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    Trying to buy a copy of Barron's from Brazil

    Barron's is also available as an electronic edition (PDF replica of the print edition) from Newsstand.com at $5.99 per month.
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    Rare Tony Oz and other trading books for sale

    I'm currently scaling down my library in preparation for a move overseas later this year. Therefore, I have the following trading books for sale: Tony Oz, Stock Trading Wizard - Short-Term Trading Strategies for Swing and Daytrading Out of print and offered at Amazon.com for $115 and up...
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    IB Denies Problem with Quotes

    While we're on the optic of configuration settings. I'm sure not only people with multiple accounts who need to keep identical settings across all accounts would most appreciate it if IB could finally add functionality that allows to export and import TWS configuration settings in an account...
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    ARCA or INET - who is more liquid?

    I think Don is mixing up ARCA (which should show up as PSE or PCX for lited stocks on any up to date system) and Nasdaq Intermarket and its CAES execution system (usually displays as NASD or THRD; Instinet used to quote via that same identifier in certain stocks). As of next week CAES should be...
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    IB market data lagging real BAD

    Is anybody seeing improvement or has received a response form IB? At least I'm seeing no change today. Whenever volume picks up quotes start lagging and corssing all over the place.
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    Super fast trading - all automatic

    nitro, the Olsen guys have actually put out a book detailing quite a bit of their research in high frequency data analysis and trading models based thereupon...
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    Super fast trading - all automatic

    Isn't that one of those guys who used to run an 0900 stock tip line at the height of the bubble? IB keeps sending me this Traders rag each month, but I've found it to be of such poor quality on average that most of the time I have it go straight into the circular file. You're probably...
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    NYSE Front-Running needs to be addressed

    The specialist is not free to set any price he wants, there exist detailed rules based on the specific characteristics of the stock in question (price level, avg. liquidity, and volatility) as to how much price is allowed to jump between prints and the minimum size the specialist is required to...
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    I'm short Ericy

    Just checked out an intraday chart of ERICY B shares in Stocholm. Is there a minimum price increment of 10 cents on the OMX? Is that market worth daytrading?
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    Searching for good traders, stocks and futures

    Andreas, so is access to capital all you have to offer? And you expect to find successful traders willing to take such a deal for a mere 10% cut without any additional contractual benefits? While leverage can be had all around at low financing rates of 2 to 3%? You must be kidding... To...
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    Do NYSE Traders use IB's Smart Order Routing Very Often?

    Eith ETFs like QQQ SMART has been exhibiting some nasty buggy behavior where in about nine out of ten cases non-marketable limit orders placed within two to three cents of the spread would take thirty seconds or more to cancel or modify. This problem seems to have been taken care of, though, as...
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    European traders, Roll Call !!!

    What do you mean? This is not Afghanistan or Liberia, in fact it's the eighth largest economy in the world. In any major city here you have a choice of ADSL, cable, WLL, or satellite for broadband Internet access.
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    European traders, Roll Call !!!

    Looks like a whole lot of traders here are residing around Lake Constance. At least during the summer that includes myself on the Swiss side. For the remainder of the year, though, I'm quite happy to escape the cold climate and trade from sunny Brazil.
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    IB losing the edge in commissions!

    I second that. Ironically, until May 2001 it used to be possible to access all the regional exchanges and Nasdaq Intermarket for listed stocks via ARCA. This changed when IB decided to block all external routing capabilities of ARCA and REDI in favor of their own SMART routing.
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    Calling TWS ActiveX from C#

    Thanks guys. I guess I'll just have to give it a try and take a disk image before so I can easily recover in case of problems. What about MSDN Library? Does VS6 work with the recent new format versions (e.g. July 2003), or is it necessary to install an old release alongside for...
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    Calling TWS ActiveX from C#

    This is somewhat off-topic, but someone here will probably habe an answer. I currently have VS .NET 2003 installed on my development machine and now find myself in the situation that I have to fall back on VB6 and thus VS6 for some project due to the kinds of integration/compatibility issues...
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    Matrox G550 vs. G650

    The primary difference of importance to trading applications is that the P650 allows you to run two DVI screens at different resolutions while the G550 requires them to be set to the same resolution when using dual-DVI.
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    Help with Black Scholes Formula

    For valuation purposes it is irrelevant what people do most of the time. As far as early exercise never being optimal for American options on non-dividend paying stocks is concerned this only applies to calls not puts.
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    Calendar Spreads and IV

    Ideally you want to find situations where there's a pronounced horizontal volatility skew (i.e. between the front and back months). Since the introduction of Reg FD such have tended to arise more frequently and be more pronounced ahead of earnings releases.
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    Help with Black Scholes Formula

    I assume you are aware that standatd BS only provides for correct valuation of European style options while options on QQQ are American. To receive correct theoretical values for American options you'll to use an adjusted version of BS (e.g. Whaley) or instead use a binomial tree to do the...
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