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You really use EL? I like EL, I really do; however, I think the position management in that language is a little weird, .. and by weird, I mean the way things work in the book "Professional Stock Trading" where he goes over all the ACME systems. That's a good book, btw. I never ran any of...

I truly do not believe this was some natural virus. I don't know the motives, but the media getting involved like this is a total tip-off that the insiders are upto something. The media always lies or spins. The question to ask is why, and for whose benefit.

Not if they wanted to get away with it, or send a message. The advantage of a mildly-lethal, time-bomb virus would be that they could get rid of all of their political enemies stealthily. Note: I am aware this is rampant, wild speculation. It's just a theory.

Oh, and I find it crazy that the government is already talking about the economic impact of millions dead already. [The tie-in to this forum.]

Everyone keeps mentioning that the guy who shook hands with Obama died. The incubation period for the virus is supposedly 48 hours. Maybe the missing bio-agents from Fort Dettrick were used to infect Mexico and make a passive attempt at killing Obama and all the other white house staffers...

Fascinating. Thanks for the post.

Is there some kind of report released every 11 trading days in gold? I see a strange correlogram peak at lag 11 for both gold and silver and don't have enough long term data to really discount the effect of this thing. Just wondering.

What measure of volatilty? Historical volatility scoped to some time window?

Banning the colo would do nothing. The MMs would just look for the next ISP/network provider that's closest and play the same games. No one posts real-life examples because the strategies are simple enough and because it boils down into orderflow prediction models and technical competence in...

Sorry, another question -- see subject. I'm trying to dig into the metals markets, but don't know what the best sources are. Futures web sites seem a lot uglier and less organized than stock web sites when I go looking for information.

Just looking for daily closing prices for gold and silver, kind of like how they do it for stock historical data on yahoo finance. The SLV ETF only goes back to 2006, so I am trying to get prices that go back further.

Yeah, I am looking for something like the step(), but for time series. For now, I've settled with eyeballing the PACF and ACF, then tinkering with the parameters until I manually kill off the AIC. The arima() function in R seems seriously broken. I get better results by manually...

I'm a fan of the order limit because, consider conditions that persist over time. Even in a simple MA strategy, "buy if over x" can persist for a while and if you made a dummy mistake and didn't forget to check whether you already had a position, you could be sitting there sending ridiculous...

My background is in tweaking and accelerating hardware and software for this stuff. I've been in this game for 5 years. It is -the- best game in town and it is -the- best job to have. My only mistake was moving into options MM space for a while, thinking it was as exciting as stock space...

I'm officially unemployed (until June). I have some personal obligations until May 11th, but I'm continuing with this journal because I think it's important. This journal is important because there are way too many people caught up in their own lives, suffering in their cubicles, and being...

Do you guys throw out 100 shares at a time and put a limit on the number of round trips? I want to know what your procedures are. In the corporate world, we'd roll out strategies to new names and watch them run -- any weirdness got killed and the traders manually cleaned up the books. It...

Throw it back into the water.

I'm a little annoyed Napolitano didn't close the border and quarantine certain passengers from air-travel. At least the Europeans issued legitimate travel advisories, and Russia stopped importing meat. All the health emergency thing did was shift vaccine stockpiles and enable military...

I hate the legal profession. Why don't these people ever have experts-exchange type web sites where you can ask basic questions and get answers? Is there such a web site? I'll pay $5 a month for a resource like that, because the legal questions pop up at least once or twice a year for me...

That's what I'm worried about. How do I tell the federal government that it's not taxable income? And they claim I owe them for some vacation days too. When I asked her if I had to pay back the amount that wasn't withheld, she didn't know.