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    Pair Trading Strategy Journal

    I think it does because the license number needs to be checked to make sure that you are not running the same license on multiple computers? I am not an expert on that though. On another note I've pretty much out grown PTF and if anyone is interested its gonna be in the classifieds or PM me...
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    Grinding it out, day after day

    You are candid about your initial years of losing money/hobby/addiction, which takes a lack of arrogance to do. No wonder, when you finally applied yourself you succeeded. Thanks for the thread and I hope you do, find time to, occassional post commentary.
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    Nevada Residents - Who is your tax preparer?

    Thanks for the advice. I did my own research into a few places and I found that for such a serious and important issue, the tax consultants I found through, listings and suggestions, admittedly did not have experience preparing trader taxes, therefore being the careful person I am, did not opt...
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    Nevada Residents - Who is your tax preparer?

    I would do my own due diligence, of course. Suggestions and recommendations are exactly what they are.
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    Nevada Residents - Who is your tax preparer?

    I am new to Nevada, and I am looking for a tax preparer and do not want to go to the usual recommended suggestions from non-trader friends. Looking for some recommendations from fellow residents on a brick and mortar place, that is solid for traders. So any suggestions from the community...
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    Automatic Order Execution Rules

    1. Matlab for backtest and signal generation, followed by a rather low tech solution...DDE order execution direct to the platform. 2. Not for this model, which requires entering and exiting out of baskets of equities daily. For short term trades like this, stationarity is irrelevant. I...
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    Automatic Order Execution Rules

    I started out with an assumption that: Hitting the bid and offer to get execution is an unacceptable amount of slippage. So I tried to devise an execution that would manage the the orders but strong evidence suggests that I that hitting bid and offers performed better. Perhaps my initial...
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    Automatic Order Execution Rules

    Taking liquidity for this particular model is > 50% of the time. I want to emphasize that the edge in is getting in for the move, rather than superior price execution, but ofcourse I am still looking to improve where I can. Regarding a benchmark to compare slippage, it is my actual fills...
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    Automatic Order Execution Rules

    In an equities stat arb model that I run live, I have coded rules for managing orders which I would like to put out here for the forum to discuss and perhaps improve. A little about the model: it is time sensitive and places the execution of the trade above, trying to get price improvement...
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    Pair Trading Strategy Journal

    Excellent Point. Stat Arb is about many positions of positive expectancy not one or a few holy grail trades. stat arbing etfs is fine, if your universe is large enough, but its not fine if spy/qqqq is soley what you use to bet the farm with.
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    Service Providers for Matlab Datafeed toolbox

    Try to couple it with esignal. That is on the list as well.
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    Matt Davio - MissTrade

    I am not making any accusation just stating what I know to be facts. A few years ago there was a blog run by DinosaurTrader, and on this blog he ran a Virtual Office in which blogger/traders would submit their daily PNL (Honor System). Misstrade join the VO and soon began putting up 5k+ daily...
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    Options Traders' Ranks Swell as Amateur Investors Embrace `Iron Condors'

    Hmmm... Charge a subscription fee and offer managed accounts and or newletter. 10% gains monthly with Iron Condor!!! :D
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    Matt Davio - MissTrade

    I will not make any accusations but rather give facts of things I know to be true. A few years ago there was a blog from DinosaurTrader that started a virtual office in which internet blogger/traders would submit daily PNL. When Misstrade joined he routinely cleaned up almost everyday beating...
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    Pair Trading Strategy Journal

    There are some reasons I can think of for why if you were holding the position on MS/GS you would want to exit once the news got out, whether you were short or long the pair. 1. The relationship between the pair is broken because of extraordinary news. You could rightly assume that more news...
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    Is there any reason to join a prop firm if your capital is 500K?

    I have been trading retail for years and never looked into prop shops once. I am currently unhappy trading retail because it is quite boring at home all the time. I was thinking about a prop shop in the bay area and started to research them. I have enough capital and the leverage to kill...
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    Watch Me Trade....100 Bucks to 100 Grand!

    screenshot of your p/l and all your critics will disappear. ..not like 40 bucks in that impressive anyway. lol
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