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see: http://fxtrade.oanda.com/spreads/recent_spreads.shtml

tight spreads and small/flexible transaction sizes. The only problem I see is that they charge $600/month for their API. Not sure - in case you would add them to your list - if this charge would also apply to Tradebolt users, in which case I would be less interested.

Last year I purchased a Dell PC with Windows XP home pre-installed. I asked a sales rep about the cost to upgrade to XP pro and heard I would need to purchase XP pro for $470 (which is more than the cost of a new Dell PC with XP pro pre-installed). Does anyone know of any other (cheaper)...

I'm currently using Tradebolt and am very happy with it. I hope you will add Oanda asap to your list of brokers.

Whenever you run a backtest look carefully at volume * price. If this is low, spreads are likely high, as will slippage be. Many stocks that trade at decent volume today, might not have in the past, so slippage is not constant but varies over time.

$1,500 is a lot of money for this software I programmed something similar in R, but: - no limits to number of stocks and timeperiods - flexible wrt frequency (minutes, days, weeks, months etc.) - integrated with walk-forward-testing, so you actually observe out-of-sample portfolio behavior...

I am looking for something similar: a program that allows me to enter my (multi-day) swing trades, import historical data for the instruments traded, and then produces an equity curve that I can import in other software for subsequent analysis. It is important that each point on the equity...

any statistical software package or spreadsheet program can do this easily, but you have to do a little bit of programming yourself.

Even when using monthly data, October 1987 was still a 4 sigma event.

Can you give us some information how you actually run your simulation?

there's a nice chapter in Carmona's book "Statistical Analysis of Financial Data in S-Plus" how to fit these distributions to your data using S-PLUS/R. He seems to prefer a kernel smoother for values around the mean, and to model the decay at the tails parametrically. I'm wondering if people...

I ran some walk-forward-tests on a portfolio of stocks for the years 1995-2006 that look too good to be true. I think the problem might be that my algorithm picks up a lot of stocks that at some point in time had extremely large bid-ask spreads, e.g. even though all the stocks I include in the...

It is useful to distinguish short-term "averaging-down" trading strategies from long-term (lifetime) "dollar-cost-average" investment strategies. If you believe stock returns have a positive expectancy in the long-run (read e.g. Jeremy Siegel's "Stocks for the long run"), and are willing to...

free, but for how long? http://www.opentick.com/forum/viewtopic.php?t=50

Luenberger's book "Investment Science" has a chapter on this.

For a clear overall picture, read: Stocks for the long run Jeremy Siegel

Garch is also implemented in R (free). Besides their application in option pricing, Garch and other volatility models allow to estimate risk of trading / investing strategies. For example, your developed 2 trading systems: 1) Annual Profit: 50%, Max DD: 10% 2) Annual Profit: 20%, Max DD...

Stoxtrader, You might be interested in this free e-book http://www.library.cornell.edu/nr/bookcpdf.html

Sludge, You're saying you're good at math. You might be interested in: Applied Quantitative Methods for Trading and Investment Christian L. Dunis (Editor), Jason Laws (Editor), Patrick Naïm (Editor)

The Encyclopedia of Trading Strategies by Jeffrey Owen Katz, Donna L. McCormick