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Why doesn't the public care is the question. Is it not obvious to everyone how these guys are getting shut out? Heck, I thought Mike Gravel was the best democrat.

I might as well be Brian if it gets me answers. -Brian

The theocrats and nut-cases will start listening when Jesus is unable to save them from hyperinflation.

That woman is a total idiot. The republicans have Ron Paul. That's all they need. Last election though, the media totally worked against him. It was the most ridiculous bias I'd ever seen against a candidate who, at one point, had been polling at around 10%. The establishment wanted...

Haha, I just looked at the first post I made in this journal. It happened in April. Assuming I continue to post and stick to this, and take time to develop slowly as I have been, I wonder how long it will be before I go live. I suppose that is the first thing you posters can mock...

Just wanted to comment on that Tradestation -> C++ DLL -> R bridge I wrote. I don't recommend doing this. I basically patched RInside, RCpp, and built R.dll, RLapack.dll, RBlas, etc. on Windows. For whatever reason, it's unstable when I take in as a DLL. It works fine as a stand alone...

What is the easiest and quickest way for me to get the ability to do multivariate regression and have access to the usual t and F statistics, and all the usual good stuff. Do I have any real open source options that will work for me under Windows? R embedded is proving to be unwieldy.

I don't believe this. The one thing that angers me the most in life is being a unit of production for someone else's prosperity. I know I am not the only one, and I've increasingly become a consumer of internet conspiracy theories about the elite and how they manage the world. This world...

You WANT to wait 350ms for a fill? Are you out of your mind? I want to know what happened to my order right away.

With regards to what my edge is -- the high speed people don't necessarily take certain kinds of risks. I'm willing to take some of those risks that they aren't, and for which their degree of speed doesn't matter. I just have to be fast enough, which is part of my experiment here, not the fastest.

Consider an ARCH(1,1) model. The conditional heteroscedascity has more utility than the unconditional heteroscedascity. The same sorts of arguments apply with tick data. I can't tell you what I know to minute detail; however, the book "Analysis of Financial Time Series" by Ruey Tsay has a...

The [conditional] odds are much better than 50/50 on ticks.

Right, so the variance at t+n, n large is much greater than t+1. The price guessing game at very high frequencies is discrete, and not continuous. So you have a very frequent outcomes in a liquid book, really, 0, +1, and -1, +2, -2. +3 and -3 are rather rare, in a book with an average spread...

Next year? That makes no sense mathematically. Suppose you have a random walk with a fixed step, that goes up or down one each step. You have a much greater chance of knowing the next step than whatever the random walk will be in one year's worth of steps. Just on account of variance...

The holding time loosely scales with the time-frame I'm trading, yes. The profit potential doesn't decrease over a long period of time unless there's a structural break, and by structural break I'm referring to a formal definition. As a matter of practicality, there's no benefit to holding...

On the street, it generally means spread extraction, rebate trading, stat or index arb. I think the independent retail trader generally can't play spread extraction in liquid names, and rebate trading is out of the question. Stat arb is my retail approach, but how high-frequency I can get...

I have one of those air conditioners where if I turn it on, it gets way too cold. If I turn it off, it's way too hot. The thing doesn't regulate the temperature correctly. My solution is to wear a blanket while having the AC on. I'm killing mother earth. :-(

Someone told me that China went overboard with debt to finance production capacity, and now they have excess production capacity with a whole lot of debt. Perhaps the article is indirectly referring to this malinvestment. Thoughts?

I don't mind the thread being hijacked if you want to post your table structure for data. I don't consider this a tremendous edge to hide if the objective is backtesting, but I understand if you want to withhold details. Let's theorize the construction of a few queryable objects here: 1)...

No question it's worth investigation -- I'm just not there yet with my retail-idiot[1] trading. I should also state that I don't have much of a background in databases. I hack solutions together, but I'm not the definitive voice on this matter. My expertise is more in the area of realtime...