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If I use log scale comparing two stocks on a line chart, should both stocks start from the same point? I'm interested in comparing the appreciation of the two stocks over time.

I think there are openings, middays and closes that bear a striking resemblance to many other openings, middays and closes. As anyone glued to their screen all day can attest.

Any idea what Morningstar did with ILM? I'll search that. Discount firms "had one for stress testing naked option positions." Is it embedded in a simulation or is it somehow accessible to a user? Looks like Morninstar is using ILM to automate its quantitative rating system...

Let's say it's Thursday before the Payroll numbers at the beginnin of a new month. Is there software that can look back over several years and consolidate the price action for a given security coming into and out of the Payroll number? Be nice to have some stats before making a trade. I know...

How does the Holy Grail come into this? Your characterization of what investment managers do is as much an idealization as you allege mine is. Many investment groups are 5-20 person shops with middle of the road skill sets who are looking to add value to their process. No imputation that by...

Points taken. Do I still get to ask the question?

If what you say is true, StarMine woud have gone out of business instead of being acquired by Reuters. BARRA wouldn't exist. The Prediction Company kaput. Gradient never happened. And another 50 or 100 model providers would have disappeared instead of increasing their ranks every year. Clearly a...

I'd like to know what the best subscription based multi-factor models are for stock selection? Any of the standard measures of predictiveness work for me: information coefficient, Sharpe ratio, excess return.

And miss the Dong's tweets?

The most difficult market for me is when the ES or NQ gets trashed for a couple days then fires north just when I'm looking for another comfy bottom. How do you deal with markets that run away from you?

I'd gladly pay $20. Who did you have in mind?

I was hoping that someone here who already has the ES data would share it with me.

Looking for a lengthy one minute history for ES or NQ to build statistical pattern recognition software. Have exhausted the familiar sources for a smidgen of futures history. Btw, all Finam offers is currency pairs.

A setup? Market awareness? Patience?

Let's assume the experience part is a given. What books are on the list then.

I'm sure this has been asked and answered tons of times. Just point my impertinent question in the right direction of any existing list. I'm especially fond of Mastering the Trade and High Probability Trading. There's still room in my bathroom for a few more volumes. My strategy is make a few...

Perhaps the credit was less than expected because the OJ price went up at 12:48 EST. But either way, you answered my question quite well.

OJ spiked 2.5% today between 12:48 and 12:53 pm. So you would look first to see if there were some news impacting the supply of OJ. Make senses. I'm not accustomed to thinking in terms of such frequent spikes in price.

I've noticed that soybeans and orange juice benefit from huge price spikes. And gold from spikes in the opposite direction, namely south. This so far is anecdotal but are commodities much more prone to price spikes than financials? And why is this so?

How do you define key level?