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Yes, however, unlike him (or maybe b/c I have nothing to promote :confused: ), I can't share as many details for obvious reasons. I have filters on capitalization, size of gap that didn't fill (has to be very large, otherwise the effect is not there), abnormal volume, trade size, information...

Yes. About 600 GB of it.

I find that predicting those is actually a bit easier than looking at the day of the event. By the next day, the herd has typically finished running back and forth and the action is more predictable.

Weird. I do the opposite with gaps (very large ones), the ones that don't fill in and profit from their partial reversal the next day. According to your method, these are the ones that will continue moving in the same direction (clearly not what I find).

I had a couple of such (really costly) mistakes before but never bothered to complain thinking it was my own fault (didn't notice the offer changed). Guess I will next time, now that I know :D Thanks.

Anyone have a recent copy of the NYSE Constitution and Rules? I'm trying to get some info on #2090, Rule 90, concerning the "G" trades. "...member firm trading for its own account must publicly identify that the order is principal." is all the info I have about these, which is way too succinct...

Yes. Tomorrow's open looks like a gap up. I might have missed some of the action by not getting it a bit earlier. The sell off today was a bit too much panic. Will probably long some straddles tomorrow.

Anybody doing straddles on EP? Seems like it's either BK or much higher very soon.

I'm not sure what you'd call "typical". I do different things. E.g. just recently, I ran some random effects models and then some logits to improve the strategy a bit. The number of things that are directly applicable from econometrics is substancial. Things like influencial observation...

NO! You just seem to have some vendetta going on against me, trying to find faults with anything I say even if there's absolutely no point in what you say. It's b/c of people like you that I'll quit posting here altogether one day. Have you ever met a single pure econometrician? Do you...

I'm surprised noone suggested econometrics yet. Statistics is good, but it often is too theoretical. Econometrics knowledge with good skills in using econometric software is crucial for testing strategies etc.

If there was a case study in price manipulation, this would be it.

Why is it wrong? :confused: It's just common sense.

I would disagree. Lots of <b>quality</b> programming is done abroad for a lot less. I'm not a field insider, but from what I know, Microsoft does a huge portion of it's code writing in Russia and whenever I go there, I come back with a backfull of CDs with stuff that is very hard to find in...

Thanks OHLC! Worked like a dream. I did figure out a different way, but it was far less efficient. My knowledge of VB is a bit spotty, to put it mildly. (Print wasn't in my little VBA manual :D.) Thanks again.

Hey programmers out there. I have a quick question. When you write text strings to a file in a VB program, how can I get rid of the quotation marks in the output? Thanks a bunch. PS I did it once before but back then the strings were taken from a spread sheet (tickers) and now they are made...

Short EP two overnights in a row. And Short A from yesterday. Happy now? And no, I will not post the papers for two reasons: -privacy; -some ET member (you are not one of them apparently) are smart enough to figure out how to apply them. Cheers. Edit: If you are looking for juvinile...

You are right. It's not. That's why I will not post to this thread any more.

You should familiarize yourself with it. And yes, I do trade although I have a choice. You trade b/c that's the only thing that has a chance of propelling you to riches if you get lucky so you don't have to flip burgers any more. That IS the bottom line.

LongShot 02-06-03 05:15 PM This person is on your Ignore List. To view this post click [here] You still don't get it, do you?