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They are real but possibly misleading. Sometimes I observe the following: price is moving sluggishly but it looks like it's moving up, say. Then suddenly big sell limits worth thousands of contracts appear on the ES 3/4 ticks above the best ask. So you sell because somebody big is trying to...

For me C++ is a pragmatic choice, VBasic creates more problems than it solves, C++ is a pain to program, requires patience, but works like a dream. Multi-threading, OOP in VBasic??? Please... have you ever tried TRUE multi-threading, TRUE OOP in C++??? There's no comparison, end of discussion...

LOL!

stock7^3: It is believable to me that you could do all those things with VB, and that you are happy with VB. But it is illogical to infer that since VB is adequate to your needs it will be for everyone's. Actually, I acknowledge that for some of my needs, VB would be enough, performance-wise...

LOL! sounds true to me...

the VB program I have is also in single digits cpu utilization MOST OF THE TIME when it's set to stocks. but try it with the ES and NQ, full screen, after a fed announcement, then you will know what i'm talking about.

It makes sense to me.

I had a simple, little project a while ago: I wanted a scrolling time-sales window color-coding each line according to preset criteria: example: trade at best bid, at best ask, accumulated volume at last price to see visually when price is meeting support/resistance etc etc. I wanted to be able...

Thanks EMH!

I was reading this thread and remembered this article. http://www.wired.com/wired/archive/10.03/betting_pr.html

i don't do well in narrow range days either.

that's it guys sorry about so many attachments i'm not posting the links because they won't work unless you have an institutional investor subscription

it's quite difficult to post long articles here...

There is a reason the Grossman guy doesn't believe in EMH. also, see below for 2 more articles.

Grossman & Stiglitz is a good read and it's surprising it's not as widely taught as the EMH. EMH is what every MBA and finance phd have to swear on before receiving his/her degree, not grossman and stiglitz. The funny thing is, even if you can't figure out by yourself that EMH is not good...

That really must piss them, they can't give the market the "silence" treatment or the "no sex" treatment when they lose.

advanced? you mean finance textbooks/journals? RIIIGHT. Typical arrogant know-it-all academic, if you don't agree with them it's because you are a retard. right. and this coming from a typical specimen from that sector of the population which scores way below in the GRE than physicists...

C++ is the best choice in the long run. multithreading is the best approach for financial real-time applications. I prefer C++ over C# because I have more control over the generated object, also because C++ is truly multiplatform, forget windows MFC, MFC source code is ugly and unreadable. I...

LOL, now that i think about it, yes it's true, finance professors are actually making us a favor.

Investment is an increasingly theoretical discipline. And much of the theory, in my view, tends to distort markets rather than make them genuinely efficient. How pleasant, then, to come across a splendidly robust assault on the academics from Frederick Sheehan, a director of John Hancock...