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    Data from OpenBook Ultra, BATS, NASDAQ ITCH

    I need 1 day's slice of data from these feeds, but don't actually need the subscription. Anyone willing to be my friend here? I'm going to go begging as an academic, but perhaps some of you can lend a hand. Format should just be a raw binary dump of the UDP datagrams on a given day in their...
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    How often do participants cross on Currenex / HotSpot / Lava?

    In a product like, say, GBP/JPY or EUR/USD, how often can one expect to have a market participant cross the spread to remove liquidity? Anyone out there know how effective passive strategies are in the main pairs if ECN access is available? Do I need to pay up and get ECN access to find out?
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    My solution to Californias Budget crisis.

    I'd vote for you.
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    NY Prop Traders

    I'm working on restructuring my finances to last longer in NY, before I go completely independent. Can a few of you guys give me your baseline expenses per month so I have a ballpark idea of what to target, if I start out prop trading. I live in Manhattan, but I'm thinking about moving...
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    Contractors who suck

    They weren't successful under Carly. That's because Carly didn't know how to run an R&D operation correctly. She bought COMPAQ and basically ran COMPAQ. COMPAQ, though, had all the brains from DEC which they themselves mismanaged.
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    Contractors who suck

    Completely disagree. When it comes to making business decisions, the man cannot be a rookie or incompetent.
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    Contractors who suck

    The difference between you and where I am is that I didn't inherit any analytics tools. I had to write them from scratch -and- have results in under a day. No other language other than Python can get work done in as little time as an unreasonable PHB wants. All I inherited was an execution...
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    A Flat Tax for California?

    I'm just waiting for millions to do a mass tax protest and just stop paying. That's when the real change will happen.
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    A Flat Tax for California?

    Good luck any place there are latinos.
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    Contractors who suck

    If it's easy enough to explain, then you lucked out on who you are explaining it to. Where I work, the guy wanted me to analyze some tick data. To do that analysis would have taken forever to code had I written it in C++ or something, so I opted for python. The man then asks me why I am...
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    A Flat Tax for California?

    It is true. They want to soften the blow of Obama's failure. The media always makes us aware of stuff when it's convenient for them to do so.
  12. L

    stepwise AIC/BIC on ARIMA (or even ARMA) in R?

    When I made the post, I was still in graduate school. ;-) No need for it now in particular, though I think that chart you have there is f'in beautiful! I need to read that code.
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    A Flat Tax for California?

    20/20 is the propaganda arm of the government. This is psychological conditioning. What I don't understand, really, is why the politicians don't cut spending. Even if we save all the social programs for the illegals and such, we can still knock down defense spending tremendously and start to...
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    Outrageous: Worst of America /Article

    The name of the game is to use that new credit as soon as possible before prices rise. The credit has to be levered and your bets should be decent. By the time the credit makes it through to the masses, the next down cycle is about to begin.
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    A Flat Tax for California?

    I don't know if you remember (around 2005) that he actually tried to take reform straight to Californians with 6 ballot measures. What ended up happening was that the unions and leftists ran all kinds of fear-mongering ads about how all the reforms would destroy California. That same year...
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    Contractors who suck

    I just lack the patience for dealing with non-tech people in trading. They only slow me down. If, say, the head trader comes over to me and says, "Hey, design this strategy to exploit this relationship", ... he should just leave me alone and let me accomplish the task. My gripe is when people...
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    I've been telling you clods this for years

    I guess you are opposed to bluffing in poker also?
  18. L

    A Flat Tax for California?

    Yeah, I'm not thrilled :-(. He is worse than Bush, and I thought Bush was the worst.
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    A Flat Tax for California?

    There's more than enough. I'm not white either. But, speaking as a taxpayer, if blacks and hispanics are the reason we aren't competitive in the world in terms of test scores, I say we just stop counting them and treat them as a special case and let local communities work on helping them...
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    A Flat Tax for California?

    They have the highest salaries and the second lowest scores because of all of the illegals in the public system. I really think public education should be benchmarked state-wide based just on the performance of white kids with married parents.
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