Search results

Can Kinetick offer tick data for more than 30 days?

Ray, Do you know of any vendors who offer complete and clean tick data which will interface with NinjaTrader for backtesting and simulation? We're looking for something that primarily is free of data gaps and bad ticks and the sort. We're willing to pay for quality. Thank you.

Thank you for your reply. Is there any aprox. schedule for the version 7 release? Thank you.

Excellent thank you. Good to know so that if I get the hardware, I'll me able to use it when it arrives.

Just wondering if anyone is running Windows 7 on an Intel i7 chip for their main trading platform. Would be curious to know if they are finding improvement with the latest tech.

Hi Guys, Just read on NinjaTrader's site that it does not support 64 bit OS systems which I'm guessing that it will not be able to take advantage of the new Intel i7 chips. Is this correct? I'm trying to build a super fast computer for a few trade platforms, ninja being one of them and...

When you do a spread you'll nix any capacity to take advantage of the increase in vol, and you'll need the position to be ITM on expiration not just on crash day.

Thank you for the basis.

That's true, but thats where we normally buy units in order to protect from the very type of movement you're planning on profiting from. Valuable information, maybe - maybe not.... depends if you're the one selling the puts to me :^)

Right, and that's the catch. The optimal moment for getting out (if you're trying to take advantage of any crash metric) is when vol is the most pumped and the market is nearly locked up. I wouldn't want to be short much of anything front month if the market crashing was my original plan...

It would be interesting to see what prices you would realize in a crash but my personal experience is that the synthetic vol (or the process of elongating or lessening time to expiration) may force you to remain in the position long after the major price move has completed and consequently...

I would not do this trade for the simple reason of term risk. If vols explode in AUG or SEP the front month is going to go absolutely bananas (which you'll be short) and the back month will probably remain a bit more tepid as it will be pricing in the next 6 months of mean revision vol which...

This is very true. It just would have been difficult to make a living for the 8 years previous. What I'm proposing is that there will be some takers in the 5-10% down range, enough so that you'll be able to have a frequency balance of winners and loser trades with proportionality in your favour.

I am very good at making money in bull mkts, am naturally bull biased and made over 100% in 2009 (on bull side). But no good at all making money in Bears even when one. LOL. Uh huh... Thats very funny. HAHA

I don't know if I would buy back month units. If you're trying to make money from a crash - the pricing and vole increase will be fast and furious, and you'll want to leverage your premium as much as possible for price movement. I would buy OTM front month puts before back month puts. The...

Maybe, but it does not have to be. Consider doing in the opposite direction. Sell the front month and buy loads of back month. You're then buying more premium instead of event risk. The key is to be aware of skew and know why your selling and buying what you're selling and buying. (gee...

Could do a Back-Ratio, or various diagonals. Example: Sell ATM back month, buy a bucket load of OTM puts front month. Toss Coin. :)

Bump

They most certainly will, as have I when using CPOs and CTAs in the past. My principle concern with any group was to make sure that I'm not making a bankroll for some hotshot MBA student who may have some very fine ideas but has not offered our group any assurance of his methodology or personal...

What we're most visibly gearing for, as are most recently founded and legit business plans, is a presentation of our work so that outside views can understand our operation as stable, transparent, and capable operating in our market niche over a longer period of time. Even if we experience...