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    Can anybody suggest any good papers or articles on automated news headline sentiment

    That is a good overview, but a little short on detail, I'm going to do a citation search on that paper they mention.
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    Can anybody suggest any good papers or articles on automated news headline sentiment

    ?
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    Unbundled IB 'Cost Plus' Commissions Through the API.

    I've recently switched to IB's 'Cost Plus' commissions and I'm trying to link up IB's commissions which come though in the 'Order State' messages with the actual sent order. The problem is the 'Order State' message has no order id, so I can't see any way of linking it with the 'Order Status'...
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    what meaningful strategies can be devised on two assets, other than pairs-trading?

    An example would be... http://en.wikipedia.org/wiki/Crack_spread
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    what meaningful strategies can be devised on two assets, other than pairs-trading?

    Really? I suggest the OP does some digging on seasonal spreads.
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    IB or MT4 for FX?

    The bad thing about MBT FIX is that it doesn't really work very well.
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    Those using IQFeed API

    It's better than the TWS API, but then most everything is. One stupid thing that IQFeed does with their API is in the news messages, for some reason they use commas as field separators (which is different from the separator they use for quote messages), this really decision really begins to...
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    Sizing Orders on Volume.

    Does anybody have any rules of thumb about how much size they will push into a given contract based on volume? If so, what is your reasoning?
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    Machine designed strategies. Do they work?

    The one and only correct answer to this question.
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    Market Wizards 4 coming soon!

    I'm getting teary eyed and nostalgic already :)
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    Whats the best paid site for stock news?

    I have the 'fly on the wall' subscription for IQFeed, there does not seem to be any 'levels' as such to the subscription. I've only been collecting the data for about a week, but this is what I have... 'CPR' means the source is PR Newswire.
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    Whats the best paid site for stock news?

    The ethical thing.
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    Whats the best paid site for stock news?

    The news on MOS came though @ 8:00:51 on IQFeed's "fly on the wall' subscription.
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    Metrics to use for system selection

    OOS t-stat.
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    R for datamining/backtesting/trading

    Coming right up Sir!
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    R for datamining/backtesting/trading

    That sounds terrible. Can you actually code? (C#,C++ whatever?)
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    R for datamining/backtesting/trading

    I've been down this road, event driven back testing in R is a PITA. Simple toy strats can be vectorised, but anything beyond that becomes way too complex (and slow). R is good at slicing and dicing data, but I wouldn't be using it as a live trading environment. I ended up having a back-end in...
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    IQFeed news feeds.

    Sorry, that was a typo 'news history' is what I meant. To be specific I'm referring to stocks, as for the different types of news about stocks, I guess anything that I can get my hands on, it's hard to determine what is important until it's been tested.
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    IQFeed news feeds.

    I was hoping for a couple of years at least. One could use the IQFeed stuff going forward of course, it's nice and cheap. But I was rather hoping to study the effect of news more systematically. Is it possible to download new history from Yahoo?
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    IQFeed news feeds.

    I did have a chat to IQFeed, the limitation seems to be that the history only extends back about a month. Does anybody else have any suggestions for API news feeds? (with history)
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