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Maybe a delta neutral position, but no way would I want to hold an outright contract one way or the other.

Should be interesting. I definitely don't have the stomach to hold CL at the moment.

I think you are correct. The volatility is fraying my nerves. Hopefully it pulls back a bit again.

I dumped it at around 22.20 or so as I had a feeling it was going to drop. God do I regret that now.

I found this posting once before by Googling something along the lines of "scrum sucks". I couldn't stop reading it because it was so good. The author really nails it. I am glad I am not the only one that feels this way. I personallly am sick of the obsession with time estimates and all the...

I also found this recently which is a bit more helpful than their "Getting Started" guide: https://www.interactivebrokers.com/download/newMark/PDFs/APIprintable.pdf They at least explain in more detail what some of the classes are.

I am currently working on using the Java API with Scala myself. I am not very thrilled with their documentation. They kind of just refer you to the sample app to figure it out for yourself. I created my own IBEventHandler class that implements the EWrapper interface. I am using their sample app...

Nice. I think you have demonstrated that this is possible. I am wondering, how complicated are your strategies? Are they more complex algorithms or using stuff out of the box in say scikit-learn? Right now I am trying out Clojure with Incanter for exploratory data analysis but haven't really...

Thanks. I will subscribe to TASC and give them a try. It looks like they might have some decent stuff.

I have a similar background and I am interested in learning more about this as well. I would be interested in any research journals or publications that people are using to develop trading ideas.

Actually, what you are describing is the conditional expectation of a particular event given past information. This is in essence what a statistical prediction is. You can say that the conditional probability of a particular event is > 0.50, but you are indeed making statements involving...