Recent content by jordanf

Can't help you there that thing looks like a mess seems like it would make a good case study in poor ui design... I mostly use BookTrader in TWS and Matrix/Chart Trading in TS but again I don't need fancy just Limit/Stop/Stop Limit orders.

I use to use TS for both charting and execution, then moved execution to IB while maintaining charting at TS, and now I am actually moved much of my execution back to TS. * Caveat - I trade exclusively futures on a longer time frame (and consequently lower volume) than pretty much everyone...

The national average is $10,000 a year? Some places must be really cheap because the district I live in spends $29,865 dollars per student in K-12. And on top of that it is one of the worst districts in the state, and probably among the worst in the country.

To be honest most if not all the functions in ta-lib are pretty trivial and you probably only use a small subset of what is in ta-lib so why not code the indicators yourself?

Aren't the credit agencies the ones who will determine if whatever action is taken on Greece's debt consitutes a default? Gee, I wonder if the timing of this announcement has anything to do with that......

omg, if you do end up in this area for any reason go to Laspada's - hands down the best sub I have ever had in my life. I've never had anything even in the same universe. My mouth is watering just thinking about that place.

I'm no tax expert but living in NY and dealing with taxes here I would be absolutely shocked if NY and NYC didn't "wet their beak" in this scenario.

First, hopefully you understand the pitfalls of applying Kelly to a trading system. But anyway.... Lets say you have a stock system where you take profits when the stock moves 2% in your favor, and stops out when the stock moves 1% against you. These are the only two outcomes (haha). The...

I'm not sure what is so special about Gap you could pretty much fill in XXX with any business in America (or at least any business whose main revenue source is not the federal government).

Maybe, but I suspect there are a LOT more high-performing salesman than there are high performing hedge fund managers.

One thing that definitely seems wrong is how you are handling rollovers. Did you do this backtest on a unadjusted continuous contract? For example: Buy 2/11/05 Sell 3/1/05 This trade is held through a rollover and it's pretty clear from the prices quoted you have allowed yourself to...

So I'm no economics major but I am pretty sure that combating a fall in demand by raising prices wasn't what I learned in Econ 101.

At best you get oatmeal-raisin. Didn't the jobs number actually come in weaker than forecast?

We are talking about the (real time) market data fees. And yes, all the historical data is included free with the base fee.

It is my understanding you can get a TS subscription which allows you to use the software without an account for something like $250 per month. I don't think it is limited to non-US, but maybe I am wrong. It drops to $99 (or free, depending on activity) if you have a brokerage account. Lots of...