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    HFT vs Small Traders

    Which would be your top picks?
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    anyone traded from a ship?

    Am hoping to trade from a yacht some day ... perhaps while anchored off Monte Carlo ... Not there yet though ... am going to have to let the winners run and cut the losers short for a bit longer ...
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    multi monitor setup

    Some alternatives: http://lcdarm.fogim-ent.com/manufacturer/35452/35452.html I believe they rely on local distribution partners to sell in each country. A year ago, I paid 150€ for the four monitor stand. This included shipping from the Netherlands (where European distributor is...
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    Switching between systems using equity curve feedback

    I once looked at a similar mechanical concept, and found the following issues (similar to those of a lagging indicator!): 1) The time lag between start of drawdown and the switching off of the underperforming system; you watch lots of equity destroyed before the underperforming system gets...
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    Backtesting on daily bars on NT

    If you haven't already, take a look at this thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=212824&perpage=6&highlight=statistical significance&pagenumber=1 Hope it helps!
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    anyone using multi-strategy and multi-instrument

    OK, thanks; can see this sort of an approach (i.e. momentum indicator as measure of each basket member's "in-tune ness" with directional moves) would make sense for a momentum strategy. I wonder what the equivalent might be for a mean reversion strategy? How to select/de-select basket...
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    French Trading Film

    Zut alors!
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    anyone using multi-strategy and multi-instrument

    How do YOU stay on top of this? Would you use something like a rolling weekly/monthly program of simulation updates across your target instrument universe to identify new inclusions for the basket to replace the removed laggards? What criteria do you use? Thanks.
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    "Are ETFs Really Safe?"

    http://www.caseyresearch.com/editorial.php?page=articles/are-etfs-really-safe&ppref=DLC231ED0411A
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    How to retrieve stock data in Excel

    Many thanks.
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    Interactive Brokers now restricting use of practice and live account at once

    Is that what they call spouse-arithmic trading ... ? So now it's not just the algos we need to worry about ... there are also the merciless wife-bots ...
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    How to retrieve stock data in Excel

    Bob111, Sorry to dig up a (really) old thread, but I recognize your ET name (Bob111) as still active on ET, so here goes ... As far as you are aware, when does Yahoo Finance update "Previous Close" for a US stock to the "official" value? My own experience is that it does so at the open...
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    Is LONG the same as SHORT?

    Nice angle! Thanks!
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    If you only took 1 trade per day what set up would it be?

    OP, what set up would you trade? (include target and stop, please)
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    Calculate actual slippage

    Measure it: 1. Run two versions of your stategy at the same time, one "live", and the other forward testing. 2. Compare the fill prices you get trading "live" with the fill prices you got forward testing. Once you have a large enough sample of measurements to see some consistency, you'll be...
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    Importing Data into Excel/OpenOffice

    If your data is in a text file, learn about "Connecting (importing) data" (at least this is what it is called in Excel 2007 "Help"...)
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    Returns needed to start a hedge fund?

    The better salesman/saleswoman you are, the lower the bar ...
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    Intraday Pair Trade

    I don’t trade this way myself, but suspect that if this opportunity (intraday pairs trading) does exist it won’t by now be accessible to the retail trader. “Every” algorithmic trading and HFT firm has its own statistical arbitrage model (I believe “pairs trading” falls into this...
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    Some tips in Trading the ES successfully

    No, I'm not clear! Which aspect of the difference are you labelling as significant? - In the non-ADU case, I see candles that start below the blue MA line until about 4h00 CET (are these times CET?), but from 04h00 to 08h30, they stay close to (and just above) the blue MA line. - In...
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