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  1. J

    Buying stocks that were delisted

    Probably fine in the short term, but you should ensure that your trading systems don't go long on crap stocks. The previous Energy XXI shares became worthless, but there were in a massive downtrend from late 2013 onwards. Some lessons can be learned from the airline industry. My delisted...
  2. J

    Where to find historical futures data?

    If you need live T&S and quote data, NxCore. Lots of history too, but you'll pay for it. Norgate is good for daily and very clean - covers all the liquid ones worth trading - not free but certainly affordable unless you're an e-mini trader with 4 figure account size.
  3. J

    Historical Fundamental Stock Data

    Historical fundamental data are easy for a stable company until it's not stable. Spinoffs, mergers, company restructures, change of domicile, change of reporting currency, change of fiscal year boundaries, significant change in company operations. How about tracking stocks? What about...
  4. J

    IB Doesn't Provide S&P Sector Futures?

    Sure, but there's plenty of other markets to choose from and some sort of "S&P Select" are pretty poor choices. Note that CME doesn't actually have a program - they have third parties that are in it for the buck as market makers. Agree on the points of trading futures over ETFs, but the...
  5. J

    permanent loss on wash sale due to IRA repurchase

    Contact Intuit for assistance.
  6. J

    IB Doesn't Provide S&P Sector Futures?

    Still too illiquid. Average volume under 10K typically means slippage.
  7. J

    IB Doesn't Provide S&P Sector Futures?

    Why would they? Nobody trades them. No volume. No open interest. http://www.cmegroup.com/trading/equity-index/select-sector-index.html CME have a habit of listing crap that nobody trades.
  8. J

    Industry-Standard CPU/Core Benchmarking Task?

    I think you're overthinking it. If systems like NxCore can handle 4.5M quotes/second on a crappy Pentium, and you can't on your multicore beast, your design is wrong and throwing hardware at a software architecture problem is just a bandaid.
  9. J

    A Free or Paid Screener Service that Searches Decline or Increase Percentage Over a Certain Time?

    Yep - we are talking about stocks here, not other instruments that have other obligations. I don't know which planet you trade on, but stocks can't fall further than zero. Of course your account balance can go negative if you trade on margin, but we're talking about a _stock_ falling more than...
  10. J

    A Free or Paid Screener Service that Searches Decline or Increase Percentage Over a Certain Time?

    This is a trivial to program, if you have the (accurate) data. If your programming skills are poor, time to start learning. Your competition already has done so. Also, stocks can't fall by more than 100%. I think you need to rethink your question.
  11. J

    Industry-Standard CPU/Core Benchmarking Task?

    Tune your routines - forget about the hardware. Do some theory of computing courses to learn about Big O Notation. Figure out whether your methods are O(1), O(n^n) or something in between, and optimize them. Consider whether multithreading has a use.
  12. J

    Industry-Standard CPU/Core Benchmarking Task?

    Cogmagnum, there were plenty of such tests in the 1980s on DOS. There's the old trusty Whetstone and Dhrystone benchmarks (they actually pre-date DOS). I also remember the PC Magazine Labs Benchmark Series test that performed more "real world" tests. There were dozens more too. OP seems to...
  13. J

    Industry-Standard CPU/Core Benchmarking Task?

    That sort of thing (checking the speed of a very limited operation) worked well... in the 80s! We now use multithreading, GPU offload and real workload simulations. What type of workload you actually trying to benchmark?
  14. J

    how to download intraday prices for past 10 years for free, in Python

    or maybe the Home of the (Naively) Brave
  15. J

    how to download intraday prices for past 10 years for free, in Python

    Survivorship bias seems to be missing here. Sure, download any surviving stock from multiple sources (with varying quality) but try and go work on a survivorship-bias-free trading system without survivors in your data, and your trading system becomes way too optimistic! Expect to pay for...
  16. J

    Penny stocks, where to find them?

    For every one that goes crazy, there are 1000 that don't. Sure you see the dude that says "I made X000% on this stock pick" but but you probably won't that dude. Invest/trade wisely, not for the quick buck. Expect your journey to take multiple years with multiple failures and multiple "let's...
  17. J

    Where to Get the Earnings of MSCI Country Indices?

    To do so, you need all of the constituents. You get it from MSCI or institutional platforms that license MSCI data. Be prepared to pay institutional prices.
  18. J

    Proof TWS tick is broken for weeks and useless, misleading

    Given that NYSE-TICK include securities that really should be ignored (preferreds, debt, double-count multiple classes, various exchange traded products etc), the utility of this indicator is questionable.
  19. J

    Dirty data

    That's quite normal in takeovers and also in spinoffs too. Here's a couple I remember. Southwest Bell takeover of AT&T, then rebranded as AT&T (this one is quite interesting because SBC was originally a forced spinoff due to monopoly issues from AT&T back in the mid 1980s) NYSE:AA Alcoa...
  20. J

    Dirty data

    There are two TiVos. One was delisted on 7 Sep 2016. The other is still listed. How can this happen? Simple - this was a simple takeover of TiVo Inc by Rovi Corp, which subsequently changed its name to Tivo Corp. It changed its ticker too. So, on 20160819, NASDAQ:TIVO was trading at $10.65...
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