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Seems to be a lot of bubble mentality 'flight to quality' going on between equities and futures, albeit on a very fickle time scale. Each day that the SPY is down more than 10 pts, price action in energy futures & such gets way hairier. Once sniff of hopium supplied by the talking heads, and...

Anyone else dumb enough like me to be trying positions in big movers (blue chip stocks, stock index & energy futures, etc) since start of year? Can't believe the volatilty of late...nauseating. :eek:

For backtesting correlations amongst major currencies, I'm looking for references regarding which instruments, currency or other, constitute: 1) EUR 2) GBP 3) JPY 4) AUD similar to the U.S. Dollar Index as-described on Wikipedia: http://en.wikipedia.org/wiki/U.S._Dollar_Index ..."It is...

+1 for Rithmic. Been using them for a year and never had an outage, market data and execution speed are excellent. API is fairly robust too. For the miniscule amounts that they charge for trades & no monthly fee, great value for retail.

The blackbox i.e. everything that 'talks' with the market is in C++; SQL for storage as-needed. For off-line backtesting, using R for modelling historical datasets, and Python for constructing order logic. By premature, I meant that I'm not in the Chicago area at the moment, but...

+1 for Linux Mint. Very stable, turnkey, lots of support from the forums for it as well as Ubuntu. Regarding virtual machines, try Virtualbox - free & good performance.

Currently working with a statistics PhD in CA on R&D of a blackbox using historical data for a few dozen futures instruments on CME Group exchanges, plus some ICE...inter-market correlations, intramarket derivatives supply/demand sentiment, order engine logic, etc. Anybody in Chicago area...

Thanks for the link, rosy. I've checked several of those, Interactive Brokers among them, and while they do have market depth on stock options, capacity is quite limited. Right now I'm down to Livevol or Quotestream, FWIW.

I'm looking for a service that isn't quite as expensive as Nanex/DTN NxCore, provides market depth for U.S. stock options, and doesn't cap it to four concurrent feeds (like Interactive Brokers does). Speaking of IB, they have a 'quote booster pack' but still, it's mediocre. Any suggestions?

Tried Rithmic?

sigh just an average Joe, but even I can see, nitro, that you might want to take a massive bong hit & re-think this strategy...what you're doing for entry/exit and money/risk mgt is anti-strategy. The trend is up, cause Benny & the jets said so.

They become politicians and have someone else do the trading on their account.

COMEX gold (GC) & silver (SI) futures, Nikkei 225 futures (NKD), some CME currency futures (AUD, JPY) and maybe a lil NYMEX energy (CL, NG) all move decently. I prefer SI & NKD.

Thanks for the useful info, Brighton & RR. Brighton, you're right abt difference between IB & Generic's commission being close to 20c than 60...I had fuzzy recollection of IB's comm breakdown. I do remember that it was $2.32 total per trade for COMEX items, $2.40-2.60ish for NYMEX, $2.40ish for...

Saw a link to them on ino.com - their site is http://www.generictrade.com Aside from a $59 monthly platform fee, they claim that all trades of futures and futures options are 59¢ (plus exchange & routing fees I'm sure). Still, this probably works out to 0.60-1.00 cheaper than IB, and...

Tell that to Soros, Rotter, PTJ, etc etc

Off to the horse races... 'Silver RINO' won back in '96... all I got was some paper coupons for cheap seats at next year's races. They might have won, but those of us in the everyday world didn't gain a thing. Ditto if the Dems had won. Potatoe, Potato.

Never going to happen. LEOs, DHS, and a compliant media will make sure of that.

You really can't help but put out this political faction bullshit, can you? Righties...FC, take your right thumb and shove it up your ass. Which way is the wind blowing? Then again, that goes for all of you codgers using this 'libtard,' 'wingnut,' 'liberal,' 'righty' crap. Orwell and the...

Dumbest f*cking cultural buzz-phrase coined in some time. Goofy journalists.