I use something very similar to historical volatility in my calculations. HV uses close-to-close deviations, which works pretty well. I prefer...
I've attached a picture with two different weekly spread charts -- closing prices only, so the highs and lows of the spread are missing. You...
Hi William, I actually haven't tested it in a while, but the approach is the underpinning of my trading style. Of course, I trade only index...
Marty, I know this isn't the Holy Grail, but instead Linda's Short Skirt trade. From her website: Patterns, Set-ups, Analysis What is...
I've never lived close enough to what the phone companies refer to as a "CO" so I've never been able to try DSL. For the last seven years, I've...
Andy, Those are good times. It looks like you are averaging 51 milliseconds. For comparison, dial up would have run between 300 and 600...
Pingplotter provides a nice graphical representation of Trace Route data. You can get the information from a DOS prompt on your computer....
:) Sounds like the experiment was well worth your time.
Not anymore. It was just a little bit of trivial reminiscing I suppose. Kind of a way to support that I was an early customer. I'm really just...
IB, congrats! This is well deserved. I've had various retail accounts with you since Oct 1997 (account number ~1100, I believe :) ) when you...
Nicely done! For comparison's sake, I've run ratios using 3 minute bars. 0.77 was my result based on the three minute volatilities. So,...
Yes, they are one and the same.
Per the request of two of the posters, I've deleted the posts that started the heated exchanges and attacks. I've also tried to clear the posts...
OK all, a gentle reminder....please keep the discussion focused on opinions and issues. Personal attacks accomplish nothing constructive.
:p Well, I know you're kidding, but I did think of something. The problem is that there aren't enough of those Colorado "haters" and this place...
I'm living in the Fort Collins/Loveland, CO area right now. Before this, Boston, MA Houston, TX Irvine, CA Albuquerque, NM Santa Fe, NM...
Wow! If that's for real, you made 0.73 cents per share traded (which is about right for full auto) but only pay 0.13 cents per share? (I'm...
Hi Larry, http://www.elitetrader.com/vb/showthread.php?s=&postid=433643#post433643...
Can you reverse the logic in your system so that you can put a limit order into the market as a Good Til Canceled order? That way if the closing...
Hi Mike, I don't know. While I do post to this thread, it is technically not my forum (I cover Order Execution) to moderate. I will always...
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