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A seat at the Nymex costs $5.8 million but its 816 seatholders were given 90,000 shares of pre IPO stock http://www.bloomberg.com/apps/news?pid=20601087&sid=aEWYuliwBYAU&refer=home

filled @ 120 already gained over $1000!! good luck everyone

Nymex Boosts IPO Size, Price Amid Robust Demand for Stock By MATT CHAMBERS November 15, 2006; Page C6 Highlighting surging demand for commodities-exchange stocks, Nymex Holdings Inc. boosted its initial public offering value 19%, a move that helped send the stock of its main rival...

I have the OptionVue price sheet in front of me and the standard edition is $1495 + $500/yr for quote data + $650/yr for weekly BDB updates. The market scanner is $500/yr and backtrader is $400 (one time). I never used TOS but there are several elements that standout in OptionVue: - Yates...

I am interested to find out your roadmap for this project... I think it is a great start, but it's missing too much critical functionality. e.g., limit/stop/moc orders, multi-leg orders, portfolio syncronization and a trade database, failover, etc. Is your plan to develop JSystemTrader into...

Which JVM version does JSystemTrader use? I am having issues running it under 1.4

OptionVue supports custom RT scans as you described... it's powerful software.

Did anyone here attend that webinar? Helpful at all?

I can't imagine an Excel-based arb scanner being too useful...

With an AI/math focus I think of rough sets, artificial neural networks, latent semantic analysis... Maybe there are traders here using these techniques, but most "anomalies" are the result of over extensive data mining. Take a look at "Beyond The Random Walk" by Dr. Vijay Singal...

I'm curious why you chose stat arb over other quantitative strategies. Is this solely for personal research/challenge or is there a business model behind it? I look forward to reading more of your findings!

It will come down to who/what beats the market... 10% probably refers to the star traders.

City trading jobs to fall by 90% as banks take up algorithmic technology The number of traders employed in the City of London will have fallen by a massive 90% by 2015 because more banks are moving towards all-electronic algorithmic trading operations, according to a white paper released by...

Bid/ask chart, unfortunately I don't have T&S

I have this 5 min chart of EPIX from 8/11/06 where it appears there was a market maker shakeout, followed by a rally. I haven't backtested this to see the reliability of going long after the event... but has anyone traded this situation with success? thanks

Are there any advantages to this structure if you are not a NV resident? Do you write off expenses on both entities or just the s-corp?

Thanks for your answer in my similar thread Don. For anyone who's interested: I found an academic paper on crossed/locked markets that has a thorough statistical analysis of arbitrage opportunities. http://www.nuff.ox.ac.uk/users/murphya/Arbitrage%20Opportunities%20in%20Nasdaq%20Stocks.pdf

Chart:

Attached is a chart of AQR WS (Acquicor Tech Warrants). Around 13:00, the best bid was 0.47 and best ask was 0.46. Has anyone seen this happen before and is it a discrepancy that can be traded?

Nobody mentioned the pattern day trade rule.