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What are you going to go in for?

Kid, on private land the owner can kick you out at all time. When you go into a bar, restaurant or wathever, the owner is the boss of the place. They let you in, it's their call. Same with brokers, what they let you do, who they accept is their choice. I'm so sick of this sue everything...

Define what you mean by a trader. It could be Warren Buffet, a scalper, a swing trader or some math wiz doing high freq softy with Renaisance.

Dont, know why but no fills. Maybe I played a little too large.

Yahoo is consolidated data (all ECNs...) and is therefore not always reflecting the closing price at the main exchange (NYSE, nas,...). You can sometimes have big differences between the NYSE close and the Yahoo close. Things like 20-30 cents on a 30-40$ stock. For the open it's even worst.

Look at any pair that was with VOW.DE (Volkswagen, see in Yahoo) in november 2005.

11 fills, 1 long, 10 shorts, 10 winners, 1 loser, +0.05 average. Added some stocks to my list yesterday.

2 fills, 2 longs, 2 winners, +0.04 average. Played larger on the longs.

New one: Short IWO/IJH @ 0.9649 Passing LMT/COL but I will follow it.

When you guys do some backtesting like that, do you take care of taking out the period from september to november 2008 because it was an abnormaly inneficient period for pairs or you just assume that this is representative of the expectations you can have about the future? This period had many...

OUT RY:TD @ 0.78 from 0.79 (loss).

I hope you are hedged.

1 fill, 1 short, 1 winner, +0.035 average.

8 fills, 4 longs, 4 shorts, 7 winners, 1 loser, +0.05 average.

Mike, do you account for pre bid/ask? How long is your average holding time? Do you have automated take profit orders? And again, news. How about taking LTD off your list when ANF get's an upgrade?

I was just Googling about cointegration and trying to find a C++ code but I dont remember where.

Learn how to play poker online. Same rules apply as in trading and it's much less stressing and more fun. Oh, and there is no government intervention and manipulation. Otherwise you can start slignin crack rocks, from Boiler Room; The Notorious BIG said it best: "Either you're slingin'...

I dont think the language, or library, or functions (call it wathever you want) will be the same. For example, the send order may not take the same parameters... same thing for the data request. It would probably be better to start with the sample from the other broker and copy/modify the VB...

You can see in the video that the account on top is a demo account. Compte, in French means account.

I found an excel spreadsheet that seems to look for cointegration. I did not test it as I have no plan on using it. I also found a Matlab code that I will try to use. Again, I did not test the m file yet. And I am ont sure the Johansen procedure is the right one for pairs trading! For those...