Recent content by spongebob

My question is can one reconstruct the true ticks from the messages transmitted by the CME? Having said that, I don't think most quote providers provide data in such a format...

If I were you I'd get the fastest AMD Opteron I could afford. Not sure if dual core or dual CPU is best for price/performance with Tradestation. I bet ochart.exe or orcal.exe is hogging up your CPU. In theory, in a dual core/dual CPU system these should be assigned to a CPU each. I am...

Have you tried the platform from Redsky financial? They allow you to clear through GS, Merrill, etc.

Here it is on Amazon. http://www.amazon.com/exec/obidos/tg/detail/-/1557389071/qid=1092305944/sr=8-5/ref=sr_8_xs_ap_i5_xgl14/103-3306041-6866217?v=glance&s=books&n=507846 Please read author's review, he provides link to a free (receive by email) book that has been recommended here...

typical pre-programmed neanderthal response as expected. The 'highly-creative' name calling in particular indicates a 'certain level of maturity' if not some cluster-B DSM-IV personality disorders.

ahh, yeah, thats constructive. Apart from the small reference to cash by the originator of the thread - and quite frankly that person was simply being honest, I see nothing that would qualify any of the posters as 'obnoxious' as you so put it. If anything, the posts have been informative and...

LTCM is still surrounded by mystique and inspires a general feeling of awe for many in this industry. With legends like Merriwhether, Scholes and Merton on the staff, its not difficult to see why. As to why they really went broke, I think it is a combination of factors. But the general...

be asked questions regarding 'mutant' looking code, which someone with a good understanding of C should be able to answer. However, I can also guarantee you some non standard questions on templates and STL, even some low level algorithmic questions. And for this you will need C++. For some...

traders in these firms will be paid more than that, a lot more! Having said that, a quant or quant-developer role is pretty cool if you're into the rocket science. Unless the terms "Ito's Lemma", "Martingale Measures" and "Stochastic Partial Differential Equations" mean anything to you then...

with your suggested filtering on "good companies", high EPS, etc, and perhaps waiting for confirmation of the stock's recovery, the Extreme RSI scripts required minimal changes to be tradable, more so to adapt to the trader's personality/preferences. Upward sloping equity curve on a large...

Lets assume that this RSI25 is a different system to the WL RSI systems - which were BTW created by Lindq, and let us also assume that the RSI25 really works, i.e. mega win-loss ratio + decent profits (i.e. is tradable in the "real" world). First, you have to ask yourself why someone would be...

Hmmm.... Bollinger and Extreme-RSI ...err I mean RSI-Explosions :D I wonder how "similar" these are to the systems that are freely available on Wealth-Lab's site :cool:

She has very nice eyes... besides, I always liked the way she pronounced it like "Moo-organ Shhhhhhh-tanley" on the show. :cool:

yeah, RVT had some interesting things to say in his first book. Then again there's a bunch of stuff in it that is simply wrong and doesn't work during rigorous backtesting. I used to recommend his and Elder's books to newbies. However, these days, for a fraction of the price of all these...

check out Hank's recommendations here --> http://www.wilmott.com/messageview.cfm?catid=11&threadid=15130&FTVAR_MSGDBTABLE=