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    Tax question to prof overseas US equity traders

    Maybe I should point out that I am not an US citizen, but do have a social security number from a stint in the US a couple of years ago. Do you still think that I have to pay US taxes as a non US citizen, not residing in the US ?
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    Tax question to prof overseas US equity traders

    I live in Europe and daytrade professionally US stocks in an US registered LLC . I would like to know whom do I owe taxes at the end of the year ? In particular I'm not sure whether I have to pay any US taxes at all and how I should declare the taxes in my home country. As far as I...
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    European trading via IB ?

    Def, could you expand a bit on the depth of your short list (which markets, how many stocks etc) and what the plans are regarding expanding that list (ie how long do you anticipate that to take ?). To other readers: Do you know of any daytrading shops or brokers in Europe where you can...
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    European trading via IB ?

    A couple of questions regarding IB: Is it possible to combine US and European trading in one IB brokerage account ? Can I short European stocks with IB ? Can I arbitrage ADRs with IB (ie buy the ADR and deliver shares bought in Europe?) Many thanks for any replies. Oliver
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    Don's Openings Pt. 2

    I base my concept on action and reaction. If at the open the stock should have opened at a certain fair value as indicated by the futures, and it opens outside the envelope, then I assume that there will be a reaction which pulls the stock back towards the calculated FV. Thereby I assume of...
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    Don's Openings Pt. 2

    Why not trade the opening mechanically ? Instead of watching the MM activity, just put in a 'limit' cover order at, say halfway the difference of the opening print and the theoretical fair value ? This allows you to handle more orders. If by a certain time you haven't been filled, close the...
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    Historical Closing prices

    try these: http://chart.yahoo.com/d?a=3&b=21&c=01&d=5&e=23&f=02&g=d&s=chux http://www.edreyfus.com/cgi-bin/cgipage?TAG=03QUOTEhstqte&Symbol=AAPL&period=30 Oliver
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    Daytrading Seasoned Equity Offerings

    I found an interesting academic paper (http://mba.vanderbilt.edu/faculty/pdf/mktstAug3101.pdf) analyzing the price performance within the first couple of hours after a stock offering (seasoned; not IPO). The author finds out that the price adjustment for Nyse listed stocks is too slow, and...
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    Eod Screening

    I use a similar filter for volume and price breakouts. I import the data each night into Excel, retrieve the quotes via Yahoo into the spreadsheet and set up a trading strategy this way. It takes a lot of time and a fair amount of VBA programming. Glad to hear about Amibroker and wealth-lab...
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    Eod Screening

    I use Metastock for exactly that purpose. It works fine, although it has some limitations in evaluating the success of your screening techniques. It is annoying that it is not possible to check the profitability on both a large number of stocks and a long timeframe. If anyone knows of a prog...
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    International Subscription to Active Trader Magazine

    I live in Europe. I started my subs last september. I received my first issue 2 months late because they didn't print my address correctly (full of misspellings...). Wanted to pay by check, but then simply ignored their payment request because of the extremely bad customer service. Now I don't...
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    Bankruptcy Plays

    I bought FWC and DANKY. Both are up strongly in the last 2 days. I bought them not because they were possible Bankruptcy plays, but because they showed some inseder buying. Maybe insiders know more. . . . ... Oliver
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    European data

    check out theIFM.org http://www.theifm.org/index.cfm?inc=datacenter/dataseries.inc&aux=datacenter/auxifmdcsplash.inc
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    Availability of historical intra-day quotes

    Excellent idea Jaba. I will try that out ! :cool:
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    Availability of historical intra-day quotes

    I'm currently looking to model stock behaviour in the first 60 min of trading. I would like to export 1min intra-day data into Excel and would be interested what sources other people are using. I'm aware of the following but none really is optimal (either due to costs or lack of historical data...
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    Don's Openings Pt. 2

    One more thought about beta adjustments: I personally use daily volatility of a stock, compare that to the volatility of the S&P500 and adjust the opening range by that factor. This method avoids the low beta problem, especially for stocks with high volatility. Example for AIG: S&P...
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