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  1. M

    Backtesting Strategies on Tick Data

    Neoticker, amibroker... any others I should look into?
  2. M

    Backtesting Strategies on Tick Data

    I have tick data on a bunch of securities that I want to backtest some strategies on. The data includes type (bid, ask, or trade), price, volume, date/time, and condition codes stored in csv files. I'm decent with VBA, I don't know any other programming languages and prefer not to learn any...
  3. M

    LME (London Metals Exchange)

    Anyone know of any brokers that offer electronic access to the LME?
  4. M

    Shorting Pink Sheet or OTCBB stocks?

    I know market makers can short pink sheets and OTCBB stocks, but does any retail broker allow this?
  5. M

    Customer Option Margin

    What broker? If I'm going to continue to trade like this I'm going to need to change brokers.
  6. M

    Customer Option Margin

    I sold 75 of the 2.5 strike puts for 1.00. (XNP Jan 05) On the extremes I can either make up to 1.00 or lose 1.50. Charlie Schwab has tied up $37,500 of my margin for this trade. They say that they calculate the margin requirement by taking contracts * 100 * strike * 2. Is this normal...
  7. M

    Hard To Borrow

    Anyone know of any stocks that are so hard to borrow that the reversals trade for a credit? (Puts higher than calls)
  8. M

    DDE link for Excel (detailed option info)

    I'm looking to place detailed option info real time into Excel. I'd like to place each piece of info (Bid, Ask, Bid Exchange, Size, etc.) into an individual cell. What are some of the vendor options I have? What do you recommend? The two vendors I have found are QCharts and eSignal...
  9. M

    Historical Data collection

    I'm aware of tickdata and the NYSE's TAQ database, but both are too expensive. I'd rather pay for a data serivce and collect it myself.
  10. M

    Historical Data collection

    I'd like to collect historical intraday data on stocks. I'd like 1 minute and tick data for a large list of stocks (all stocks with listed options on them). Although it would be nice to find a source with 1 year or more of this data available, that's not really neccessary. I've already...
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