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forecasting regime change has been a hot topic for decades, it's as reliable as forecasting future interest rates techniques do exist to "measure" shit in regimes, but are they really reliable ?

people buy at the very top because in majority they are risk adverse and needs a long trend of confirmation before committing, usually too late this has been very well documented in some academic financial research, can't remember the paper name about it, but it explained why 95% of people...

everything coming from China is garbage, only a short trip there will tell you all you need to know about that country and the garbage companies it produces

smallcaps was a winner this year, time to short smallcap next year,

good call, ihones are for girls and homos,

that's currently what I am doing, putting together something based on the IB Java API I disagree on the possibility of building an opensource OMS, the incentive doesn't have to be about the monetization of such a platform, like METC has tried to do.

indeed, and since IB API in Java is "poorly" implemented, the Python implementation seems to be a copy/paste of that poor implementation

there is nothing difficult about installing mySQL, it's really easy if you find it difficult, then all that other stuff to setup will be beyond your reach

one of the biggest confusion of all those systems is to confuse trading execution with trading logic for some reasons, developers are building platforms for trading logic with interfaces to trading executions, a big mistake why can't they focus on developing a nice API system to place...

yeah, it has been pain to survive since they went down seems like yesterday, and this was a long time strategic client

it's not real time per se, Yahoo real time is actually 15min delay, they claimed at one point that they had real time for some stocks, but probably got shutdown by the Exchange for those I don't see how they could offer real time on their website and what purpose it would have. You need...

data was collected from different official sources for our clients, and we paid for the data. It was mainly used for a multi-billions fund until 2009, when the fund collapsed.

I have quarterly earnings surprises of every company in the S&P500 and R2000 indexes as far back as 25 years ago, with no survivor bias.

I am currently testing this solution, full of bugs and inconsistencies, documentation is decent though. Not impressed with the UI though. Could be improved by not trying to be everything to everybody.

best solution out there seems to be a combination of IB Java API and Python wrappers with easy Python programming. Forget MarketEtc, despite a promising architecture on paper, its implementation is very hard because it's a faux "opensource" solution. Basically you need to pay to have access...

between poor documentation by developers and the proprietary non-sense of brokers API, I find it difficult to put together a robust ATS solution that can be easily understood by everyone. IB APIs are a complete mess, despite good documentation, they are "closed" and need constant updating...

Hi, I might be able to help I have historical EPS and other financial items as far back as 1985 for every company in the RUSSELL2000 and about an extra 1000 Microcaps since 2002, in total 3000 companies each quarter for the last 25 years. Data is EPS Estimates, Actual Quarterly or Full...