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Any details on the route, order type, instrument traded, ...? This may help people to answer.

As long as I know stocks are inflated/maintained by the fed QE2 expectations. And fixed income also. Unless the fed underdeliver on nov. 3 dont expect that to change soon. These are not normal times, there are non free market forces into play.

Most probably nothing as this is the futures contract and not the index itself. Probably one algo or market order bad trade when there was no liquidity and everyone was sipping wine at the bar.

Each of my stock was associated with it's Yahoo Sector and Industry in my spreadsheet so I could cancel all stocks belonging to a sector or industry all at once when screening news. Very helpfull but I did often cancel more than required. Therefore my fill rate was lower than other players.

Monthly average between 2% and 5%. Daily would be between 0% and 10%. It always feels bad to make the hour of preparation and get no fills.

IMO, the answer is NO. In the opening strategy your hedge is the good fill you get from the auction that is a little better than fair value. It is very frustrating to see one of your fill going against you and come back just after you closed it. You got to accept that. From my experience, you...

Looking forward to hear more.

Worked with that a couple years ago. I am not quite sure what you are talking about exactly. I think if you have one file opened, you close it, open a new one, then all links should open no problemo so I guess this is not your problem. If you have 5 files opened on your computer and you move...

Are you talking about a broker or a market maker?

Is there an instruction manual for inserting those cards in a laptop ;-) DualHead2Go is between 150 and 250, TripleHead2Go is between 315 and 350. On their website

futurestradingc, this is true for uptime and processing time but you have to keep in mind that clouds are not necessarily located in places where the time it take from the exchange to your server will be optimal. I am taking physically and connectivity. You have to be aware of the ping time and...

Active Trader Magazine http://www.activetradermag.com/ Technical Analysis of STOCKS & COMMODITIES Magazine http://traders.com/ Those are magazine with articles so it's good to get ideas and techniques but they are not references like a book. And you wont find profitable strategies but you can...

1- Your stocks can underperform the S&P by much more than the dividend yield on the stocks. I mean, way more 2- IB margin will increase over time, as interest rates will. If they dont, it means there is a huge problem in the economy and this could translate into lower dividends. 3- You will...

Be much more sloppy in my coding of backtests.

Are you trading forex or stocks? If Fx, are you paying the spreads in your backtest? To me, this as always been that major obstacle to profitability on the shorter time frames.

Can you filter if volatility goes up over xx? Or put a max loss per trade, max loss per week or month?

Get different currencies, or a longer time frame and your list may get longer!

I hope you know what out of sample, curve fitting, transaction fees, slippage and the like are. Also, make sure that your stops are hit b4 your limits in the backtest. When you test with time bars and not tick data you dont know what happened first within the bar. 50k to 1M in less than 10 days...

Assuming that we are only talking about processing time and that it make sense to optimize your problem. 1- Getting some more hardware is a costly but easy way to do it. But IMO, when you encounter an almost infinite number of runs, like here with 40 params it might not be a solution. 2- You...

MOO with OPG. Works fine.