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There are not enough samples for it to be even statistically significant. It is pure bullshit that the media/blogs runs with to sell advertising or generate web-clicks.

Well I am not the one writing, I am the one signing. I do plan on getting a lawyer, but as to whom I should contact I am still unsure.

Looking for some conversation revolving around these subjects relating to commissions paid to the manager of a portfolio. When going into a contractual agreement for >= 24 months are these two always commingled? Is there any advice you would give someone going into an agreement of this...

Metals really haven't budged yet. I also thought there would be more USD strength this week.

I have to agree. IMO the next few weeks could bring a large percentage correction. This weekly candle looks pretty ghoulish. http://finviz.com/futures_charts.ashx?t=SI&p=w1

Let me save you the time. I would shy away from the fantasy of stat arb. The best definition really means free money on a very short term time horizon. There are 2 problems for you in regards to this subject. 1. There are too many players in this game already. 2. They all have...

OK, I was assuming that getting the data would be the least of my problems. More or less am generally interested in other users experience doing this if any at all. I would assume there are some heavy hitters in this certain niche - not that any are freely giving away tips though.

Interesting. Be sure to shoot me a PM or something when you figure it out.

What exactly does "real world" mean? Wouldn't you agree that anyone who trades size would be more than interested to know how the book historically responds to size being placed within the 10x10 bound?

I don't exactly have the data, I have been recording some. Also, the time I want to trade is very heavy in volume and I am sure I am missing pieces of the data. That is why I was wondering if anyone has invested money into these areas. Ideally it would also include cancellations.

So you are looking at a longer holding period than I am I believe. Mainly I want to trade very large size, bounded at last resort with time restrictions. Are you just going to run it on live simulation then go for execution?

Never have. I know myself well enough to know I don't have the mental game to manually trade something like this. At the same time this will not be my own personal account, but of course directly effects my livelihood. It is just an additional project I have always been interested in but...

I have thought about doing something like this in FX during the few exceptionally heavy volume minutes everyday. The spread through the different providers was a deterrent along with not being 100% sure which provider was "leading". Not to mention there were probably some latency issues in...

I am having a really hard time trying to not only conceptualize but implement a scalping program. The inherent limitations in the backtesting engine are one thing. But I really do not believe that is the biggest hurdle. Without being able to recreate the entire order book I am finding it...

If you are good at programming in general I recommend Sierra Charts. You can accomplish virtually anything, users are happy to help in forum, generally some pretty smart people frequent the forums,etc. Plus their support usually replies to you when you post a question in the support forum in...

So true. Forgot to add, during this time get real damn proficient at a programming language. Soon enough, my guess within the next 10 years, it will not be good enough to just solely come up with strategies. You will also have to be able to develop trading logic / have large participation in...

Take this opportunity to save up money. During this time keep studying. You aren't ready to risk real money yet. During this time get something like Sierra Charts and Barchart (whomever) live data feed. This way you can SIM some day trading while not actually being held accountable for all...

Nice post in hindsight

Their data is just snapshots. You wouldn't be getting all the information anyway, in fact I am guessing you would be missing a good percentage.

Oh it is real my friend. After the next 20% upside I guess we will just call it 2 coin flips. See you then.