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  1. R

    Playskool My First Trading System

    For about 3 and a half years now I've been trying to trade futures with no real idea of what I'm doing. Something changed over the last few months, and I want to capture the next part of my adventure for posterity. I've never traded with a well defined edge, so my results have been fairly...
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    Frosty's trading bot goes live part 2

    what if it uses color as the determining factor? if it only knows apples and oranges, then any orange fruit must be an orange and every non-orange fruit must be an apple. and when you put it to work, it thinks all bananas are apples. and all watermelons. and kiwi. and strawberries. and grapes...
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    Daylight saving time problem

    i think someone already mentioned it, but i'll reitterate. on one of my xp pro boxes, after the update, it deselected the 'automatically adjust clock for daylight saving changes' setting. double click the clock, select the time zone tab, and check that box at the bottom. after that the time...
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    1 Yr ARM vs. 15 year fixed

    I've given this some thought in the past and what I came up with is that it should offer some clue about the direction of the 10yr yeilds. As rates were reaching a relative low, ARMs were significantly cheaper than fixed rates because banks were taking on less risk offering them. I would...
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    IB & ECBOT stops

    FYI, I have watched ECBOT reject an order for being too far away from the market after a simulated stop limit got triggered. I was sitting at my desk so I could just pound it out, but it was a little alarming. Right after it happened, I was pleasantly supprised by someone from IB calling me to...
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    Silver plays

    So... which is currently worth more, 10 oz of silver or 0.1 oz of gold? Would you rather SLV be sold in single ounces and pay 10x the commission? Would that make it a better value?
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    Details of the CME price matching algorithm?

    Nice. I don't know why I thought they didn't. Thanks.
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    Details of the CME price matching algorithm?

    Oh, what the hell... I'll take a crack at this. Heh The last price isn't 'calculated,' it's a statement of fact. It's exactly the price at which the last trade took place. Bids and offers can move without any trades taking place, so the last price can be well outside the spread. The last...
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    IB - penny option pricing *now*

    From what I read, they will NOT fill orders locally. All penny increment orders will be submitted to an exchange that supports penny price improvement for execution once they are matched locally. No idea about the cancellation charges though.
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    Reversion to the Mean

    What a perfect example of the Gambler's Fallacy. A coin flip is 50-50. Given that you have flipped 10 heads in a row, what are the odds that the next one will come up tails?
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    Where to get total net long/short positions?

    You probably want the COT figures: http://www.softwarenorth.net/cot/current/charts/ES.png
  12. R

    WTB Globex T&S data

    Is there anyone here that has a large collection of Globex T&S data that would be willing to burn some CDs or otherwise let me copy them? I would gladly pay for your trouble. Thanks.
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