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BD1, what I can't figure out about the new PTF, is if I should ignore all I did before and just rely on cointegration? For example, before cointegration I used to look for this in my pairs: 1) Correlations above 90% 2) Ratio chart should show wide trading range or overextended 3)...

I think I found my dream pairs trading program. If only it was commercially available: http://www.youtube.com/watch?v=SSkaGf1Lr-U&NR=1

Does anyone know how PTF calculates cointegration? Is it accurate? I've compared a few of my pairs against the figures at catalystcorner.com and the cointegration numbers can be very different. A high cointegration in PTF shows up as low in catalystcorner and vice versa.

Would you ignore correlation and just look at high cointegration?

I'm in at 3.13 Expect it to climb back up to at least 6 soon, where they were last week.

In the original legend, many tried to achieve the Sangreal but failed. Some were worthy, some were not. Only he could sit in the Siege Perilous was worthy to attain it.

I'd like to use Amibroker to help me in my pairs trading and need some custom coding. I need to develop a series of explorations and scans that will do the following: 1) Take a list of stocks and generate the correlations between the pairs. (I already have some code that does this). Then...

This thread's goes back to 2008! johnnysharp are you still trading pairs and are you still profitable? Just downloaded PTF and plan to give this a go.

I'm working on a device that, using a quantum delayed eraser effect, will relay me stock prices from 30-50 microseconds in the future. I'm talking with NYSE about installing the device at their new Mahwah data center, right in front of their backup pod feed handler (to test). If it works, it...

As with Wealth-Lab, QT, you will be missed.

I love dollar stores. They're good for batteries, beef jerky, mixed nuts, balloons and wine glasses. Where else can you get the aforementioned items for $1? It's capitalism at its best.

Its really simple. Facebook has 500 000 000 registered users. What is each user worth? $100? There's your $50 Billion valuation. Facebook is here to stay, as someone posted. It reached critical mass in its particular niche, just like eBay or Amazon. What always amazes me is...

Vacationed in Germany a couple of years ago. Loved it. Stayed at a 4-star hotel just in (formerly) east Berlin for peanuts. Was greeted with "Guten Morgen" each day by all the pretty chambermaids. Sat to drink at every corner cafe I could find. Maybe I'll retire there some day.

I tried one at a store once and had trouble getting off it. I felt like I was stuck in quicksand. Very odd feeling...but I guess some people really like it.

Times Sinclair 1000 followed by the Commodore 64 from Crazy Eddie's in the Bronx I still have both, and they both work.

Here's a challenge. Attached is a data file containing the tick history for QQQQ for one particular day. Here's the challenge to all you profitable automated traders: write a simple program that runs through this file, generate buy/sell signals on the data, and show a decent profit by the...

Looking for C++/Java programmer familiar with DTN NxCore (http://www.nanex.net/) to build a high performance, low latency quote server to stream level 1 and level 2 data. Thanks!

Very entertaining thread. In all fairness, asiaprop didn't say he'd bet money. He said: "I take that risk, PM me, I even pay for your first class airline ticket and hotel to the city in Asia I live. You made the offer, I publicly invite you. P.S.: This offer applies to anyone with a 20%+...

Sorry vhen, but not even mathematics is sacred. Mathematician Kurt Godel discovered that in math there are some propositions that can't be proven based on inherent axioms of the system. You can go outside mathematics to attempt to prove it, but then you'd be creating a larger system with its...

Gather 'round boys and girls and let me teach you what to look for in articles that support "evolution" or "disprove" ID or any other nonorthodox theory. In this particular article there are two real gems: "It was simply a matter of time before they came together into a more complex entity."...