Search results

You again. This is really simple. Get a paper account with a broker like thinkorswim, test it yourself.

I tend to agree. Next people will be protesting that HFT is illegal because cost barriers to entry are high.

I have a buddy who runs it on Windows, crashes now and then for him. I'm pushing it pretty hard on Linux and have yet to experience a crash.

He said the backtest was one he used for demos, and I wouldn't put it past them to throw up something old on that big screen when the cameras came through. I certainly would.

Almost forgot this one.

Ha ha!

http://www.cbsnews.com/video/watch/?id=6945451n Interesting bit on Tradeworx in yesterday's 60 Minutes segment on "NYSE Robot Traders". Looks like they're into the UNIX philosophy. Neat to see them keeping it old skool with FVWM2 running on what looked like Apple hardware. Backtest tool is...

Manoj Narang continues to seem like a stand-up guy. He even refused to agree that "it's all math", opting instead for "probability and statistics."

Gotcha. Incidentally, there was a strong correlation between the S&P 500 and something from the bond market that seems to have degraded recently. Do you think this might have something to do with NFV's purported troubles as of late, or am I barking up the wrong tree?

Do you think I am being dishonest?

Pekelo wasn't asking about those things. My response was direct, as was his question, which had to do specifically with the October puts I had purchased. I've mentioned my trading method/limitation elsewhere in this thread. I bought puts during a sizeable divergence (SPX was supposed to...

Badly.

You're welcome! :) I had the same reaction when I stumbled across it, I think it was on the programming Reddit or something...

Using JGR and the Deducer library can get you something GUI-ish. Depends on what you're looking for, I guess. Example here: http://www.youtube.com/watch?v=PE5mgNbq7xQ If you're a programmer, the learning curve isn't that steep. If not, you will have to learn to program AND program in R...

:D

I'm listening to this right now. What do other people like? <object width="480" height="385"><param name="movie" value="http://www.youtube.com/v/c6gpeBODLqs?fs=1&amp;hl=en_US"></param><param name="allowFullScreen" value="true"></param><param name="allowscriptaccess"...

I figured he was just enjoying his weekend. Why are you here, you get Waddell and Reed'ed?

SEC report on the May 6 Flash Crash: http://www.sec.gov/news/studies/2010/marketevents-report.pdf

Epic delete. :) bone, I'm curious: Do you choose what you're trading on a daily basis via the signal scanning software that you provide to clients, or also a gut feel for what's working or not working on a particular day?

http://www.bloomberg.com/news/2010-09-30/waddell-reed-e-mini-trades-are-said-to-have-helped-trigger-may-6-crash.html That's interesting. Don't think I buy it, though. I also don't think "HFT" as a whole is to blame. As someone once said, "need more info to make a judgement."