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  1. E

    bloc volume scanner

    Do you know any software that has the capability to alert a user whenever there is a large number of shares of any security being traded in the market? For example, the software will alert me that one trades of 100000 shares was traded on IBM in real time. I talked to eSignal...
  2. E

    volume scanner

    Does your product provide individual volume size scan? For example, I like to find the stock whose single trade has an unusual volume size. Thanks.
  3. E

    Pls recommend accounting software and electronic dairy.

    I need accounting software suitable for hedge fund purposes and the electronic dairy software also. Do you know which are good? Thanks.
  4. E

    Pairs Trading Strategy Model

    To jrweiner and other, As you pointed out, slippage can be significant. I have two questions: 1. Under what size of the trade can the slippage be insignificant? 2. How to deal with the slippage? I am think about using limit order and choose a most liquid time. Thanks.
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    Which software can determine the internet routing?

    Thank you all for the replies. My problems is that I can only use one network cards to use TCP/IP at one time. If I first enable the brokerage network card, then I can only ping their server,but I cannot access the Yahoo, hotmail, etc. However, if I enable the network card to T1 first, I can...
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    Which software can determine the internet routing?

    My computer has two network cards, one to T1(1.54MB), the other to the brokerage trading desk (256K). I cannot access public internet using brokerage's line, and cannot ping to the brokerage server using the T1 line. I use Windows 2000 Pro. Is there any software that can automatically...
  7. E

    Which quote ventor provides API?

    J_MedVed, I mean I need to get prices of 1000 stocks at 1:30 PM every day and store in the database. Will the Silver plan+SDK work for this? Regards,
  8. E

    Which quote ventor provides API?

    J-medved, For myTrack SDK, how many calls can I make in the program to get the data? I probably need to make more than 1000 calls in my trading program a day to get the prices. Regards,
  9. E

    Which quote ventor provides API?

    What plan do you need to have in order to get the real time quotes thru API? Thank you.
  10. E

    Which quote ventor provides API?

    I am developing program trading and needs a quote vendor that can support API to retrieve qutoes. Can you recommend one that is both affordable and reliable? Thank you.
  11. E

    how to minimize the slippage?

    Yes, I trade two stocks from the same sector.
  12. E

    how to minimize the slippage?

    I trade pairs. I will probably send 300 trades once a day and each trades have $180,000 amount. Therefore, for a $20 stock, I trade 9000 shares; for a $40 stock, I trade 4500 shares. I am not sure to what extent this number of shares will affect the market and what the slippage will be. When...
  13. E

    how to minimize the slippage?

    I have a stock trading system that backtested very well. Now I am gonna put it into a real automated system and I am worried about the slippage, especially most of my trades are short period. How to minimize the slippage? Thanks.
  14. E

    Best Spot Currency Dealer?

    What is the web address for CMS?
  15. E

    How to find the list of the stocks traded in the past?

    Thanks. But when i try to get 1994 file, it is not available.
  16. E

    How to find the list of the stocks traded in the past?

    Hi, I am doing a back testing of my TA strategy. I need the list of stocks traded in the past, from 1994 to 2000 because many stocks were in and out during the years. Where can I have such information? Thanks
  17. E

    Any ideas to build an automated trading system?

    We are selecting our sources right now. Our broker is Bear Stearns, but we don't know if they provide quote source.
  18. E

    Any ideas to build an automated trading system?

    I like to build a stock price system which can save price from real-time quote vendor and provide prices to the client. How to design such a system?
  19. E

    uptick rule and automated trading

    Our model development has almost finished. However, we are concerned about the execution. Since our margin for each trade is very thin, the commission is very important. We do $200,000 per trade on a single stock.
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