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  1. J

    Survivorship bias

    With all due respect to opinions about posters/trading records/who you've blocked, the topic is survivorship bias and data. Nothing more. Nothing less.
  2. J

    How to bankrupt Robinhood

    Goodbye personal credit rating for life when it fails.
  3. J

    Survivorship bias

    The Harris research on survivorship bias mirrors my findings but in other ways. I have some trading systems that do better with survivorship bias and others that don't. But the main thing is you are actually working on the actual set of information available to you at the time. By their...
  4. J

    Survivorship bias

    Norgate is supporting more platforms now too. I'm now trying some of their Python libraries and the Zipline engine that is used by Quantopean. It's pretty powerful but these back-testing engines have a steep learning curve. It would be ideal if they did intra-day data too with these...
  5. J

    NYSE Speed bump going away

    For most traders, 350 microsecond didn't really level the playing field at all. I'm not quite sure what you mean by "pace" of the FX realm, unless you mean FX futures, but that's just futures in general.
  6. J

    Question about Yahoo vs Google Closing Price

    Google is wrong - elt894 has a good explanation. The closing price auction is always the close price for both the primary exchange quote and the consolidated tape quote, or the prior eligible trade if nothing trades on the auction. Yahoo is garbage - repeated dividends, splits that don't...
  7. J

    list of companies paying stock dividends

    No - a share dividend costs the company nothing other than the administrative paperwork involved. It's simply a dilutive event to the capital structure and the market reacts accordingly. A fairly useless thing for a company to do really. Seems to be popular with small banks and overseas...
  8. J

    Jack Ma steps down as chair of BABA

    He's not a puppet - he's a muppet.
  9. J

    Download annual returns for stocks?

    Completely disagree with your assertion that survivorship bias is not so much an issue. Let's look at an example: In the last 15 years, there have been about 6400 stocks that are still in or were in the Russell 3000. To be in the R3K they had to be exchange listed. Of those 6400 stocks, 44%...
  10. J

    Download annual returns for stocks?

    These only give a portion of the story - there's a lot of survivorship bias in your 15 year lookback!
  11. J

    CME Group - fees outrageous

    Futures trading is an elite profession. Come back when you have the ante. Hint: We won't miss you. You're still here? SECURITY?!
  12. J

    What types of equity trades are not reported/shown on the tape?

    All trades are reported to the tape. Some trade condition codes do not affect the consolidated tape values like open, high, low, close and volume. I once read some sort of specification document from a NYSE web site (forget which it is now) which had the detail hidden deep in it.
  13. J

    Amp Futures Complaint

    Nope! I'm a private trader. Don't even have an AMP futures account. Throwing around judgements about everyone else shows how ill-prepared you are for trading. It's clear that you operated someone else's account without broker approval - which is a bad thing in leveraged markets. Losses in...
  14. J

    Amp Futures Complaint

    Must be more to this story. How many more "friends" do you have? How many "friends" does your friend help? How often do you trade? Are your trades coordinated across multiple accounts? Are you trying to circumvent professional trader fees? I guess you crossed a risk line that they just weren't...
  15. J

    Boeing's 737 Max Software Outsourced to $9-an-Hour Engineers

    TLDR; Indian "engineers" at $9/hr versus competent designers at probably $150+/hr. I love outsourcing complex programming projects. But I choose seriously experienced people. For even better results, I choose multiple of them to come up with solutions independently then I compare the results...
  16. J

    Author As A Successful Trader

    Andreas Clenow
  17. J

    How come there are no Commodities Corp today?

    It's simply invitation-only these days.
  18. J

    AliBaba Files For A Hong Kong Listing!

    I think you're missing the point. The target audience is not US investors. Let me put it another way: Most investors will use local stock exchanges. Traders are a different breed - and produce no value for a listed company for their actions.
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