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We'll see about that :D

A grand a day sounds good. I've been averaging around $450 per day on the same size account and only 20 minutes of trading each day. It's around what the model initially predicted and I am perfectly content with that. Hopefully when the market turns around the numbers will improve. I...

Thanks, I was gonna get in touch with them, but since it was the weekend, I thought I'd ask for y'all's advice first. I hope they'll have some solutions for me. Best of Luck. V.:D

Hi guys, Can someone tell me please what the best way to get Level II into MS Excel is? I currently use TradeStation, but if I have to switch to a diff. provider for this purpose - that's OK. Thanks in advance.

See, in my particular case, given the circumstances I'd rather not go into, whatever I find will be great. If what I find is what you suggest - that A implies B in 100% of cases and never ever can I impute from that that B is implied by A - that's a great result in itself. I'm not out to make...

Thanks for an eloquent analogy. It does make sense in the majority of cases probably. But there are cases of self-fulfilling prophecies, the fleeting panic/euphoria of the traders you are referring to might temporarily move the price in the direction they are (rightfully or erroneously) afraid...

I agree that is becomes old almost instantaneously, but whether the imbalances can be used to consistently predict short term returns afterwards is an open question. Ideally I'd like to have MM info as well, but that is not at the top of the wish list. bids and asks would be sufficient for...

I use TradeStation, but that is not really relevant, if I can get it elsewhere, I don't mind paying the extra subscription. What in particular am I looking for? A bunch of things, like how the current imbalances in order flow predict future returns etc. All the stuff that has been done so far...

Hi guys. Can someone please tell me how I can import the Level 2 info (e.g. into a spreadsheet) for further analysis? I'd like to examine the market depths dynamically. There's got to be a way... (besides capturing the screens as image files :-)) Thanks a bunch.

Thanks for all your help. I got the LLC started. Opened a TradeStation account. Everything works like a charm, so far :-). I hope it'll stay that way. Only one down day in about 3 weeks.

Hey guys, does anyone have any idea where I can get a good source of direct access aggregate data over time (preferably free)??? E.g. how rapidly it grew over the last several years, % of trades, $ volume etc. Thanks, Vladiator.

Sounds like you are simply data mining :D Having found a 600% gain in the past ain't gonna necessarily lead to similar things in the future. Now, if you had an idea in mind before going and sifting through the data, that would be different. That's my own opinion though....:cool:

Hi guys. Sorry to bug you about something as trivial as this, but how I do find historical cap/floor premium data for libor in Bloomberg? Thanks :cool:

Given my limited (read "absent" :) ) experience as far as direct access is concerned, would you guys recommed TradeStation for a newbie like me? Seems like they still have some "smart routing" capabilities at least for the initial period when I'll be needing those. The underlying language...

Thanks :-) Is there a good free data source of historic quotes I can use to test it? I guess I could always use Bloomberg which we have here at the university.

has anyone looked at the profitability of straddles prior to earnings announcements??? Seems like post Regulation FD those might be something to look into. I was going to do an academic study of this issue but am onto something else at the moment... PS On the other hand, some research shows...

I had a question about that issue too. How is that enforced? Along similar lines, what if, hypothetically speaking, someone publishes his findings in an academic journal (say, Journal of Financial and Quantitative Analysis, or Journal of Finance), is there any way to still have the results...

Thanks :-) Naturally, all the selection criteria are "nondisclosed", and they are based on information flow, liquidity pressure etc. I'd rather not go into details :cool: It hinges on sound theory and all the relationship I have found are so monotonic in the critical variables and so stable...

That's why I'd rather take that variable out of the equation and have everything automated :) As for the competition, you are right. But what gives me hope is that what I've found appears to be a tiny niche that might have escaped their attention :cool: Or so I hope.

The model shows that the profits are best if I buy right before the close and sell after the open. I don't want to get my emotions involved and would rather stick to it. Having said that, I know that you do have experience in similar situation and I agree that there may be temptation to wait...