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    new research...

    This has been especially pronounced in the last 2 years following down days in the indices. I recently stumbled on this (as many others probably have) after watching one too many glaring morning squeezes, and have been considering posting the code in the hope of pressuring some of that...
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    IB Sticky Market Orders

    Hi, yes, I spoke with tac, and the trade problems desk. They told me that they don't see the blue error code or time delays in their audit trail and suggested I try the browser version, but since my machine is spick and span, my TWS and java versions are up to date, my quotes are feeding fine...
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    IB Sticky Market Orders

    just to be sure it's not anything on my end, i did a full windows reinstall last night (i was long overdue for it anyway), and it's happening again today. is this the same situation as with the market orders where Timber takes a look at your trade and decides whether or not they want to take it?
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    IB Sticky Market Orders

    anybody see marketable and non-marketable limits sticking in some sort of pending status for a few seconds today while the mkt is slipping away from you? the spread was nice and stationary when i transmitted, and immediately started running thereafter. internet connection was fine obviously...
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    Article/Paper - "Filtering in Finance"

    real quants are very expensive assets. infer what you will
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    Article/Paper - "Filtering in Finance"

    another case of 'if i haven't found it, it doesn't exist' ...natural response, bash the professionals
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    Clearing codes

    thanks everyone for sharing your insight. FT71, i had no idea these were only available to members on their own trades, that makes a big difference. thanks . .comparing that to 5yrtraders experience, i guess in larger groups people can compare notes, and get a better picture. i can't...
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    Tradestation Frozen

    anyone else experiencing all charts frozen in TS since about 5 mins ago?
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    Devising An Opening Gap Strategy for YM

    hey thanks. what timezone are you in? are you talking about shorting the open at 9:30 am EST and covering at 11:10 am EST at the latest? it looks like you're using 2000i, so it may be stamping the bars diff than 8.0, for instance when you say enter close of 1530 bar, is that on a 24 hour...
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    Example Trading System

    fwiw i tried to register on the link provided earlier in this thread to access the TS code, and the site was broken the ruleset in the writeup has some ambiguities. is there an agreed upon set of TS code for this publicly shared strat
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    Clearing codes

    lol no it's cool. i'm just annoyed by the feeling that someone who knows something about me (that i don't know about them) is getting a piece of me at times globex is definitely more transparent than the nyse, but the information still isn't a level field. someone's laughing their way to...
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    Clearing codes

    well, again, i'm working off inference here, but i think it associates clearers. so for instance, to any member with the codes, all IB customers have one code. all RJ customers have one code. small clearers with a smaller number of large traders have one code (and would be a little easier...
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    Clearing codes

    not really sure to be honest. on a day as thin as today, i might be able to associate one guys ER2 40 lot entry with his 8 5 lot exits, etc. who knows. maybe be able to say on this breakout bar, 65% of entrants were retail and thus help distinguish real moves from nothing moves. on thin...
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    Clearing codes

    i haven't really looked into it, but my understanding is that they uniquely identify each trade's clearer by number, and exchange members can access them while retailers can not in a general sense, they offer the potential to associate trades with clearers, and pick up hints about the...
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    Clearing codes

    does anyone else feel lately like they would probably benefit from the globex clearing codes? i feel like i'm trading against 10 people has anyone with access mined into these and care to comment
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    Vancouver Traders: Beerfest 05.05.05

    not that it's relevant, but i recently learned that the 5th day of the 5th month of the 5th year is traditionally when new samurai are presented their swords huh
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    How many trades per day for you guys? (Today)

    i believe that you do make a gajillion trades a day, buy 10 LCDs at a pop, and manage a group, but the way you jump at every chance to bring them up is boastful. it's not characteristic of the level of professionalism you try so hard to convey it's my own weakness that i choose to point that...
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    How many trades per day for you guys? (Today)

    but it does give you something to brag to newbs about. given how often he mentions it, it appears to feel very good to say. don't discount that benefit
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    How many trades per day for you guys? (Today)

    he makes shit up all the time
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    How many trades per day for you guys? (Today)

    what are you still doing here, you missed 80 trades
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