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    Globex Time & Sales from CME

    Hi- I am looking for two files from the distant past: tr011111.zip gx011111.zip Does anyone go back that far? Thanks.
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    Calculating results in Excel

    Instead of using Long, Short, Neutral you could use 1, -1, 0, thus: c2 = (a2 * b2) + c1 You can create constants in Excel (e.g., Long = 1, etc.), so you still use the names in Column B: 1. On the Insert menu, point to Name, and then click Define. 2. In the Names in workbook box...
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    $100 million possible?

    Actually, a billion is a thousandth of a trillion, which is 0.1%.
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    vb question (DDE Excel + IB's TWS)

    DDE will not work to capture every change. You will have to use a polling method to monitor the cell and will miss some price changes. You might want to look at the IB activeX control. You can register it in excel and then the various IB events will be in the VBA editor just like the excel...
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    Seems to be alot of ex/current Engineers in trading

    Engineers seem drawn to technical analysis but not necessarily to trading. I remember noticing this in the '70s (for example, John Magee of Edwards and Magee fame, MIT grad) and it holds true today (for example John Ehlers with digital signal processing).
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    Statistics question

    Use the log of the price series rather than the price series itself. That way the slope of the linear regression equals (Δprice/price)/Δtime rather than Δprice/Δtime.
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