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TickWrite 7 will do PRECISELY this for you, but it only imports their data format (.tdi). Specify any tick, trade, time, daily, weekly, monthly bar you wish. You then manually select your columns of choice (date, time, open, close, high, low, vol, ...) and it will spit it out to ASCII...

"Our overall losses in connection with the transaction [ABACUS 2007-AC1] exceeded $100 million including $83 million with respect to the retained long position. We certainly had no incentive to structure a transaction designed to lose money" Thanks again for clarifying the ****overall CDO...

Looks like pollution still spews from the bowels of the clueless. Some braille for the blind: Goldman has PR'ed that is lost $90million on AC-1. This is a completely factual and legal PR statement, as far as I'm concerned. Never have I stated otherwise. What is incredibly...

I'm a fool for having not seen your character from a mile away. At first I thought you were just misinformed, but it's now evident you are nothing but a common ET troll. Your lack of a remotely competent retort says it all. What I was trying to impress upon you simply went straight over your...

I apologize for trying to help you see how these Abacus transactions played out from a GS standpoint (there were 25 issued by GS). To the best of my knowledge, Gretchen Morgenson has dug deeper than any other finance journalist on these particular deals: One ex: Dec 2009 ...

What a childish, zero weight response. The fact you call such a common dealer hedging practice "conspiracy theory" confirms how little you know about this space. Straight forward question: Do you actually think they held onto this particular 0-9% equity tranche (=$90MM, strung with Baa2) without...

Did you consider the strong possibility it made sense for them to buy the equity tranche in order to earn the fee? As a matter of course they would have hedged this equity exposure against cds, indicies, or other tranches, and so the fact that they lost money on this "side" of the deal is...

This is transaction #1. What about transaction #2... size of your CDS position with AIG to protect or net profit from Abacus CDO devaulation? $90million Abacus CDO loss vs $??? Abacus CDS profit (complements of AIG = tx American taxpayer ) + 2 eight figure commision fees? They certainly run...

Take the time to thoroughly read pages 11-17: http://online.wsj.com/public/resources/documents/secgoldman2010-04-16.pdf You will then perhaps better understand the angle the SEC is taking. This is about intentional disclosure misrepresentation, not about GS shorting a toxic CDO they had...

Do not underestimate the cost of "reputation" reduction. It would seem quite rational that any fine will pale in comparison to lost counter-party/transaction business from here on out. Why would a pension fund administrator continue to trust such an entity at this juncture?

For MatLab users, this currently free beta is IMO worth checking out: QLA - Quick Linear Algebra library. http://massiveanalytics.com/ Info document: http://www.accelereyes.com/content/qla_files/qla_doc.pdf Ran realistic intra-day matrices of SP500, about 36% speed savings. Will be...

Would also put in a recommendation for the K200 on the KSE. I'm based in Denver, CO (MST), full time Globex trader (ES), and the K200 is a great "catch-up" substitute for days I need to take off during the 730am-200pm MST session. Currently runs at 6pm-12am (MST), which for me is as ideal as...

http://www.caranddriver.com/features/09q4/how_to_deal_with_unintended_acceleration-tech_dept vs http://www.youtube.com/watch?v=rW2zdyvXGuM It's easier said than done to simply hit the brakes and shift into neutral. That may be the case on a straight-open highway, but try contending with...

Smoking-gun material here. The abysmal cloud surrounding Davis Square Funding tranche cooked up by SG & GS, was in-fact, not rumor. Quote: "Compounding this, the document and Bloomberg data demonstrate that the banks that bought the swaps from AIG are mostly the same firms that underwrote...

Use an ATT BlackBerry Bold tethered to workstation as 3rd backup. 1- Comcast Business (~30mb/s) 2- Qwest DSL (7mb/s) 3- ATT 3G BB Tether via *TetherBerry* application (0.8-1.3mb/s, 310ms latency) TetherBerry is an excellent app, $25 or $50 one time fee, depending if you catch a sale...

http://stockcharts.com/h-sc/ui?s=$GOLD&p=D&yr=2&mn=0&dy=0&id=p58689828907&a=148629350 I don't follow gold too closely, but if the above is evidence of a "bubble break," I'd love to hear this explaination. Bubble forming on the near horizon? Sure, why not. But right now this is nothing but...

Think it's important to point out that there is a difference between quantitative and mechanical. One can approach the market as a discretionary quant or a mechanical quant. For ex, is it accurate to label John Paulson as simply "discretionary"? The guy that crafted and developed the...

ACTIV is not inline with IQFeed pricing ;) Great feed nonetheless. OP, have you looked into Realtick? It'll be a little north of $200/month on their base package, but perhaps worth taking a look.

If you are looking for a framed IDE, know a few people who have used the following or pulled ideas from it... http://sourceforge.net/projects/sharpdevelop/

Here are open source files for IQFeed/IB plugins per RightEdge. Could help IQ/IB users trying to burn their own path, with or without the help of a contracted programmer. http://github.com/dsplaisted/RightEdgePlugins