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Yeah, or undercut the exchange. The way illegal music downloads work on the internet, I'm surprised people don't push around market tick data archives. Ask NYSE what their monthly charge is for OpenBook Ultra. Unless you are cranking out profits like a mad-man, this stuff is out of the...

Thanks!!

Table is huge, man. Two files of intraday data from two dow components ~ 80MB. I'm just plotting a tiny slice to let me zoom in on local areas where the math looks odd. The data is semi-worthless for real analysis because a lot of the retail data-feeds strip out the exchange time-stamps and...

Ivanovich, please fix the federal reserve and my R problem.

I'm trying to overlay plots of the price action between the bid and the ask on intraday. I have a piece of data that's normalized to micro-returns [i.e., the bounce back from the bid and the ask during the day.] How do i get the plot to keep the same x and y dimensions from the previous plot...

I'm trying to speed up data-mining. Right now, I have R-code that runs; however, R is not multi-threaded. So it runs really slow, or I have to manually cut the files and run multiple instances of R. Also, R is really bad with large files. What I want to do is write the data to a network...

I'm losing my mind managing the volumes and volumes of data I have. What's the best distributed file system that can be used from both windows and linux that's not samba? NFS? I know NFS is insecure, but it doesn't matter for my homebrew network. I just need to make a few sizable volumes...

I'd ask this question at work, but it's clearly not something I want to talk to them about. Because of regulation or employer policies, I have to hold positions for 30 days. I'm not allowed to trade commodities, am a little bit more free on ETFs, yada yada. Do these things apply to FX...

I shorted this with a really small amount (50 shares -- not even a full lot) thinking when it broke $27 it was over -- I got in around $26. Then the market rallied, and I'm sitting in a loser [forced to hold for 30 days -- I probably should've bought a cheap put a few months out at $20 or...

I wish stock_trad3r would post upgrades and downgrades daily.

I have a high speed strategy that looks like it has a 50millsecond time window to execute. Only problem is -- I can't possibly get this kind of execution speed without having the money to connect to the exchanges myself to begin with. How do I get around this technical limitation, and are...

I'm too lazy to construct such things on my own. Is there a web site where this stuff gets plotted and shown? I'm googling and finding a bunch of lame sites where I have to enter the values in myself. This is beneath me because I'm an ET user destined for millions. ;-) Suggestions, please?

http://www.breitbart.com/article.php?id=D96RA7F82&show_article=1 We can laugh/place wagers/cry/be-thankful-we-are-not-those-retarded-people today, but tomorrow we are going to be -those- retarded people. This is what the state is going to do to your children. Just imagine -- you just...

ahahahahahahahahahahahahahahahahahah you f'er you made me spit my soda and ruin my keyboard stock_trad3r = BEST INTERNET TROLL EVER.

I thought about this, but I'm too much of a do-gooder to break the law. I just can't do it. It upsets me that the government and securities industry is this restrictive and doesn't actually compensate me for loss of income from this, but it's the game I signed up for and I knew the terms up...

I had this exact same question and posted a question about how the liquidity provider GETCO (use the search feature) makes its money. Someone answered, and I pieced the system together. There are papers written about this that are freely available on the web. Read that thread!! I've always...

I'm required to hold positions for 30-days minimum. Anyone else trading with this kind of restriction? The way I've been managing is to try and become market-neutral after my pre-set loss amount gets triggered. With non-leveraged ETFs, I just take the inverse position with margin. With...

I'll scan in my exam when I'm done. The stoch calc book from Shreve seems easy; however, this prof is throwing some hardcore stuff at us that is nowhere near what's in any of the books we're reading. It's one of those classes where you read the book, it makes sense, then walk into the exam...

epic fail in another 30min. So stressed I'm about to execute the largest bowel movement in the history of mankind. wish me luck, so I don't end up on the welfare roles as a tax on all of you

Add me to this list/group. I use R and Mathematica more, but I can probably lift and convert ideas.