Search results

  1. M

    Best source for Historical data and Auto trading?

    Is there a tutorial somewhere on how to import bar data from text files and/or TradeStation?
  2. M

    Backtesting Metrics

    Even though he's an author, I don't think Pardo has any commercial needs. Of course everyone should think for themselves... but, I do think it is short sighted of you to suspect what you do of Pardo. Pardo doesn't offer inventions, he offers a guideline, and a good one at that. The "system"...
  3. M

    unpaid assistant

    What skills do you bring to the table?
  4. M

    Backtesting Metrics

    Aww, it's ok if you don't like me. I did school you pretty bad in another thread (that shall remain nameless for now), so, I can understand the resentment. Do you really me want to expose your shortcomings all over again here? (don't answer, I think I know the answer). Here it is again...
  5. M

    Backtesting Metrics

    There's decent content in your post. But, you did initially dismiss Ninna's point, right? And for someone who seems to know what you know, that seemed dense didn't it? I called you out on it because Ninna is right and you're wrong in calling it "bullshit". What Ninna is describing, the 97-98...
  6. M

    Backtesting Metrics

    Ahh yes, the queen troll chimes in. Good job dave. Nice post. You're apparently the authority on all terms "financial". Here's a question for you dave: do you actually trade and are you profitable? Simple yes/no will do. Edit: FWIW, my estimation skills are pretty sharp. So far your...
  7. M

    Backtesting Metrics

    Ninna, With an intended lack of respect to those you're addressing; you're talking to a few clowns in this thread. The range of belief systems held on ET can be quite diverse, unfortunetely, when it comes to these topics, most choose to betlittle information if it goes counter to their...
  8. M

    getting filled on edga

    Well, it depends on the bids and the taking fees. First, who has the best bid? Second, will NYSE be cheaper to take from, or will EDGX be cheaper? Also, there is no inherent priority here, its what the sellers order routing algo is confirgured to do...
  9. M

    getting filled on edga

    What you'll find on EDGA is a bunch of resting limit orders that want to get filled first, and, because liquidity takers want cheaper costs, those EDGA limits will, more often than not, get filled first. If a seller has direct access to the EDGA route, the seller can specify the lowest cost...
  10. M

    Understanding Portfiolo and trade management of single and multiple strategies

    What might be helpful is to see the portfolio of systems and their independent performance reports indicating what model risks exist. For example, say you've got a mean reversion system, it might not make sense to add another mean reversion system into the portfolio since the portfolio risk...
  11. M

    Grinding it out, day after day

    I love that feeling. The fact that you're (I am too in these situations) uncomfortable means good money is on the table, just asking to be picked up. Very difficult to get used to that feeling, but, enjoying it is possible. It's like an endurance race, you know you can win, you just have to...
  12. M

    Starting a small managed fund

    Series 7 is wrong, you need a 65. Some states require a 65 and some do not. You have to register in CA no matter what size.
  13. M

    About Quantitative Equity Investing

    http://www.crsp.com/ There are a large number of quality data vendors out there. Thomson Reuters, etc... In terms of quantitative investing... well in my book it is all trading. I consider myself a quantitative trader and my hold times are minutes to hours. Occasionally no more than 3...
  14. M

    looks like IBKR looking to acquire Tradestation

    I use it almost exclusively and think its quite good with some simple tick filters... I've used a lot of datafeeds, not high frequency or anything, but my execution is sensitive to delays in the seconds. That said I don't use charts for trading... Not sure what I think of this potential...
  15. M

    Getting results notice & funded

    Your post reeks of adolescent angst and anit-establishment fervor. Nothing you've said so far in this thread is factual; its just bias and opinion stemming from a deep lack of self-esteem. Once you make something of yourself, you'll see how valuable giving back is. It's rewarding in ways that...
  16. M

    USA's Economic Freedom Rating

    I think there's something critical missing from that statistic; the fact that the US has an order of magnitude larger population size than any other country in the top ten. Large populations are inherently much more diffucult to govern effectively. New Zealand, for example, has 4.3 million...
  17. M

    Probability of success due to chance alone?

    Dave, I'm calling a spade a spade here; you're acting like a stubborn child. You seem to be fixated on ignoring anything to goes counter to your belief system, and in the process, offending a few successful traders (talon, myself, and a couple others I've recieved PM's from) via your blatant...
  18. M

    Probability of success due to chance alone?

    It's written right there davodouche... in the first post. I'm starting to think you're a special kinda guy. Helmet special. This is soooo simple its ridiculous... Index Adds / Drops from S&P 500 S-P-E-L-L-I-N-G it out for a 3rd time for you. PhD's in finance? Prestigous schools...
  19. M

    Probability of success due to chance alone?

    Dave, To your first point: http://www.elitetrader.com/vb/showthread.php?s=&threadid=181368&highlight=how+to+research I'm starting to think you don't know how to use a search function even with *serious hand-holding*. This is the second time I've pointed you in a direction. Please prove...
  20. M

    Probability of success due to chance alone?

    Dave, It's going to be a little difficult for you to accept new information when you still believe no statistical edges exist in the marketplace. Before commenting further, ask yourself how you came to that conclusion and why you continue to believe such. It may help if you actually...
Back
Top