Recent content by quant168

Execuse me, $12.75 was day low and happened at 9:30:22 and my source shows it traded only 100 shares :D

I would really appreciate anyone who can give a hint on typical annualized returns of pair trading of stocks. I've read so many posts this weekend through this thread yet to find one.

C# + http://www.dinosaurtech.com/utilities/ It takes several hours if you know both.

I hate to say that China is more and more like the old capitalism US and US is more and more like the old Socialism China.

Here is one that I wrote. http://aspspider.info/quant/ The algorithm used to calculate is here: http://www.elitetrader.com/vb/showthread.php?threadid=53551

This is still valid. The data is upto end of May. Thanks

A Martingale betting system always gives people a nice curve for most of time. But it has its own limitation. It is not an edge.

Tadpole shrimp? http://simple.wikipedia.org/wiki/Tadpole_shrimp and http://www.caver.net/shrimp.html Ducks and chicks like to eat them. So I used to caught tons of them when I was about 8 years old to feed my hens hoping to get more eggs out. I still think I was doing something more...

please see attachment. It should be straightforward.

Answer is no. I am not sending anything over 100M through email.

Someone wanted a sample look of the data stored. Well, they are stored in .MDF files (Free Microsoft SQL Express can read them). I strongly suggest you work with a database instead of flat files. But it is up to you. I can export format that you want, just let me know. I attach screenshot of...

Hi all, Maybe I should provide a little perspective to clarify what is going on. It might be helpful to people who like to quantify their tradings as much as possible. I was determined to trade only on statistics 3 years ago because I didn't think I could beat the market based on my own gut...

I missed 2 or 3 days. You can tell once you receive all files. If you want to import them into your database, I can make several huge .txt files and compress them into DVDs and each DVD contains one compressed file. Payment to paypal: xiaofan4262@yahoo.com. DVDs will be sent to your confirmed...

Please check your private message box. Thanks.