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    Bernie Sanders...Is this a case for buying and holding quality stocks??

    The hilarious flaw in Bernie's great plans regarding a FTT is that it will destroy traded volume and he'll never get the money he thinks he'll get. All he'll get are volatile, illiquid markets and the consequences which follow. The paucity of his ideas is frighting, but then again, Trump is no...
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    What episode of Chat with Traders do you recommend ?

    I remember the Blair Hull & Manoj Narang episodes being good. Some of the others are just painful.
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    take a look at my portfolia curve.

    Anybody doing volume is going to be paying costs, you can't win the rebate/spread every time.
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    take a look at my portfolia curve.

    So you're looking for big pre-market gaps?
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    take a look at my portfolia curve.

    How do you go about doing this?
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    take a look at my portfolia curve.

    Nice consistently. My question would be, given you are generally trading reversion on stocks, how do you avoid getting nailed by bad news & large moves?
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    Can a retail trader succeed in algorithmic trading? (Kevin Davey vs Ernest Chan)

    They are both wrong.
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    A Simple Approach To Find The Hedge Ratio For A Pairs Trade

    No problem, go what you're comfortable with. I wouldn't draw too many conclusions from my old posts, I was so clueless :)
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    A Simple Approach To Find The Hedge Ratio For A Pairs Trade

    Hedging GLD vs. GDX : You're correct! You can work this out for yourself really. Let's say GDX is at $30 and GLD is at $140. To be $ neutral you'd buy say 100 shares of GLD and 500 shares of GDX (roughly). As you say GDX is twice as volatile % wise, so how would you alter GDX's size to allow for...
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    A Simple Approach To Find The Hedge Ratio For A Pairs Trade

    - "Trend Factor": I misread what you wrote, but you're correct, it's not worth running the test. - Origin vs. No Origin: No origin is a simpler model. - Hedge Ratio: Once again, it depends what you want to do. If you're just going to do pairs then $ neutral is probably sufficient. It's only when...
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    A Simple Approach To Find The Hedge Ratio For A Pairs Trade

    A couple of thoughts: 1) Maths: The estimation really doesn't matter, be it Kalman, OLS or simply some kind of ratio. A Kalman filter ends up being a sort of exponentially forgetting OLS anyway and has the disadvantage of being complex. 2) Residual "Trend": This being a problem depends on your...
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    Lime Brokerage fined $625k by FINRA

    Their order entry system must be sharp.
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    Hedge Funds Down 0.32 percent in September as CTAs and Macro Hedge Funds Struggle to Perform

    Those oil refinery attacks will mess with your models.
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    Quote stop updating at eod when volume spikes up

    Ah...OK. I'd heard a similar story for Polygon.
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    Quote stop updating at eod when volume spikes up

    So which one is lagging?
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    Quote stop updating at eod when volume spikes up

    Who is the vendor?
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    What does 'TAS' mean on the Yahoo Earnings Calendar?

    Thanks for that, I guess long story short, that means Yahoo doesn't supply the information anymore.
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    What does 'TAS' mean on the Yahoo Earnings Calendar?

    Anybody know?
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    Newbie, confused about the Sharpe ratio

    Nothing is perfect, trading is about practicality, not mathematical perfection.
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    Fastest News Service for Trading

    How much is Aquire?
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