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eBay has lost alot of market share to Amazon in current manufactured items. eBay does a poor job with high volume items where the customer wants a specific UPC, and it does a poor job with comparison shopping. My wife is a powerseller on eBay, and I wrote and support the application that she...

tim888, kut2k2, intradaybill: Don't be so cut-and-dry. If your hypothesis is that 10,000 is an important support/resistance point, then there is no point in basing trade entry/exit decision based on data adjusted to a level different from that which the crowd is seeing. If you want to know...

To be honest, your ratio sounds very peculiar. Using the opening price as your transaction price is pretty good. The reason for using a ratio of number of shares would be to simulate reinvestment. I am assuming that your "adjusted close" is a back-adjusted series. In that case, the...

I can't speak for Gianno, but the premise, its-all-been-done-before, is both right and wrong. Economists, in their pleasure to have everything wrapped-up neatly, usually get this wrong. True. When alot of money and talent are committed to exploiting an inefficiency, the inefficiency lessons...

There have been several websites mentioned in the pair trading thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253 Free: http://www.catalystcorner.com/index.php?m=pair_tool http://www.impactopia.com/ http://www.sectorspdr.com/correlation/ Not free...

My experience is that these reconciliation/confirmation errors for foreign trades is a major problem. I did a search in the ET history, and I couldn't find too many references. Are people living with reconciliation problems or are these problems rare? Is there a business opportunity in...

I only just now have time again to discuss this topic. Does anyone still care about testing on adjusted data verses authentic data?

Agreed, there are many limitations to back testing.

For many of our retired brethren, trading is more of a hobby than a vocation. The hope is that by applying time to manage their investments that they can do marginally better than the mutual funds that they would otherwise have available. Since the mutual funds come across as sloppy and lazy...

One would have thought that after the Sony BMG Copy Protection Rootkit Scandal that the idiots would have been fired. I guess that escaping without massive fines means that there is no lesson worth learning!

The easiest way to describe splitting the calculation and execution code is to give the execution code programmer a simple bogus system which has the right inputs and outputs. So if you need Time and Sale system and generate smart routed market orders, make up a crude system. Let him get it to...

Another popular option for getting started without risking capital is to use Daily Summary data (Open, High, Low, Close, Volume, and Open Interest) in Excel. It may not be pretty or have gobs of pre-built, other people's ideas, but it is easy and has a short learning curve. Matlab is also a...

Yes, the catalog of postponed issues, mistakes, mishaps, and near catastrophes surrounding nuclear power only reenforces my impression that the we are not conscientious stewards for our future.

Nowadays, there are many good options for learning to program trading indicators. TradeLinks is a bit bare. I haven't used OpenQuant, but it looks good. Personally, I like NinjaTrader. Many people find Excel has everything they really need. If you goal is more curiosity than delivery...

I appreciate that we have some vendor support here: TradeLink, OpenQuant, but you guys need to read the post.

The relative wealth and abundance in the US economy does reflects previous generation's investment in the future coming to fruition. We are happily consuming the rewards and neglecting the investment. A stress is carried through a solid body by the stiffest path. Don't think that by...

Don't overthink the problem. OP wants to be able to change variable (parameter) values without recompiling and add parameters with a minimum of hassle. The usual progression: console app with hardcoded parameters console app reading stdin/cin console app reading a file with notepad...

I agree, but it is a chilling effect. Over-cautiousness, or does a company with 1000 companies really get into 10x$1M worth of lawsuits per year. Its like patent/trademark protection. You can spent huge money on lawyers to stake your claim, but when someone infringes, guess who has to foot...

As far as not being able to fire people as a reason for not hiring, corporate America has gotten excessively fearful over litigation risk in minor matters unrelated to sales while still showing gross negligence when they want to. A small company that I use to work for got a new manager, within...

I want to add-in the growing trend of contingent employment. When I was unemployed, most of the recruiters were calling for short-term (6 month or less positions.) If it takes 5 months of unemployment to land a job, then pay rate on a 6 month contract had better be double+ the fulltime rate...