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You are presuming that they accept all US residents. Nothing could be further from the truth. As a Nevada resident, I found out a year ago that they don't cater to my ilk. Likewise for Massachusetts and some other states. The reason I was told was that it was not cost-beneficial. But...

I have some stat arb strategies which require a tad more leverage than the 4:1/2:1 (intraday/overnight) offered by PDT retail. I am looking for a prop firm or other legal entity which would allow me to trade equities remotely on a reliable and interface-friendly platform, and provide access to...

I'm glad to see acrary has recanted. I couldn't convince him 4 years ago : http://elitetrader.com/vb/showthread.php?s=&threadid=13252 I also debated the same topic with dbphoenix here http://elitetrader.com/vb/showthread.php?s=&threadid=23498 but he resorted to intellectual fraud and...

And so the saga continues... You will be sorely missed, my dear friend. RIP.

I have used the following method successfully : http://www.j-walk.com/ss/excel/tips/tip87.htm

All Firefox users should download the latest security update released by Mozilla following the public disclosure of exploit code for two "extremely critical" vulnerabilities. Latest version is 1.0.4.

I bow my head in shame for not remembering Ritchie Blackmore of Deep Purple, who only got a mention on p.8. Thanks, JohnnyK and reg! "Child in Time", "Stormbringer"

All the above plus Voodoo Child - Jimi Hendrix Stairway to Heaven - Jimmy Page

The topic comes up every few weeks on the no-limit forums here : www.twoplustwo.com I'll try finding a reference for you later.

If we look at this objectively, there's no reason to doubt RYL. Generally accepted win rates in online NLHE are 5-10bb/100 hands, with some players averaging 15bb. For 4-table $1,000 NL, this translates into about $120-$240 and $360 per hour respectively*, so $300 per hour is realistic. As...

The above has proven to be a winning strategy, the profit comparable to that obtained with KAMA. Who needs moving averages? All this in my world, of course.

I have no idea if this is what I meant. Serial correlation of the derivative of a time series is hard to conceptualize, after all. I just thought about something to test, and like before am thinking out loud. I'm not certain what the outcome will be; if I were, I wouldn't be posting.

As usual, good question, TsG. Permit me to stay in my narrowly focussed pseudo fantasy world a little longer. Assume for the moment that I am a market player with no knowledge of the underlying market (which in my fantasy world is pseudo randomly generated as per a simple algorithm posted...

Which is what your reply should have been then. Agreed.

No. I was quoting your answer in this post : http://www.elitetrader.com/vb/showthread.php?s=&postid=715995#post715995 Simple question, wrong answer.

Why evade? I put you down as a nay, your subsequent silence indicating acquiescence. And you were wrong.

Then why did you answer my question with the following :

That may be problematic. Trendiness, however you define it, and exploitability may not necessarily go hand in hand, as my charts illustrate. The underlying market remains the great unknown.

OK, enough of the suspense. I spent many hours coding and testing Kaufman's Adaptive Moving Average (KAMA) on : (a) randomly generated "trends" and (b) "ordinary brownian" randomly generated prices. Result : It was possible to exploit the "trend" in (a). Not allowing for slippage and...

What's there to backtest? It's all forward testing :) Start at 0.65. We have 2 nays.