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www.tickdata.com has it. Aaron Schindler Schindler Trading

Murray, The low correlations are nice, but how profitable is the strategy? Did you ever post the performance of your simple ORB system on those Nasdaq 100 stocks? It would be interesting to see percent of profitable trades, average profitable trade, average losing trade, number of trades...

I'd be surprised if this were true. Do you have a source or know of a law or regulation?

Trading both in the same fund is more costly in time or money for both accounting and compliance. Equities have complex unrealized capital gain issues. When an investor makes a withdrawal you have to figure out what portion of the realized and unrealized gains he takes with him. Futures...

Thanks, OddTrader! Schindler Trading offers both a pool and separately managed accounts because they have different advantages for the manager and investor. A pool is easier to trade than multiple separate accounts, is easier to invest in for the investor, has limited liability for the...

Yes, a hedge fund is like a mutual fund in that the funds are pooled and each investor owns some portion of the fund (shares or a percentage). The alternative is separately managed accounts where each investor opens their own account and gives you authorization to execute trades in their...

Thanks, MacroEvent! The final return for October was actually +15.2%. I get nervous when it gets late in the year like this and the trading is modestly positive for the year to date. A couple down months could turn this into a down year and I would hate to see that happen. But on the other...

Thank you, Longhorns! Now, if we can just keep our streak of never having lost money during November alive... :) Aaron Schindler Schindler Trading

I don't have the answer, but I'll be interested to hear if you find out. Aaron Schindler Schindler Trading

Capability exists -- check out TWS's OCA Group functionality. Aaron Schindler Schindler Trading

Hi Nick, The Schindler Trading Program had a big 49% drawdown in the middle of 2004 and then had a 95% runup to mostly recover. But because I don't care to have such a big drawdown again, I reduced the leverage by half in April -- so that's been a big change. Other than that, we've got...

Thanks, Maverick. But putting my name with these other guys reminds me of the Sesame Street game "One of these things is not like the others..." :) Aaron Schindler Schindler Trading

Are you familiar with the phrase "jumping the shark"? (It's a reference to the comedy series Happy Days going downhill when Fonzie jumped a shark on waterskis.) Hiring a "Chief Internet Evangelist" to work on an Interplanetary Network, "a project which aims to extend the Internet into...

How do you deal with daily bars that trade both above _and_ below your buy entry level and your sell entry level? How do you know which one hit first? You mentioned the ORB hasn't worked very well recently. Do you have annual or monthly historical returns? It would be interesting to see if...

The drop was due to the SPR loans, tankers coming from Europe, and some pipelines and refineries coming back on line. The sale from the SPR was a surprise announcement after the market closed. Aaron Schindler Schindler Trading

Too bad oil closed early today (Friday before Labor Day). It would have been interesting to see (and trade) the market reaction to the announced sale of 30m barrels from the SPR. Aaron Schindler Schindler Trading

If no one is able to send it to you, the data will be for sale at tickdata.com in about a week. I'm not affiliated with Tickdata, just a happy customer. Aaron Schindler Schindler Trading

I noticed the same eSignal lag in the QM crude contract versus Interactive Brokers quotes. So the problem isn't on Tomcole's end. If eSignal's servers weren't the problem, was eSignal getting late data from the exchange? There were no lags that I noticed in the other charts I had up. Aaron...

Thanks for the link, Blue Horseshoe. Very interesting.

Just to report back to you ETers... IB has reported to me that the charts in the current release are now known to be cpu hogs. The chart cpu usage should be much reduced in a future TWS release. Aaron Schindler Schindler Trading