Recent content by xappppp

I'm confused with the dividend yield of TLT. The current treasury 20yr yield is about 5%, why TLT have only around 2.5%. what makes such difference.

Thanks, probably I only need bar data in this sense.

Thanks, let me know if my understanding make sense: Bars are easier to dealt with since they have all the price, volume etc well formatted (in IB), especially currently I want to dealt with both historical bar (for model fitting) and close to realtime bar. Ticker data is good since more...

don't really need something super accurate right now, but a correct direction with something appriximately right. Is there any reference I can look deeper into?

how about volume, is it able to derive from tick data?

have being using ticker data in forming my code and database. and I think I can keep going like this. I also see ohlc data is available in ib_inync after subscription. Is there any value that makes the switch to ohlc data ? which need to recode up a lot of things. I'm thinking if ticker data can...

have be using delayed data for testing, but now want to have some more live data without spending too much.

I plan to subscribe to live market data to test my algorithm, which bundle and price shall I choose nowadays and what the price levels? I currently just want start with some basic settings like SP500 NYSE NASDAQ live prices. Any ideas?

This could be a design issue or maybe there are some more efficient tools or path I'm not aware off. Below is my thought start from scratch but any other idea is greatly appreciated. 1. download store portfolio positions 2. download and store prices of each position very often. 3. calculate...

This is the insight I'm looking for, but how do you know TLT = 100 is equivalent to 4% yield?

I and my wife have a chase mutual checking account which we constantly have about 100k as emergency fund and want it to stay with chase, the deposit saving rate with chase is currently .01%, and any purchase of CD need to make a phone call which is a great hassle. My goal is to archieve some...