Actually they are negative in short time frames b/c of bid ask bounce. It's a simple mathematical proof to show that even with purely random...
Don't have time to check your math, but the expectation will be zero regardless of where you start from. The logic T4A outlined applies the same...
I've seen an academic study that showed how remarkably correlated the short term returns are on companies whose tickers look very similar for no...
Yes, but that's just one nuance of it. A lot more can be examined. E.g. which subsets where affected in which ways etc. This can have...
You seem to have a total abscence of any sense of humor as well. What I'm proposing is not based on any of my percenptions. I would be...
Could be, I haven't had the time to read the whole article.
The reason I wrote it the way I did was b/c I was frustrated noone showed any interest. I thought people would jump at the idea. Apparently I...
whatever, I don't care how you spend you time at all. I'm sure you have a number of ways to keep yourself entertained. I WAS suggesting a...
:D LOL. You might be right there. I might be opinionated like most of my opponents, but I'm also open minded if someone presents a convincing...
What you have been doing is not nearly as effective as what a study of this nature would do. don't you get it? even if you ARE right, even if...
Thanks for understanding, richtrader. I was in fact being sincere. I personally happen to believe the PDT rule probably did more good than bad...
What the f### is wrong with you dude? Why are you so bitter? I WAS being sincere, I would be very interested in looking at the effects myself....
Just came across this paper: *********************************************** "A Century of Stock Market Liquidity and Trading Costs"...
You make some interesting points. Obviously smart money isn't as "smart" now as it used to be. There's a paper by a guy from Arizona State (or U...
Actually, we are in the process of reorganizing our venture to do smth similar. We started with a plain vanilla LLC with several investors but...
Why would someone starting such a venture prefer an LP to an LLC? If you are managing the fund, wouldn't you (the manager) have unlimited...
Not a single reply? :D So I thought. It's one thing to whine and complain about how the rule supposedly sucks, it's completely another to do...
Hey, how about this, if y'all convince some broker to provide me with account level data for a <b>representative</b> sample of small size traders...
:D LOL
I'll PM you in a sec.
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