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Depends on what you want to do.

I gotcha. I tend to understand the mean reversion stuff, I think. At the risk of linking a real name to my ET handle, here's a blog entry I've written about it: http://jdunn.posterous.com/pairs-trading-and-r-part-i I guess that due to the anecdotal "statarb has dried up" mentality as of late...

Nice charts, bone. I don't have eSignal but I have been able to duplicate with iqfeed and R (I'm a programmer at heart). It seems to me that when trading spreads you still must often trade directionally. How do you know which direction to trade? (Particularly in the Nikkei vs. Topix example.)

That's a 19 point move, homie.

A few years ago a man won the Spanish national lottery with a ticket that ended in the number 48. Proud of his “accomplishment,” he revealed the theory that brought him the riches. “I dreamed of the number 7 for seven straight nights,” he said, “and 7 times 7 is 48.” — The...

Gosh I'm glad to have the old 777 back, though why you haven't mentioned all this AAPL noize is beyond me. Get on it!

:D * downloads the 0-day flash_crash.pl script from packet storm...

Man, if I were so sure that bone is a poser, I would be at ORD pronto with statements in hand. What's not to like about $10k cash, Joe?

I would mirror what tradelink said, but on the Java side. There's JRuby, which is a Ruby interpreter running atop Java. This means that you can interface with any library accessible to the JVM from your Ruby code. IIRC, Marketcetera makes use of this to let you define trading strategies in...

Could you perhaps elaborate a bit about ANFV and what makes it different? I'm loath to suddenly put confidence in it as far as trade decisions go without understanding it.

Backtesting such an algorithm must be a real thrill.

Where is the real stock777, and what have you done with him?! :D

Oh hi there. Feel free to click on my "posts" link to see if I'm a supposed alias. I know next to nothing about the bond market, and bone answered a question that I'd posted a few days ago. He seems to be a knowledgeable guy, and I appreciate him sharing his knowledge. Arguments like, "why...

No worries! :cool: Haven't used it myself since I'm not on Windows, but I've heard good things about EMCO Ping Monitor (http://www.emco.is/products/ping-monitor/features.php).

I didn't mean to be pedantic. Perhaps I misunderstood you. There is no way to empirically query a connection that claims to be up, but is doing zero traffic, to find out whether it is down or merely not being used. You have to test whether it will pass data by...passing data! This could mean...

i) Effectively the amount of bandwidth you are using per unit time is the current speed of the connection. For instance, if I am pulling 20 mbits/second, that's the current speed of the connection. Any good bandwidth monitoring software can show you this. ii) Personally, I've only done this...

Not much more embarrassing than acting the fool in your own thread. Pro tip: there are now people having a real discussion here. They do not agree unconditionally with Winston. At your demonstrated comprehension and maturity levels it seems necessary (though probably pointless) to spell that...

I see. I remembered you stating once that you were spending quite a bit of time trying to automate trading based on NFV, and wondered if this might be a sort of test run.

Nifty! Is the trading automated?

You almost got me this time, nefarious villain.