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There are "upstairs" trades/pre-arranged trades which do not go through the order book at all. They are, however, printed as trades. For example, someone wealthy wants to sell 10M shares of something with a float of 12M shares. If this broker can work out a deal with someone to take the...

I appreciate the points of "Ghost of Cutten", "T_Geithner", and "Mav88". As far as "misterno", "what does being married have to do with getting laid?" I agree with "misterno" that other countries have homelessness and poverty as well. It reminds me of Rio de Janero. I saw plenty of...

Until recently, I worked for a company which built a trading platform which excelled at Level II based trading. Think of automatically tracking all of the market makers for a large number of markets for patterns similar to what KingDong130 described. It alerts the investor to these developing...

I don't know the answers to your questions, but there is a related thread here.

It is a basic fallacy that wealth brings safety and stability. The more one has, the more one has to lose, the more risk it too to get it, and the more ways there are to lose it. Wealthy friends want to talk about the markets, interest rates, and economics and fear the future. Poor friends...

I don't want to be accused of revealing anything confidential so all that I can say is the basics. I know that the graphics are for equities, but it is pretty much the same. Basics of a Level II display: Every vendor has a different display, but here are some basics one would expect: The...

So is Characteristic A, that they are in the group of 29. Is Characteristic B, that they are profitable in the direction of the trend? If that is so, then Characteristic B does not seem to really be a selectable criteria for use in filtering trades. Perhaps you mean that the stock...

Pretty sure that you can get the TRIN through your real-time feed without bothering with a website. Even if not, one can apply a trend metric to each of the components of an index or group such as all actively traded NASDAQ stocks. From there a little correlation analysis will find some...

I am thinking about things like non-trade specific circuit-breakers. Something like, if this managed account goes down 5% in a week, flatten all positions and take a two week time-out. If the S&P drops 200 points in a day, flatten all bullish positions. If your ten-minute value-at-risk...

Level II / Top of Book / Depth of Book data is not limited to stocks. If you want to understand the auction market, you can't pass-up the order book.

Since TRIN is a market-wide indicator, have you looked to see if these even-time events correspond with broad indicator movement? Such as if a poor showing on the TRIN typically precedes an S&P 500 downdraft?

Determining the degeneracy of the two characteristics is easily determine by counting the sample set. Take 100 stocks. Categorize how many have A and separately B. If almost all of the stocks are either both A and B or neither A nor B, then your characteristics are degenerate and your...

Thank you LeeD for helping mcgene4xpro. The thing that worries me is the money management/risk/trade management. I don't know the mathematics/indicators involved. Converting some hefty econometrics to something like EZLanguage or AFL might be a huge, wasteful effort, but we are all...

The point of Collective2 was to connect system vendors and retail investors. I don't understand what you are thinking, RobertG.

It has certainly been done before. When Jesse Livermore was very long coffee during WWII, the shorts couldn't deliver. The government was prevailed upon to make coffee a war ration item which voided the open interest. Which let certain South American growers off the hook to deliver coffee to...

I haven't seen the behavior described.

NinjaTrader, Interactive Brokers TWS, Blackwood API, Laser API. These are just a few of the automated trading platforms. TradeLink is good, but unless you are doing loads of back-testing or high-frequency trading, a more user-friendly experience would be available with a retail platform like...

Noticed the following Job Alert myself this morning.

Ugh, let's not start-up another language war! Let's all make some money!

I haven't really heard a question. I take it that you are talking about daily-position trading. PHP is a fast interpreted language. I have used Perl for back-testing before, and been pleased. I use C++/CLI and C# these days, but the important thing is your trading idea and business...