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No, I will not have the same access in terms of just cost. The other issue is that their software base has been growing and evolving over 8 years, and I'm just trying to take a little chunk from all of the components (mentally, not actually taking what they use) and trying to reimplement the...

I'm trying to trade very short time frames automatically, so some of these parameters will look rather bizarre to traders who hold positions for more than a minute. Here's what I have so far, and only because the software I am using is really terrible (E-Signal) -- for the period of 04/08/09...

I work in what used to be known as an investment bank. I'm somewhat miffed about lots of effort and no reward from 2008, and feel as if I should work towards independence. Unless they give me a serious raise at work (and I did ask for one), I'm out and I'm either going to find a job that gives...

I'm trying to break-free from the man and have been working with strategies in R. We have similar testing software at work, but I wanted a clean break from stuff at work. I'm scared to test my ideas at work in the event that they want to own my ideas. I've got two options: 1) Use a...

I'm trying to set the backtesting parameters with a starting portfolio and commissions, but the options dialog never comes up even if I follow their help. But, on top of the help information, it doesn't look as if the help works without me downloading some ancient windows help utility...

They only swallow is because they are plugged into the mainstream media. This is changing, but not with the older generations. This is why Rockefeller and his idiot friends are trying to pass legislation to control the internet.

Speaking fees = kickbacks for favors. I like the way the media uses this term as if it is somehow better than a flat out bribe.

Wow. I didn't even know. I was gonna go buy a coffee machine or something and pass through times sq. tomorrow. Guess I won't go.

gang banger's day? what are you talking about?

Hmm. Those places can be financed for less than my monthly payment on my lease. I still won't buy 'em. NYC is going to become a horrible, crime-infested place in under 2 years. I'm looking to skip first chance I get.

I can't figure out why two time-series are diverging from a working, cointegrated/error-correction model. I'm trying to figure out what news it was that caused the diversion, or the factor responsible. I go back to examine the news on yahoo, and there's nothing really in particular [like...

(Picture is below) I just want some opinions and theory discussion. Here, I've got two time series plotted (red and blue) that trade almost exactly the same -- they are the cumulative return of the stocks from time 0. For the first 20,000 cycles or so, you can see the difference in return...

I've got some stocks in an industry group I'm looking at, and there's a mysterious move in the chart. I want to go back and identify which news item caused this. What's the best tool for being able to search the appropriate news articles? I'm watching the gradual shift of beta for one stock...

I've got a plot of tens of thousands of datapoints and I would like to zoom into the plot. Is there any tool out there that enables plots of thousands of ticks and the ability to zoom into the chart to look at the ticks? Kind of like how e-Signal does it, but for custom data.

This is my frustration with retail feeds. OpenBook Ultra, for example, will give you timestamps to the microsecond. Does the retail feed provider ever pass this along? No, so you never have any means of quantifying how fast your trading strategies can execute or construct any sort of...

Well, I never used DTN, so maybe you're right and they're great. I'm just saying, though, that a lot of these retail feed providers are running with 50ms as a baseline latency and they do skip beats when the market really moves. On the backend of their implementation, they're dropping...

It = your cable modem/dsl/whatever non-hard realtime dissemination means that, well ... During normal markets, the upper bound on the time it takes the exchange to send a tick is more or less stable or some fixed amount, ... but in fast markets if the time it takes to deliver goes up as a...

Your processor is fine and your setup is way more than enough. If your symbol list is a small subset of the market and it can handle 10MBps or more, you're good. (If you aren't, then your lag is a function of your pipe being saturated.) Assuming your pipe is not saturated: Run a...

Consistent with what I said in a previous post, the residuals go out of wack when the volatility peaks. The vol is what breaks your stationarity in your model and ruins your predictions. So the question you have to ask yourself is: Does profitability drop when the volatility profile shifts...

Before or after leverage? This sounds like a reasonable number.