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    IQFeed news feeds.

    Is anybody out there using any of IQFeeds news streams? If so I'd like to ask a couple of questions. 1. There seems to be multiple options to which one can subscribe (Theflyonthewall.com, AP Online etc) how did you decide upon which feed(s) to subscribe to? 2. How far back do the news...
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    Syncing Laptop Time to Atomic Time

    This works pretty good, running it on win7 64bit. http://www.meinberg.de/english/sw/ntp.htm
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    ** IB warning ** don't reset your paper trading acct

    "So, leave for fuck's sake" "Here is another genious" It's a good job this isn't a spelling/grammar competition.
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    Programming language to learn for automated trading?

    C# has the best free tools.
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    Estimating the Spread From 1 Minute Data

    I'd be interested.
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    Estimating the Spread From 1 Minute Data

    Apparently there are ways, I found this stuff in the meantime... http://www.nber.org/public_html/confer/2009/mms09/Corwin_Schultz.pdf This paper also mentions the 'roll' covariance estimator, which is supposedly quite well known.
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    Estimating the Spread From 1 Minute Data

    bid/offer spread.
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    Estimating the Spread From 1 Minute Data

    Any tips/ideas?
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    Pattern Based Strategy Design

    I don't want to be critical, but guess I'm going to be. I would be asking myself 'do the things that I'm feeding into this NN make any sense'? For example why the RSI of anything? Why the RSI of an ATR? Why one length of indicator over another? Otherwise you're simply curve fitting nonsense. ML...
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    Testing fills with 1 minute data

    Do you make sure the price has previously traded though the limit price before using the < print, or do you just use the first < regardless of previous prices?
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    Why I think Java will take the lead over C++

    The express editions are free and perfectly functional.
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    any recommendations on option books?

    Natenberg is will cure any insomnia problems you may have. IMO the Sinclair books are the best value, the second one is just a good overall trading book, one of the few worth reading.
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    Why I think Java will take the lead over C++

    It's not about choosing one language over another, every language has basically the same structures and concepts, it's about good design and being pragmatic. All of my GUI is in C#, it's pretty hard to beat C# for rapid GUI design. My server side software is written in C++0x style C++ because...
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    How to compare a system against random entries

    http://www.elitetrader.com/vb/printthread.php?threadid=36083
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    IQ feed

    I must admit they have been a little crap during this recent volatility, I've been experiencing huge lag even though I was using very little CPU or bandwidth, or course it was all my fault. I hear NxCore has also been groaning under the strain, not many choices really...
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    HDF5 Layout for Multiple Stocks

    One directory per day with each column broken out into a separate file.
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    Pictures of your trading stations

    LOL, nah I kind of sit with my feet pointing into the space on the other side of the PC. Foot/Network contact is the least of my worries.
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    Pictures of your trading stations

    I posted one way back, here is me set in my new digs.
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    Do you see patterns in Random Walks?

    http://www.qatinc.com/index.php Just sayin...everyone can draw their own conclusions.
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    Best source of tick data

    IQFeed does off 120 days of 'tick' data, however if I remember correctly there are a couple of problems. 1. It's time-stamped at second resolution. 2. No ask/bid sizes are supplied. I think they may deliberately f**k it up so that you'll want to upgrade to NxCore.
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