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ET is where I ask my questions first. I try to avoid IB's help desk at any cost - they usually provide misinformation. Do you have subaccounts over at IB?

Does IB allow multiple subaccounts? I ask because I have multiple strategies that i'd like to run and watch separately.

This is my first year trading stocks long and short in my taxable account at IB. From looking at their website it's extremely unclear whether they provide everything needed to provide to my accountant. Can anybody tell me whether IB provides end-of-year cost basis statements? Or do they...

I do 1% of assets and 20% of profits. If you want to forego the management fee, then you should do 30% incentive.

I want to trade this ETF long and short. Does anybody have experience trading it? How wide is the bid/ask? And is it relatively easy to short? I have seen long and inverse ETFs on base metals but those are still extremely illiquid - so for now DBB is my only way to obtain the exposure...

I can't log in tonite. It freezes up at the login screen. tried webtrader and trader workstation!!!

Interesting idea. But you've got a bond spread versus an FX pair - wouldn't transaction costs eat into any gains? How long would each of these positions last? What kind of Z-Score would you be looking at? 20 day? 200day?

I'm not a stock trader so forgive me if this is a silly question. How important is it to not take trades where you'll be short the dividend payer? Can it blow out your trade if you do? And how do you know when a stock will pay divdidends? Thanks.

I know the cointegration issue has come up before and I'd love to be able to measure it easily. Does anybody know a dumbed down formula for it? I'd love to have an excel function =cointegration(rangeA, rangeB)

Agreed the correlations are low for the pair CEPH/VRTX and CEPH/VRX. But I did a very rough 10 year backtest using a rolling 2 year z-score (with 2stdev trigger) and CEPH/VRTX actually looked somewhat reasonable with information ratio of around 1.0. It was a crude test without considering...

too bad you didn't do CEPH/VRTX that's a sweet pair

http://www.autumngold.com/Advisor/Statistics/cta_profile.php?id=429 http://www.autumngold.com/Advisor/Statistics/cta_profile.php?id=107 I don't trade technicals, I trade econometric models. But I do think technicals work over the long term. The above two links show performance of a...

Another question I had was about indexes. I added some stock indexes from around the world and saw some decent pairs. But I'm wondering what price is the platform using to enter trades? If same date close price then that's an issue. For example if I'm trading HangSeng/DJI pair, HangSeng...

I just downloaded the trial version of PTF. I've only looked at the software briefly and had some questions. What is the basic method they are using to flag new pairs, and to close out positions? Is it basically a z-score on the ratio of the pairs? Another question is can you do a long...

I would recommend it. I got my MFE way back in 1996 when those programs were still in their infancy. It certainly opened doors for me as a quant and I learned a lot over the early years of my career.

doesn't move like the cash vix index. try backtesting a strategy on the cash index and then on the futures (which the etf is based on). it's like apples and oranges.

I am wondering about the etf HYG. Has anybody had problems shorting it?

How do you measure the system's performance to decide when to turn it off/on? Some sort of moving average on the equity curve? Rolling Sharpe Ratio? Number of winning trades calcuation? I've tried some of these things with mixed results. Maybe I'm using too short or too long of a lookback...

So it sounds like 'automated scalipng'. I guess it makes them tons of $$. But to me it does not sound intellectually exciting - sounds more like an exercise in brute force computer technology.

I get emails from EFinancialCareers where I see the buzzword these days is "High Frequency" and many firms are looking for guys who can trade futures or FX with high freq. Mind you I run my own trading business and I am not interested in working for anybody, but I'm curious what this is...