me. Not only did traded oo stocks fill their gap less...
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