Search results

  1. A

    Citadel’s Secret Sauce

    Thanks for sharing the info. But the analysis might just hardly scratch the surface and fails to detect any of the Citadel's real secret.
  2. A

    Manulife Prevails inTrojan Horse Case

    but what a loophole, greedy insurers, changing the game play rules after seeing the interest rates is bellow 3% for some years now....
  3. A

    senior housing industry Sector in dire straits?

    Balance sheet too bad. Net is negative 2 billion.
  4. A

    This is Cool

    nice to see this going on on on ... derivatives ....
  5. A

    03/06/2009 - 03/06/2019

    The top few ETFs in the past ten years are all leveraged including FAS
  6. A

    Here are the world’s 17 richest hedge-fund billionaires

    A little surprised that DE Shaw does not make into the list.
  7. A

    03/06/2009 - 03/06/2019

    Amazing coming back. Nasdaq up 500% and Dow up 300% from the low 10 years ago. But still not comparable to the huge rise from 1989 to the peak at 2001 when Nasdaq rose 1000% and Dow up 370% in ten years.
  8. A

    Storing time series data

    Thanks for asking. A good question. Files are indexed by symbol name (and date for intra-day data). All other symbol info including company profile, fundamentals besides quot data are stored in data files. In my system, daily data are divided in to per-symbol files and minute data are divided...
  9. A

    Storing time series data

    me too. use binary format for daily and 1-min data for thousands of symbols
  10. A

    Can someone tell me if the high or low of day normally happens in the start or ending of the day?

    Interesting questions. I want to know also. So, just did a quick test using minute data since 2009 on SPY and QQQ. See the attached PDF for the detailed summary that also breaks down to per-year, high or low, 10 minutes, 30 minutes, and 60 minutes distribution including frequency and...
  11. A

    Does volume cause vol or does vol cause volume?

    Good question. But the question is better like "what is the correlation between volume and volatility?". I wonder someone has some statistics.
  12. A

    Curve fitting

    When people say some trading method or strategy will fail, what does it actually mean? If it means it will definitely fail, the difficulty level to know it for sure is the same as saying a method will succeed. Anything in between is just a random bet. Trying a ML (machine learning) method...
  13. A

    New Bitcoin to be launched today

    The nature of the bitcoin tech allows anyone to fork the original bitcoin. No need to ask for “official” approval. There is no official there. Just get enough people willing to play with it. You can even just circulate your bitcoin fork among your friends...
  14. A

    Bitcoin Bears Will Soon Be Able to Short Futures Through Interactive Brokers

    when on short, what if bitcoin goes up to 1 million dollars as I just read some bitcoin experts said?
  15. A

    I finally broke down and bought my first crypto

    Nice. "Dogecoin price for today is $0.0034. It has a current circulating supply of 112 Billion coins and a total volume exchanged of $19,194,394" I believe it will go up up up. It not, no one loses nothing.
  16. A

    The bear markets of Bitcoin, a historical view

    top 30 down days in daily percentage
  17. A

    The bear markets of Bitcoin, a historical view

    In perspective of daily percentage change, none of recent days are in the top 30 days in the bitcoin's price history.
  18. A

    Looks like Yahoo Download API is now Dead - 11/1/2017

    Thanks a lot for discussions in this thread. Although none of the solutions solved the problem I have, it gives me valuable clues to finally allow me continue automatically download from yahoo financial site a list of tickers in a format that can be easily converted into csv format. For those...
Back
Top