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It's a fine route, just don't expect to succeed and make sure you are free from worry (i.e., pay the rent, keep the wife happy, keep kids clothed) etc.

Years and years ago (2004 or 2005?) I started out at Assent. Oddly, they actually gave me a pretty good bit of training in terms of understanding what the market was doing, what to look at, etc. I didn't succeed the first year, and eventually left for a sub-LLC that used Genesis. The...

Well, I meant to make the assumption that the real world isn't extremely far from my out-of-sample results.

What does it cost to create a trust that's entrusted with trading capital?

What kind of win-rate are you guys out there comfortable with? I've got a few strategies that are 57-65% win rate strategies with positive edge on out of sample tests, but I still hate losing. I'm still running this strategy, but it begs the question: What's your threshold for...

They don't need to tax anything. They do need to get rid of dark pools though. There's no reason MMs can't provide that liquidity out on the lit exchanges.

Rock on. Best of wishes to the revolters. Teachers unions are out of hand.

The real solution for our problems would be to send Jack Hershey to help Ben Bernanke. If he used his SCT methods on economic data, the Fed would act correctly. Then we would all be prosperous and everyone in America would drive luxury cadillacs and have big flat screen tvs. If only Ben...

Just do away with public schools altogether and give people their property taxes back. I don't understand why education is a right, anyway. They steal from all of us and produce dumber children? That is really, really absurd.

I figured out the problem with infobright. My CSV file had a space after the comma, and for whatever reason, the loader honored the space. If there's anyone out there ever googling for errors with infobright LOAD DATA INFILE, be skeptical of the 'ENCLOSED BY' operator, and format your CSV...

Just a poll; trying to figure out if psychological support makes a difference in the success of traders.

Sent PM; but the general answer is that I put a DLL in a retail broker platform with good historical data and funneled the data out.

Absolutely. (Plus, I'm not comfortable spending money on something I don't fully understand. I figure an unnecessary hardware purchase is just as bad as losing money on the market.)

Will do. Thanks Futs and Darth. Your help has been invaluable.

What are the implications of splitting the tables? This is where my inexperience becomes a problem. Would it be possible to do something like (in pseudocode): Using prices from stock A and prices from Stock B: For a given date range: For a given set of times on each date...

Sorry, OHLC data. I meant to say 'homogenized tickdata', where ticks are snapped to 'last tick in 1min interval'. I have the original ticks, but I am fairly confident the size of the data is just too big to deal with for what I have.

I've got one minute tick data for around 3000 stocks. The total set size for me is 200 million rows. To index with 'btree' on just 50million rows takes about 4 hours (per index) on a 3.2GHz pentium-D, 4GB of RAM, with a crappy PATA drive hanging off of the PCI bus (extra disk controller) with...

I really am a database newbie, so please pardon me if what I'm saying sounds absolutely dumb. Here's a sample slice of 1-minute data, in a file called 'slice.csv': '2008-12-01', 10:21:00, 'A', 17.820000, 17.830000, 17.780000, 17.800000, 1600, 1400 '2008-12-01', 10:22:00, 'A', 17.800000...

This works: select ticker from tickdata; This, however, doesn't: select ticker from tickdata where ticker='A'; And that's on a table with 10 rows having nothing but rows where ticker = 'A''. If I shut down and restart the database, the data is there. It just has some kind of...

I was hopeful I was hoping for a magic bullet, , but figure you are probably right. (Although, to be fair, I made my request for poor and dumb people for a reason.) KDB usually takes a few seconds to fetch queries, but it has its own data limits. The hardware required was quite a bit. I...