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  1. V

    Fast feed to liffe with API

    I'm looking for a fast feed to the Liffe. I live in london and trade from home using an automated system. My budget is 700 euro a month. Is there anything faster than interactive broker's feed?
  2. V

    You can't generate positive alpha without a PhD.

    Alpha is easy to generate. Just sell options. CAPM is a little too simplistic and doesn't account for higher moments of the distribution.
  3. V

    NYSE alerts MOC order imbalance

    What prop firms offer market on close order imbalance information? Also, can you lookup market on close order imbalance information on bloomberg for specific stocks? For example can I lookup market on close order imbalance imformation on IBM?
  4. V

    NYSE alerts MOC order imbalance

    Anyone know where I can get NYSE alerts, specifically MOC order imbalance information.
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