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search by CUSIP: http://activequote.fidelity.com/mmnet/SymLookup.phtml

You can get a free copy of "The Hidden Reality" from Think or Swim. IMO, it's the best options trading book released in recent years. You might also be interested in this (hopefully there's no problem reposting these links from RiskDoctor): Check Out Ri$k Doctor's Free Download and...

from Advanced Trading magazine... :D http://advancedtrading.com/tradingfloor

Log into account management, click Account Administration, then User Functions. Then click "2nd user" next to your username in the list.

I completely agree. Better to spend one's time trading IV with straddles or condors :) GARCH in this application is pretty much glorified technical analysis (at its worst).

You can't "forecast" implied volatilities from historical data, because IV is derived from current options and underlying prices. Hume's Problem of Induction... no amount of past data provides certainty of the future. As far as predicting future volatility, I think GARCH(1,1) is widely...

Google News archive goes back 200 years... or do you need an API? (Google blocks screen scrapers)

That's not how it works. The messages are distributed by spammers with ties to microcap "investor relations" firms that are compensated (in cash and restricted stock) by the company to pump their stock. Jonathan Lebed (remember him?) became a millionaire by doing this. It's obviously a shady...

I really doubt that most of the winning strategies are sustainable, as gusy pointed out. They could have bet the farm and shorted NEW and LEND for all we know... One of the winners last year said he tried to create a NN estimator but gave up and bet his entire account on GOOG (the day before...

Yes, Esper is fantastic. Hard to believe that it's free. The performance is phenomenal... I'm running 500+ continuous queries at 1-2% CPU load. Coral8 crashed around 50. EQL has far more functionality than all of the commercial event stream processors I've used (Apama and Coral8). The...

The honest answer is "no", but consider this... IB lets you create multiple usernames to a single account. You could run two separate servers with TWS (on different broadband connections) and failover if connectivity is lost. But ideally, you need several BDs and data feeds for redundancy. IB...

...or the buying could be involuntary. e.g., a new member of management may be required to purchase shares to align their personal incentives with those of the stockholders. Insider selling will always be larger than buying because many shares were acquired in a non-open market...

Large insider trades are reported within 2 business days. Vickers Stock Research aggregates all insider transactions in real time. (http://www.vickers-stock.com) Otherwise, just check the WSJ daily. The biggest challenge with following insider trades is filtering transactions with no...

This is a well known and easy arb strategy that can be automated... I've tested a S&P 500 index effect strategy and calculated about 40% annualized abnormal returns (using real time news and price data). The permanent effect is observed on the day following the addition/deletion...

Are you talking about aggregating volumes over a sliding window by length of ticks or time? Coral8 has a free developer version of their event stream processor. You could feed in your data using CSV files, and output a CSV list of trades to analyze in Excel, etc. http://www.coral8.com I...

I would have expected a press release or something... Winning that contest is a huge deal! But I assume this was mostly a hiring tactic, hence keeping it under low profile.

Here's a simple idea... Moving average - actual price = noise

The purpose of showing the server time is so that you can sync your PC clock with IB.

Somebody call Tony Soprano...

Start here: http://www.elitetrader.com/vb/showthread.php?threadid=33135