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  1. Z

    ES Journal Archive (2009 - 2010)

    Try OpenQuant. Also C#-based similar to NT but much more customizable IMO. Much much cleaner coding as well. I used NT for a couple of years then switched to openquant when they announced the first delay of NT7 back in Sep 08. Saw this happening.
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    BWolinsky Trading

    Come on now, ain't you people come here on ET to be entertained? Why don't we let this virtual office clown do his thing now and we just sit quietly and watch. You know, sorta like in a zoo.
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    Cramer annouced today that the bottom in housing is in....

    The Case-Shiller futures have no liquidity whatsoever. They are long dead. If you use a Globex terminal you can see there hasn't been a single trade for months. The "curve" you are seeing is nothing more than the bid-ask midpoints. Try to put in a bid yourself and you'll see how it changes...
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    A Flat Tax for California?

    $49,000 per prisoner (per year, I assume)??? What are they eating, filet mignon or something? Time to bring the good old days of hard penal labor back, preferably unpaid this time. How about converting all the five-star prisons to gulags?
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    Three Laws in Trading

    It definitely takes years of experience to truly understand what Alex means. And it seems that the majority of the traders don't get the simple fact that a STABLE stochastic process does NOT mean that it's a PREDICTABLE process. Does "Pattern A" work? Yes. Now you see pattern A on chart...
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    North Korea may fire a missile toward Hawaii

    The problem is that Seoul lies only 30 miles or so from the border. With this small a distance it doesn't matter if NK has a missile or not, damn it can shoot a nuke from a cannon and still hit Seoul. Therein lies the "beauty" of NK's strategy-not nuclear deterrence per se, but nuclear...
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    Retailers Head for Exits in Detroit

    I just connected through Detroit airport yesterday. It was 6pm, usually the busiest time of the day, but the airport was nearly empty with about 10 people in the gigantic new terminal, I kid you not. A very scary sight considering there should be at least some people moving OUT of there..
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    • "Chinese Economy's Fall Will Be As Shocking As The Chinese Bull Case Bubble"

    I also forgot to mention that there are a bunch of mostly young and naive people in China who are called "Fenqing" (Angry Youth in Chinese, see http://en.wikipedia.org/wiki/Fenqing), who are so completely brainwashed by government propaganda that they will attack anyone who raise the slightest...
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    • "Chinese Economy's Fall Will Be As Shocking As The Chinese Bull Case Bubble"

    Too much hot money chasing a market is a sure sign of a bubble. Happened in dotcom, real estate, oil, now China. Just as everyone was talking about $200 oil this time last year, people are talking about how China will "lead" the world out of recession. They could not be more mistaken. To...
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    ATLANTA Traders

    I'm an independent trader trading from my home office in the Druid Hills/Emory area. Technically I don't trade for a living (still doing my PhD at GaTech) but been trading solo and managing a few other accounts for some time now. Will be glad to meet with some locals. PM me if anyone wants to...
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    Best City For Traders

    The city is very nice and clean but the weather is a killer if you are anywhere from temperate climate zones. It's right on the equator so the sun is directly above your head. 90+ degrees throughout the year and it easily goes above 110 during midday. and the humidity just makes it worse...
  12. Z

    ES Journal Archive (2009 - 2010)

    For a guy(?) who wagers 100 contracts a clip I figure you'd be civil enough to know where the CAPS LOCK key is.
  13. Z

    ES Journal Archive (2009 - 2010)

    Yeah I bent my own stop rules :):) since it was a one contract trade anyway out of boredom
  14. Z

    ES Journal Archive (2009 - 2010)

    Out 916.25
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    100K to 133.14159K in 361 Days

    What do you mean by quantifying the relationship between the graphs? If you are looking for a mathematical formula between the two then let's say you treat both graphs as functions, then if the bull graph is F(x) then the bear graph is G(x)=F^(-1)(10-x), i.e. the inverse function of F(10-x).
  16. Z

    ES Journal Archive (2009 - 2010)

    I'm still up, well...one contract wager: short @ 945.00 AH STP 951.25
  17. Z

    Linear regression fit of stock prices

    In that case you can use a quote download software (e.g. Historical Quotes Downloader) to download free EOD ASCII quotes directly from Yahoo. I believe there are some freeware that can do this as well. From there you can build a dynamic data link to whatever database you are using.
  18. Z

    Linear regression fit of stock prices

    Are you looking for unfiltered tick level data or other data like one-minute, hourly, EOD, etc?
  19. Z

    Linear regression fit of stock prices

    R is an excellent software for this kind of analytical work. However its problem lies in database integration. Unless you can really dig deep into the dirty you cannot build a reliable RT data link between R and your database of choice. A friend of mine's fund somehow managed to pull it off but...
  20. Z

    U.S. Headed For Economic Disaster

    If this is what the average american silicon valley worker can come up with, then yeah they indeed need to be replaced.
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