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    Tws Api

    Here's the link to the quick start guides...they should tell you what you need to know. http://www.interactivebrokers.com/en/p.php?f=programInterface Make sure TWS is configured to work with the API. There's a setting or two you need to enable in the TWS options.
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    Serious question about automated quant trading for the person of average intelligence

    It looks like they have a Student forum on there. Why not throw up a post on that and see what replies you get? Do you have specific strategies you are looking to implement or just trying to get a 30000' view? I'm an engineer, not a quant, but I'd approach it the same way I would an...
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    Government Motors

    I don't know...positive points in it's favor (of doing minimal damage to the Volt). 1) It sounds like it was sung by the Alvin and the Chipmunks, so you can't understand a damn thing they said = product disconnect. 2) At no time do you actually see more than 1/3 of a front wheel of the...
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    Friday or saturday?

    Check your broker's policy for assignment. Some brokers (I believe IB does this) actually require the holder to request assignment for options that are less than $0.05 ITM. It's best to assume that you will be assigned if they are ITM at all and take some sort of action, however. Also...
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    Anyone using an Options Advisor service that has been successful?

    If you have an advisory service that gives good stock picks, why do you need to find a different service for options? (I'm assuming your service was swing trading, rather than day trading, as it's much tougher to day trade options). You'll have results from your service which means you know the...
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    FX trading is basically applied Sheaf Cohomology

    Care to elaborate a bit, or am I going to be forced to look up "Abelian Group" on Wikipedia yet again? :)
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    QQQQ vs NQ

    Good point on the opening gap...that was a "forest for the trees" kind of moment, there. :) I'm assuming there is not much of a divergence during the normal US trading hours.
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    dangers of curve fitting?

    I'm sure some will disagree, but I am of the mindset that walk forward testing is a far more reliable way to test/optimize your system than backtesting: It requires your system to adapt just as it would when it is trading. Markets aren't static, so you system can't be either. Fills/Spreads...
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    QQQQ vs NQ

    My gut feeling says not enough to be an issue for "normal folks" such as us. I would think any discrepancy would bring in the arb folks. Just wagering a guess, though.
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    Pay$enseDidIt!TOP CC System becomes E-mini Bonanza

    I'm having trouble following this thread.Is it written by the Jesse Livermore equivalent of Sybil? :)
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    QQQQ vs NQ

    Nope, nor do you report every transaction on your taxes.
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    Still bullish on AMZN ??

    That was one thing that made me think AMZN isn't completely done to the downside yet. I would have preferred to see it react like AAPL did today, so we could also see a slight rally, and then a return to the downside (which shakes out the weak hands) and then a move back to the upside...
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    QQQQ vs NQ

    I can think of a couple: 1) Many IRAs/401ks don't allow futures trading. 2) You can start out trading live with very small lots and scale up as much as you want. This way you can learn and experience the psychology of live trading without having to eat the $20/point of the NQ. Nice...
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    Still bullish on AMZN ??

    130 support held and it was basing for most of the day...Volume picked up a bit fro the last two days, so we could see a bit of a move back to the upside.
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    Aapl

    210 at least has a decent bit of resistance to overcome. I'd be pretty nervous of the 200 strikes, though. There was decent volume off that bounce today and AAPL is a darling stock in an uptrend. It's shown a tad bit of weakness recently, but it might just be catching it's breath. If you are...
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    question on automated trading/backtesting

    I'm assuming that you mean using strategies to submit orders to your broker via the C# backdoor (i.e: Windows messages, write text file orders which are parsed by an external app, etc) rather than directly via Ninja. Yes, I was going to try that, but one thing I couldn't work around was...
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    Trading the Gooniverse...

    LONG TRADE: VLO MAR 17/18 VERTICAL VLO is near decent support and has held up fairly well over the last week. Some resistance at 17 & 18, but it doesn't have far to move. A bit less risk with the slightly OTM spread, but MAR expiration gives lots of time to move. Here's the fill: BOT +2...
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    Best markets to trade for 9-5'ers

    Can you trade the DAX with an account in dollars? I noticed that the DAX seemed to have some nice moves a while back, but have an IRA (IB) and it seemed that there were issues if you wanted to trade that particular index.
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    Trading ES or YM

    One tidbit that Carter pointed out is that because ES/YM trade on different exchanges, you can hedge yourself in the event the exchange that you have a position in has issues. So even if you trade one or the other exclusively, you might be able to put yourself in a neutral position in the event...
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    Covered Calls

    Using the SSFs is a nice alternative, but there's a few catches: 1) Very likely won't be able to do this in an IRA (I think some broker platforms would see the short call as naked, even though you are hedged with the SSF). 2) I don't use SSFs too often, but it appears the spreads are...
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