Compliance with Regulation SHO began on January 3, 2005. The Pilot Program starts May 2, 2005 and is scheduled to end on April 28, 2006.
http://www.nyse.com/regulation/regulationsho/1114512102403.html
today's premarket, i bought BKHM at 8.31, and it dropped to 8.2x
it was about 9:29 or so, and i tried to cut the position so i put my offer @8.31 using ARCA
wow, filled me @8.49
i never know that ARCA has the price improvement,haha
2 fills
COP short@61.40 winner which is a very good position
TYC Short@30.65 loser
to mnx
i'm now using Esignal's DDE to import closing price into excel, but there's no beta qualifier that esignal provided.
and what's worse, the close price is not correct.....i took the...
2 fills out of 18 stocks
all're winners
AA long@30.31
COP short@60.25
both are good positions today, all i have to do is to take the profit
considering to place more orders and 500 shares/each next week
4 fills out of 14 stocks
1 short, 3 long, all losers
today i increased the envelope from .005 to 0.006 and some 0.007, but didn't work well today.
CVS short @26.58
WMT long@45.96
S long@25.08------>got out too early!! or...
MRK long@32.92
total -0.1x
about the beta
to mnx
where do you get the beta, i rarely got my beta >2, except for AMD.
to all
how can i calculate my own beta using EXCEL or something else?i wanna customize the beta but i don't make it with Esignal, it seems like i must do it myself.
any information would...
4 fills, 3 long 1 short
winners:
VLO long@51.50
AA long@29.37 === get out to early,.37 is almost the day low
NEM long@53.02
loser;
MRK Short@32.10, take the loss@ 32.30
MRK was upgraded by mogan stanley, and gap up, what do you guys handle the news? i put my order as...
have a question here:
where do you get the beta value?
i've found different beta site to site, beta of TWX in NYSE.com is 0.86 but MSN.com is 2.14
what a huge gap
which number do you apply to your spreadsheet?
thanks
hi, i am new to this strategy and today i placed some orders to have a test, all my orders is 100 shares.
envelope +0.5%,-0.5%
i enterd 30 stocks and 7 filled,3 loser,4winner
vz long@30.51 loser
hpq long@28.86 winner
amd short@30.85 winner
nem short@52.8 winner
jpm...