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  1. R

    Pair Trading Strategy Journal

    OMC / TV TV is an ADR. In my experience ADRs suck to pairs trade. The overnight gaps are terrible because of the different markets involved. Its not uncommon to have an ADR pairs trade go many std dev from the mean in a couple days for no real reason and never come back.
  2. R

    Pair Trading Strategy Journal

    Yobo, Very cool way of looking at pairs. Could you post some more examples?
  3. R

    Pair Trading Strategy Journal

    CNX had guidance today...Dont know how you view that, but I guess its better then putting the position on before today. I view guidance the same as earnings when it comes to pairs.
  4. R

    Meltdown

    crap I fall for that way too much
  5. R

    Meltdown

    http://docs.google.com/TeamPresent?docid=ddp4zq7n_0cdjsr4fn&skipauth=true Pretty Funny
  6. R

    Pair Trading Strategy Journal

    I have been trading pairs for about 10 years. Mergers and surprise guidance are what will kill you. For guidance you need to look at the history and see if the companies have done it in the past. For mergers avoiding going long the the top 10%-20% of the industry can save you(not always) and...
  7. R

    Loaning stock

    Has anyone actually taken delievery of stock and then loaned it out to make the borrow rate? For example RWT is paying 45% right now.
  8. R

    IQ Feed

    I dont really care about Level 2 for a dde link more just the speed of level 1 data
  9. R

    IQ Feed

    How does IQfeed dde link compare with qlink(old) and esignal's qlink(new)? What is the fastest you have found that is resonable in price. Also does IQfeed have NYSE only quotes for its DDE link?
  10. R

    An Inconvient truth

    The problem is more the melting of the northern ice(greenland). Less salty water will actually cool Northern Europe. http://news.bbc.co.uk/2/hi/science/nature/4485840.stm As the article goes on to say, it is unknown whether this is a natural cycle or not. But if the ice continues to melt...
  11. R

    please help ? Dark pools trade volume?

    The large orders is what I was talking about. Small orders are instant in when they hit.
  12. R

    please help ? Dark pools trade volume?

    When you see a large print come across as ADF that is usually a dark pool print. The vol of the print is always counted. This usally happens within 2 min of the order finished.
  13. R

    Will I get laughed out of the bank?

    You could try prosper.com
  14. R

    if you don't want to own it--RENT IT

    Is this what they hope to have, or what they really have? Its really not that expensive compared to some of the country clubs out there.
  15. R

    is elite trader threads being hijack

    This is why you should have to wait at least 1 week before you can make your first post.
  16. R

    History of splits [need data]

    You are not going to find a free source for what you want. Here is everything since 1997 on this attached file. http://xmd.xcitek.com/ has just about every corp action you can think of.
  17. R

    Pairs Trading Software

    Qcharts will allow to create a 4 leg pair chart and overlay any techincal indicator you want on that pair. You can use the dde link to create custom studies in excel. Also I have been pairs trading for nine years and have found it a good consistant strategy. No pairs trader that I know...
  18. R

    How to deal with boredom?

    I think this is a great subject, I would like to see more ideas. These are activities that I do that still allow me to watch signals. 1. Any pausable game, right now I am playing elder scrolls 2. Lift or do P90X (if you thought getting profitable was a challenge, try P90X 3. Read Fiction...
  19. R

    Cfsg

    What time on March 10 did sharesleuth publish the article about CFSG?
  20. R

    What happen to moc's today 2/21/08

    A firm sends in a MOC to the floor. For lets say 500k shares of UNP. The Firm starts buying stock. Huge sell imbalance is shown from the floor at 3:40. Firm continues to buy stock and has 200k shares. Firm sends multiple buy MOC orders to the specialist, for 750k. MOC sell is now a MOC...
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