Recent content by GIG

Hopefully this is a quick question. Assuming you are trading stocks (in the 1000 share range), what would be the minimum daily volume you would look for? Cheers, Brandon

Hi, I've heard on more than one occasion that you should treat trading like a buisness. With that idea in mind, I was wondering if any of you full time traders set out any kind of yearly profit targets. If so, do you focus on net targets (i.e. bring in 200K this year) or relative...

Hi All, Last semester I conducted a research project on buying strategies in the stock market. This semester, my thesis will be focusing on selling strategies. Right now, I have two proprietary models that I'm going to try out. I'm looking for a basis of comparison to judge my results...

Maybe I'm not understanding the significance of the text, but I don't see anything new with the arcsinus theory. Flipping a coin: Law of large numbers states: 50/50 chance, period. In a million coin tosses, look at 100 tosses at a time as a smaller data set. Then, calculate...

Huh?? This is a grid computing (supercomputing) application story... From the article, I didn't get the impression that the bank was getting some kind of trading edge. They're just making systems faster - not any different from an individual upgrading their home PC (although the bank is...

"Let me say, I believe this will work best on index Specially these parameters are suited to S&P index" My young cousin believes in Santa and the Boogie Man. Whether you believe your method will work best on an index is irrelevant. From a research point of view, you should be stating...

Droth, You may want to look into something called the binomial cumulative distribution function (a google search for binom cdf will probably do the trick). The binom CDF function essentially tells you the risk (percentage wise) that a strategy you are using can be beaten by a random...

Abhay, I have done work based on your original inquiry. I have found that the probability distribution for your inquiry is closely related to the probability distribution of a random-walk process for n steps. For example, I studied the following question: If a given security had a...

You can search around on SourceForge for some open source packages, but I don't think you'll find any 'securities downloading' packages. You will most likely have to write that yourself. I use JFreeChart for charting, you can look them up at www.object-refinery.com Regards, Brandon

"Otherwise NZ is much like the US in the early'70's" hehe, are people running around in bell bottoms? :) I'll be moving to Christchurch in January/February... I've heard from other friends down there that broadband connections are much more expensive than in the US/Canada. Can you...

I can't comment as to whether or not there are any backtested Elliot systems, because I don't know any myself. I think one of the problems with the Elliot theory (from a backtesting point of view) is that the structure of the wave is relatively abstract. What I mean by this is that you...

"pulling info into the databse. ok one question. if data gets pulled into a database, this would then have to be done through out the day to update minute for minute, doesnt that get too size intensive?? " That's right. If you wanted to have a chart updated minute by minute, you would have to...