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No posts for last couple of days but it's been real quiet for me. +149 and +370 nets thurs and fri. today was slightly better +$432 anek - awesome. hope to be swinging that bat with you one day.

Exactly. Not so much an issue for small / retail traders but if you run high frequency auto trading, reliability is a key factor. That is why our firm has leased lines rather than standard internet. No offence but if you are looking at your trading and thinking that your data and/or fills...

if you have a large sample of data, you could do a test for serial correlation in range size If you're looking for something more accesible to a non-stats trained guy, a simple test in Excel might be: 1) Test the av range of all days in the sample period 2) Test the av range of all days...

Hey - STAN is not an ADR fyi. The info is out there - check google finance for example. Lists comps for each stock, including double listings. Just takes a bit of work. Raver has already given you half the answer

Had to happen some time - new biggest losing day for the strat. -$1,639 net Nice trading Nordik

Powerfortier, Moriatron - nice trading For me, it's not huge but i'll definitely take it. +$749 net

today was ticking along as a normal, fairly quiet day for me. then some guy made a silly mistake and sent a bunch of orders to market. 30 secs of craziness later my pl was up to my 2nd highest day yet for this strat..... +$5,602 net i just wish i'd been showing more size :)

If you are committed to learning a language, C++ is the way to go. Most algo firms use this for their production level development. This is assuming that you are already a master of VBA in Excel - not the best programming language but by far the most widely used programming tool on Wall...

Done for the week. +$715 net today Thanks largely to Monday, this was my best week with this strat so far. +$8979 net on the week. Have a good weekend all.

An ok day +$670 net

fairly light trading for me today but caught a couple of nice winners so the good start to August continues (I know I'm tempting fate here - lol). +$1636 net And to the guy throwing "mediocre trader" accusations around - feel free to post your blotters for a while so we can see what a top...

nice day whilhacker2. basically breakeven here

Thanks Nordik, 5001

Today was one of those days where everything just seems to go right. New best day ever!! :D +$6,162 net

This is not an arb. The two contracts have different, if similar, underliers. There is no certainty that they will converge whatsoever. I'm not saying there isn't money to be made with this spread, just beware of thinking it's easy money

Good way to start the month +$1825 Have a good weekend everyone

Hi all - I know there are some computer experts out there so hopefuly someone can point me in the right direction. I have 2 PCs set up on a network. One is my trading PC - just my trading algos etc. The other is my research PC, including a Bloomberg terminal. On the research PC I am using...

Well, managed to end the month on a slightly better note. +$1,279 net This brings me up to +$13,800 in July. I'm content, if not delighted, with that. August could be an exciting month for me - following a big development effort, I am almost finished building the prototype for my...

+$499 net. the strategy has had a fairly dismal July so hoping to finish on a high note tomorrow. have a good night all great trading 5001!

v slow day SCV - v impressive trading.