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I had them bookmarked some time ago as well, but it would be interesting to learn more about the legitimacy of the funds they post up there. Mainly because I too thought you shouldn't be able to easily access this info, but if you/we are, then that site is great.

Ah see, that's an interesting way of doing it. I haven't seen a single app that handles specifically corporate actions like that so I'm not sure what intradaybill was going on about that this is very common. Thanks I'll look at it, even though I'm probably already decided on how to do my...

Sounds about right to me.

Hiring takes time too, doesn't it? Especially if you want to do everything right and delegate nothing.

That article is basically saying that the traders do worse because they're stuck with back-office management and not only trading. That makes sense, but it doesn't make them worse at being traders. Maybe they only miss some of the info the banks were getting.

Uh, ok bill, thanks but no thanks. You have no idea what you're talking about. Same problem is present with end of day bars? Are you drunk right now? Maybe you didn't read my post. I've had no need to implement stock split fixes until now because of the data I was using. I now changed data...

great docu, thanks!

Oh My... Whenever I see "The only way to trade with Fibonaccis" journal, I think: Don't these people know they're only playin on the derivative of the random entry strategy for mean reversion? Look at anyone who's traded on Fibonaccis. See they did the best in flat and counter-trending...

I've been looking at that 10Q ever since it was late and it has been burning the back of my mind ever since. I just transfered the majority of my accounts to IB so it would really suck for them to be in trouble right now. It's sounding less and less as a "minor concern" the more these reports...

bwahaha so right. i'm long jpy, gld and usd, short eur, chf and cl. this will take a few weeks. they can say shit but when the greek govt forms, it's all down. mark your calendars boys! there's only so much buying power the swiss have for the chf and the chinese have for the euro. when it blows...

RVI = Relative Vigor Index. A google search can help you a lot. Look at it, it's probably it.

I'm sure some of you have encountered this problem when testing daily bars. For example MSFT goes down to a value of around 0.01 per share by 1986 if you account all of the splits. Then the backtester gets confused since it's max tick value is 0.01, so it can only place orders at 0.00 or...

I listen to experimental clicky music because I'm an android robotic entity, and this hurts most people's brains, such as: Frank Bretschneider - A Soft Throbbing Of Time http://www.youtube.com/watch?v=dt9E0LGHX6g Warning: Do NOT listen without a $1000 sound system. The high and low...

It might be some kind of an RVI indicator with a low Period value and adjusted to fit the price chart. Can't be 100% sure though, but it's similar. The low period value would make it jump up and down like that but it wouldn't be very useful imo.

Oh you poor sods. :) Don't you all wish you were trading from a GMT time zone just about now? Yeah, finish by 10 pm, go out enjoy (night)life, get up and sober up whenever you want to, etc.

This is a slow descent, not real volatility. Even August wasn't as bad as it can get. Since we don't know the details of your strategy and what you use for hedging and how you came up with your portfolio, it's probably best advice for you to improvise and get a feel for it. I suspect cutting...

Wait, what? You had to: 1-select the ET time zone in your preferences in Windows. 2-set the time to be ET (eastern standard time) thus not matching your real local time zone time or 3- both?

http://www.nanex.net/aqck/3099.html

call is positive, put is negative. bull is positive, bear is negative. think of it as two signs of + and -, or just substitute bull with long and bear with short. when you sell a call (short a call, bear call) for example you are taking money and waiting for the value to diminish or...

Why not do both so you're neutral volatility? Takes a bit of guesswork out of symmetry (correlation to VIX).