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I'd like to backtest trends (mainly basic upward and downward trends), but I'm having trouble identifying trends with computer code. That is, I know a trend when I see it, but to exhaustively backtest a few thousand stocks over ~15 years, I need the computer to be able to identify it. For...

Are you getting a good short balance interest rebate at these commission levels ($0.003/share)? I pay more ($0.009-$0.01/share), but get a short rebate, such that the net of the two is approximately 0 (i.e., the total short rebate basically offsets total commissions). I have a market neutral...

Let me add that I only trade U.S. equities, long and short, approx. 750,000 shares per month.

I've been using RealTick and am considering a different broker that uses Rediplus. Is anyone familiar enough with both of these platforms to be able to offer specific advantages/disadvantages of one relative to the other?

No, we do not receive soft dollar perks. The interest rate paid on short proceeds is better with SLK than IB, but that probably adds up to an advantage somewhere between 0.5% and 1%. For marketing, we value being able to indicate that Goldman is the custodian for the stocks. We don't pay for...

We're paying our Prime (SLK) 1.25 cents per share, $15 minimum per ticket. We average 500,000 shares traded per month and have an account size of $2.3 million. We've been with them for almost two years. They pay interest on short proceeds , have great customer service, a good short list, decent...

So, for an account with $1 million in total equity, long positions totaling $1 million, and short positions totaling $1 million (assume the shorts are not hard to borrow), would IB pay a net interest on $900K, with no offsetting interest expenses? That would be my understanding, but someone told...

Is there a general rule regarding whether one should enter a limit order vs. a market order, and how far the limit order should be placed away from the market price? A limit buy order saves the difference between the ask and the limit price, but the limit order may never execute. So, I'm...

Another prime broker advantage compared to a low commission retail broker: A prime broker will typically pay interest on the proceeds of short positions. For a low turnover strategy, a prime broker could actually be cheaper than a low commission retail broker. Anyone familiar with a prime...

Matlab has a compiler that will convert Matlab programs into standalone C programs. Given this flexibility, one could potentially write a program in Matlab that analyzes stock data, and then use the Matlab compiler to create a C program. The C program could then be used to analyze stock data...

Did anyone go to the MathWorks seminar?

Anyone know how much effort it would take a professional programmer to, as Mr. Medved says, "put together the needed connector" between Matlab and Quotetracker? The way I look at it, the ability to hook up to Quotetracker would save me thousands a year (the difference in monthly data fees...

Nitro, Presently, the Matlab Datafeed Toolbox connects Matlab to 4 different real-time intraday data vendors -- Bloomberg, Factset, Hyperfeed, and FTInteractive Data. These are all high-priced vendors, $2000 and up per month. Please ask them if they intend to make the Datafeed Toolbox...