Recent content by braincell

If you mean current events, then you need a digitalised news feed (Reuters comes to mind) and algos to read the news. It's not cheap for a retail trader, but i'm guessing you're not at retail funding level either. If you mean historical events, i know of one mergers database but it's only...

@ all the previous posters, mostly agreed, especially sj8070 @ OP : Just read the paper, what these guys and I are saying is in there, plus a free strategy for selling "insurance". I was just assuming the OP was focusing on the decay when selling options, probably due to his nickname, but...

I remembered this paper too: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2255327

You can buy a VIX based ETF but it will constantly go down. It's called "Theta". Volatility as measured via VIX (or implied options volatility) is measured accross multiple expiries and strikes, and the theoretical value of the VIX can move for free from one expiry to the next because it...

Don't waste your time. Speaking from years of development experience. Do something useful, cut costs, and forget the dream you had that morning.

The spoo looks like it's sooooo going sideways this week... many reasons.

This was a kind of specific situation. I was watching a closed-end-fund which started trading from 1% premium to 10% in 2 days. I put the bid-ask and trades chart as well as time and sales (as well as lvl2 for multiple exchanges) on one screen and observed it for 4 hours. There was substantial...

The most troubling part (imho) is still the wash sales. The SEC/CFTC isn't worried about fake orders or no-bid situations since there's no real way to stop that - computers or not, markets are markets and this can happen. I've actually seen wash sales myself on a live data feed and it was scary...

Sold 163.98

Bought SPY 163.25 to sell at/near the close. My second ever public trade (i think).

I didn't see FI go up across the board, only a tiny bit. Dumb money was pushing this rally, there are many funds that have to rebalance at the end of the month. At the end, we're only speculating so that's my thought. For a risk-off mode i'd look to see things like municipals go up.

I tend to agree. The crashtastic close was just rebalancing on equities high and bonds low. It should be a good monday unless everyone is interpreting QE as already over, which is the kind of ignorant assumption i tend to believe intelligent market participants are not undertaking.

Buy a dedicated server and install custom software on it that checks your positions and/or a database of safety checks you designate. It will be separate from your network and power grid and many of the dedicated server hosting companies offer 99.9% guarantee of up-time. The details of doing...

Hehe, yeah that's true, my first thought was "if it existed, there would be liquidity issues" but i would look at those separately. It's better to have something than nothing i guess. It's just an idea at this time which, if feasable, would really help out with my model, even if the high impact...

I pay my data feeds so it is not a price of nothing. I am looking for information, in the form of tickers. I don't look at historical charts, i write Matlab programs that do that for me. It is a fact that markets move less over the weekend (the mean is lower) but there were a few tail events...