Search results

  1. R

    Ruby programming

    I made a free and open source Ruby interface to interactive Brokers' TWS API that some of you might find useful. The latest version is at http://github.com/pjlegato/ib-ruby . Also, in response to a question above, I've used rsruby for some time now without any major issues. R
  2. R

    Santa Barbara

    Looking to talk/meet up with traders from the Santa Barbara, California area... PM me or post here if you're up for it. Cheers.
  3. R

    HYPERINFLATION RALLY. The dollar is $HIT

    So it can't happen here because we still have our advanced technology and advanced managerial skills. What about the case of Germany in the 1920s - it was one of the most technologically and managerially advanced societies in the world at the time, and it still happened there...
  4. R

    Know how to program, don't know how to trade. Where do I begin?

    That's like saying "cooking is worth $2 an hour". It's true that the line cook at Taco Bell and the executive chef of a place with 2 Michelin stars are both "cooking" in some sense, but equating them overlooks vast differences in the quality of the output. Programming is the same - it's not...
  5. R

    Know how to program, don't know how to trade. Where do I begin?

    Programming is just a specialized subfield of math. (Or is math a specialized subfield of programming..?) :) Programming skills are definitely very important. There are many algorithms where the naive implementation runs in days or weeks or longer, and the good/non-obvious implementation...
  6. R

    ET needs a new Guru

    Please ignore the bored trolls with nothing better to do. I'm looking forward to hearing your forecasts and explanations.
  7. R

    ET needs a new Guru

    What do you think of AAPL? Looks like a double bottom to me... I know very little about Gann methods. If you could say something about the reasoning you put into your prediction, it would be very interesting. Cheers, R
  8. R

    Double bottom in AAPL?

    What do you think? Maybe not confirmed yet, but setting up? http://bigcharts.marketwatch.com/charts/big.chart?symb=aapl&compidx=aaaaa%3A0&ma=0&maval=9&uf=0&lf=1&lf2=0&lf3=0&type=4&size=4&state=8&sid=609&style=320&time=10&freq=1&comp=NO_SYMBOL_CHOSEN&nosettings=1&rand=2409&mocktick=1 Cheers. R
  9. R

    The Economist endorses Obama

    Ha. It's the first intelligent suggestion they've had in years. :cool: :D
  10. R

    The Economist endorses Obama

    http://www.economist.com/printedition/displayCover.cfm?url=/images/20081101/20081101issuecovUS400.jpg http://www.economist.com/printedition/displayStory.cfm?Story_ID=12511171 :eek: :eek: :eek: :eek: :eek: :eek: What next, the WSJ?? :p
  11. R

    IB Paper Trading data / fill weirdness

    Hi, I'm trying to test a new strategy on IB's simulated trader. I am experiencing all kinds of weirdness. I was looking at the front month Globex Euro futures (6EU8) for about half an hour just now. The inside bid/ask didn't move the entire time. It showed 5 bid, 4 asked. There were no...
  12. R

    How about sliding scale margins to limit speculative bubbles?

    Thanks for the replies. I agree that, left to its own devices, the market will eventually work itself out. However, the interim effects before it finally does will be devastating and socially unacceptable. "The market can stay irrational longer than you can stay solvent." Given a choice...
  13. R

    How about sliding scale margins to limit speculative bubbles?

    That is neither here nor there. All completely irrelevant. The question was: what would the effect of sliding scale margins based on aggregate speculative position size be on the dynamics of the oil futures market, assuming that all markets in the world made the change at the same time...
  14. R

    How about sliding scale margins to limit speculative bubbles?

    So.. I just read the thread suggesting the outlawing of margin trading. Someone raised the legitimate point that this would just limit the market to large players with tons of capital rather than eliminating speculation. So how about a sliding scale? If your total position is worth up to a...
  15. R

    Moody’s error gavetopratings todebtproducts

    if(moodys->revenueFrom(company) > kickbackThreshold) { return Rating.new("AAA"); }
  16. R

    AAPL swing setup for earnings

    Hi, I've attached an annotated 1 year daily chart of AAPL. I am still rather new and I'd like to hear any feedback on this trade, and the potential for another next week, depending on the action.. I shorted last week after the harami bounce off of resistance indicated by the Nov-Dec low...
  17. R

    How to allocate PnL for futures margin?

    I'm going to answer my own question, for the benefit of future searchers: The necessary calculations are explained at http://individuals.interactivebrokers.com/php/webhelp/webhelp.htm#Screens/Account_Information.htm and...
  18. R

    How to allocate PnL for futures margin?

    Hi, I'm working on a backtester now. I'm trying to make it work as closely as possible to how real orders fill. After much research, I can't find a clear explanation of precisely how to handle margining and PnL for futures contracts. For example: - Contract X has intraday initial margin...
  19. R

    Socialism for the rich, free market darwinism for the poor & middle class

    In today's news: "If big Wall Street investment houses are allowed to run to the Federal Reserve for emergency lending, they must face stepped-up regulation, Treasury Secretary Henry Paulson declared Wednesday..." :D Only a week later. They should start sending me checks, so I can do this...
  20. R

    Socialism for the rich, free market darwinism for the poor & middle class

    Fiat paper notes represent value in the abstract; of course they are not inherently valuable beyond what value people place in them - but the same could be said of gold or anything else. $1 billion of full-reserve specie currency doesn't represent any accumulated hours of man-labor; it...
Back
Top