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Wayne - Here is an interesting product that ports Matlab over to process the code on the GPU to speed it up considerably. While the technical challanges are way beyond my capabilities, their approach is interesting in how simple & powerful it is for the user. http://www.accelereyes.com/...

I'm not sure if this is similar to what you're referring to or not but I know of people that were using some of the shipping stocks with high yields as the long side of a pair & shorting something with a high correlation that had a low yield. Unfortunately this relationship changed earlier this...

If you're looking to buy around that area, just wait until Chrysler goes belly up. I'm sure they will drop a lot more then.

A lot of the Detroit suburbs are great but thats true Detroit is a shithole. I live in Birmingham & love it. I cannot say that I know anyone that still lives in the city of Detroit. Everyone that has anything left a long time ago. Detroit arguably has more class separation than any other...

That idea is like passing a law to stop drunk driving tickets & jail time for a period of time. What reason would people have to pay their mortgage if there were no repercussions if they didn't??? I can think of better things to do with 7 months of mortgage payments (7 months is the...

I heard this from a buddy that still works at Lehman a month or so ago. What kind of jackass goes to work out at the same gym where he probably fired at least a dozen or so people that are in there at any one time????? I am sort of surprised some disgruntled employee hasn't done anything...

I cannot speak to IBs fill quality, but I have had no issues with OEC on frilling orders timely. For my secondary broker, I use CQG Trader through RCG. Also, OEC has all of the info on where their servers are hosted (Equinix Chicago if I remember right) on their site. The data center they use...

The reason I asked the question is because most of the 'systems' that people trade manually have a lot of details missing as they remember the details but don't write them down because the trader remembers them. I strongly suspect that you can profitably trade your system, but I also bet there...

I am in a similar position, although I have some light experience in software development. Have you yet written out you system in English to a level of detail that it could be followed by a total idiot for a week and not get screwed up? It sounds trivial, but asking a lot of especially...

KDB+ appears to have a 32 bit version that is now available for personal use, with some restrictions. http://kx.com/developers/software.php I am evaluating this product to use for a lot of data crunching & stats on commodity spreads. At first glance, this appears to be a good product for...

I'd believe the numbers.......There was an outrage several years ago when there was the union guys had to pay part of their healthcare. I remember the number being $60 per month for a family of four. I also remember paying more than that for a cell phone at that point. There is a pretty big...

The whole problem with the auto industry is a mess. There are a lot of valid efforts to change the companies, but one has to wonder if its going to be able to happen soon enough. Its almost like re-arranging the deck chairs on the Titanic. Its unfortunate, but those of us in southeastern...

There is a similar version of the 'Do Not Call List' for junk mail. I can't remember where exactly how I found it online but I signed up for it and it significantly reduced the amount of junk mail I now receive, especially new credit card offers. It doesn't solve everything but it certainly...

I have never seen data for what you're looking for. There is a lot of spread information out there, but I have not found what you are looking for. I also would be interested in this. Regards, Eric

I think you should be able to get something out of ES/NQ or other spreads. It would be worth looking at other correlated indicies on EUREX and others as well. I would be surprised if it was worth the trouble to trade ESZ8 vs. ESH9. I have been surprised before though. You should be able to...

This picture reminds me of a TV show I saw about repo men that went to re-possess a 7 Series & when they went to get it, the owner was filming a porno in it. I can't imagine how a porno company owner gets his car re-possessed but who knows anymore?

The math on both of these measurements is pretty much the same. Both numbers describe a data set. They are dynamic & change when you change the set (i.e. add more trades). I think when used correctly either one would tell you useful information for decision making. Eric

If I understand your point correctly, that you're talking about varying your position size based on traits within your p/l distribution, then yes I have done this before. Basically what I did & intend to do further is to say 'whats my expectancy for all trades with (or against) the trend? or...

I personally haven't had any problems but know first-hand that a lot of the reasons that Ford's car sales were down is because of people not being approved for credit. I wouldn't be surprised if they were more details behind it like they weren't approved as they couldn't put down very much...

This question may have been asked before but, why would you need tick data for a strategy that only generates 5 orders a month? I assume you're holding the positions for a while if these 5 trades per month are going to make any money for you. If this is the case, then less frequent data...