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GPUs are fantastic for Machine Learning algos (tensor flow etc.) For standard charting, you won't notice any human-appreciable difference between a basic onboard GPU-in-the CPU and a dedicated graphics card (such as an NVIDIA RTX 3080-based card).

For listed (i.e. non-OTC) equities, on a 5 day average, MIAX Peal has a 1.06% market share, LTSE (0.00%) and below IEX (2.83%), Members Exchange (4.01%), Cboe (14.43%), Nasdaq (18.51%) NYSE (19.90%) with Dark pools/ECNs accounting for 39.26%. Cboe is gaining right market share from the...

Now supports Canadian stocks and MetaStock format for data exports

"Total Return" charts effectively reinvest the dividend at the close of the day prior to the ex-dividend (i.e. as soon as you're entitled to it), which can be some weeks prior to then actual payment day. If you've studied accounting, it's a bit like accrual accounting where you book income as...

@SunTrader is correct here. This is the traditional way most Forex brokers operate, and holding across the 5pm boundary incurs "overnight holding costs" depending upon the which pairs you trade and whether you're long or short. We have quite a lot of subscribers on an EOD forex data service.

Just saw a silly question on Quora. https://www.quora.com/What-other-hairstyle-would-have-been-better-for-Trump-Would-it-have-been-good-if-he-shaved-his-head-completely One of the answers seriously looked like Jim Cramer from CNBC to me! and Jim: "Brother from a different mother"?!?!

Open Interest is determined by the clearing house/trade settlement process. Reporting is usually delayed by a day, so many so-called Trade Reports that show volume and open Interest show today's volume and yesterday's open interest. Many data vendors mis-assign the volume to the wrong day...

I respectfully disagree. You're examining jitter with your method. It's quite different to lag (latency). See my post above about the moon analogy.

No that's not the correct definition of lag. That simply represents the time between quotes. For example, even if you're on the other side of the world, the time between quotes will be 10ms. You could be on the moon and the time between quotes will still be 10ms. Assuming your PC's clock is...

Lag is always present. Every trade/quote has a timestamp associated with it. If you compare that with when you actually receive it, that will give you the lag (make sure you have a good NTP time source to sync to, of course). Firstly, there is the lag from an event (trade/quote) being...

Circuit City died years ago... (this one gave shareholders 0% return) - your article is from 2009 and it's 2022? Chart for relevance:

I assume you mean you have too many candidates for your available capital. This is a large field of study - I can't really do this justice in a few sentences. You should run some monte carlo tests against a random selection of entries - make sure your system is robust enough to handle an...

Burn-in was only really a thing for old CRT, Plasma screens and now OLEDs. LEDs are usually fine, but the limit is the backlighting. My old LCD monitors have a yellowish tinge to them (and reduced brightness), and I now replace monitors every 3 years as a result. I do have screensavers...

About tree fiddy.

Your "top 10" list is missing some securities based upon: Major exchange listed 2022-03-31, > $1B market cap on 2022-03-31. #1 is actually FRGE +244% (it was a SPAC/blank check company originally OTC and only just recently achieved a NYSE listing) #6 is actually PDS +108%

There's no one correct answer for this - It's different for different participants and markets. Typically there's a spread been different contract months - this is your "roll gap". If the spread is positive, the market is in contango, if it's negative, the market is in backwardation...

Scans are something you only do after you've competently backtested it (without biases, such as survivorship bias or lookahead bias) and determined you have a statistically-significant edge...

"The Tape" (CTA and UTP plan) don't disseminate Trade Messages until 04:00. See: https://www.ctaplan.com/publicdocs/ctaplan/CTS_Pillar_Output_Specification.pdf page 91. So, any data prior to 4am is not "Tape" data. This is not to say that those limit sets of trades didn't occur, but they are...

Rest in peace Dr. Van K Tharp Your legacy lives on.,.. many traders understand the important of position sizing and risk/reward metrics in systematic trading through your concepts. I learned about R multiples from your books/papers over twenty yeras ago and still use it daily.

Since Jan 1995 there have been 411 stocks that have been a constituent of the Nasdaq-100 at some point in time.... there's a fair amount of research involved to look up each one.