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thanks, i haven't used esignal in quite some time; best of luck with your OO system.

QUOTE]Quote from EricP: Sorry, just saw your questions. 1) That's a fortunate problem to have. I would trade them both! If I could only trade one of the two, I would trade the first one and consider increasing trade size by 10% if desired to increase profitability. 2) I'm not sure I...

can you get the opening print from the primary exchange real-time from Esignal? i use IB which has an option to restrict datafeed to SUPERSOES, for example - it works for historical data downloads, but not for real-time quotes which include ECN data in pre-market hours.

great, hedge funds selling debt to public - hey Joe, you need a million net worth to buy into a hedge fund, but you can now happily and safely own their bonds via your Ford or GM pension fund :) next, look for venture capital to go all debt financed. i may be wrong but imo this credit...

thanks for the references, i will look them up. now if somebody could answer a couple of my other questions from above, i'd appreciate it very much; they don't seem very complicated... - i had PM'ed EricP once already with another question some time ago, and i don't really want to abuse his...

great thread, and it's good to see more ATS threads popping up lately; perhaps consistent with where the industry is heading... i tested an OO strategy some time ago with DTN's intraday data and came across this issue: if you use DTN's daily bars, their "open price" is a "consolidated" price...

EircP - that was an excellent thread - i have a couple of quick questions on that if i may: 1. if i have two strategies, e.g. A has avg. profit 1.0 with confidence 98%, B has avg. prof. 1.1 with confidence 96%; which one is preferable? can one just do a mechanical / arithmetic comparison /...

thx for clarifying - some time ago, i searched the web for bootstrapping but could only find a few references; i have now re-tried with including "nonparametric" in my search and immediately got a lot more useful papers explaining the concept, thx for your help.

this is a neat spreadsheet, thanks - would someone enlighten me, pls, if this approach is what is referred to in statistics as "bootstrapping"? it looks like it, based on what i have read...except that perhaps you bootstrap from a portion of the sample, not the entire sample. or how is...

what about these fannie maes and freddie macs? i don't know what share of mortgage value ends up sitting on the bank's book nowadays, i am guessing not much.. - i think the mortgage derivatives market is quite massive.. - so, technically you may even end up indirectly "owning" a tiny chunk of...

thanks for the link - there is a decent insight into how the specialists actually make money - the overall point of the market being "rigged" in the specialist's favor makes sense - i "give away" a good amount of dollars every day by using marketable limit orders - only because i don't have the...

this is great info, thx, what's the price tag? (ex.-taq subscription fees) • Kdb+taq is a fast loader for NYSE TAQ data (distributed via CD/DVD or FTP) that enables you to create a full 10+ year history of NYSE TAQ data quickly, update it daily, and have it immediately available for...

travis, post the code snippet which triggers the error, perhaps it will make it easier to figure out what is wrong. all the best.

great, finally this thread is zeroing in on some high class rides :) thanks for the link, i have been curious for some time as to what the institutions use.

when a nasdaq stock opens, the symbol-SUPERSOES bid/ask quote color changes in TWS from beige color (indicative) to regular color (green/orange). how can one capture this event via API? in general, how do people capture the opening price via IB's API? it seems for NYSE stocks, the...

the reason why dax and estoxx move very closely short term, as you have discovered, is that their correlation within high frequencies is strong - i.e. there is no reason why in any given millisecond estoxx should become worth more than dax unless there are significant events. however, for...

what about bloomberg? is there any market information aggregator out there that can match the breadth of bloomberg's coverage? i haven't looked at reuters lately, but i wouldn't think they're up to par w/bloomy. here's who yahoo lists as bloomberg's competitors...

the buy setup is internals going down and futures going up. the rationale is institutions buying futures before they buy their intended basket of stocks. why don't instiutions wait until the end of selling and let the futures price drop and then buy them? thx. all the best.

record the sorting macro from Tools-macro-record open the macro's vba module: Tools-macro-edit at the end of the macro's vba code, before End Sub, place this statement: Application.OnTime (Now + TimeValue("00:01:00")) , "[insert macro's name here]" good luck. p.s. if this works...

could you comment on how you structure your price database - i have recently looked at setting one up and couldn't decide if it's better to keep prices in seprate tables for each ticker or in one big table, for example. in the end, i have gone with binary files for now, due to speed of...