Recent content by johnnyqpublic

What about in the case of futures, where you're not getting rebates?

Wants more tax revenue from top earners.

Obama speaking.

Trolls will troll.

If you read the Wikipedia article on the S&P 500, it explains how the weightings are calculated.

Why not test this at a discount FCM where you can trade intraday ES on $400 margin per contract? They will let your equity dip below $400, just not let you open new positions at that point. So, deposit $1000, decide where your mental "kill switch" is, and let it rip. If it turns out bad...

Ah, got it.

Actually didn't notice any examples wrt net asset value in the article. Perhaps a different article?

http://www.nasdaqtrader.com/trader.aspx?id=CircuitBreaker That's how.

http://www.thestreet.com/story/11468126/1/bats-global-flash-crashes-on-ipo.html Anybody see that happen? First I've heard about it, but wasn't watching.

I've never parsed an IQFeed news message, but I have parsed their quotes in several languages. Separator is a comma.

I've discovered a fix for this, thanks to this thread: http://forums.dtniq.com/index.cfm?page=topic&topicID=3088 Just do what Steve says and leave something connected to the L1 port indefinitely. I do this by leaving "nc 127.0.0.1 5009 > /dev/null" running somewhere on my system, and problem...

Meant to reply to this (much) earlier, but forgot. I've posted an example here: https://gist.github.com/2162725

Yes, this is almost certainly the way to go if you're going to backtest in R. If you have questions about quantstrat or related things, and you know how to use IRC or want to learn, you can come visit the #r-finance channel on Freenode. Myself and others (including one of the quantstrat...