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I have answered this (40%) assuming the following formula: amount borrowed on margin against assets = (total asset value - equity value)/(total asset value) Is this correct, and what you intended? I autotrade stocks/ETFs intraday, and my broker allows me to borrow (assuming the above...

Many thanks. Have you got a web link, or can you point me to the "Elite Downloads"?

With the proviso that I'm an intraday trader (so trying to foresee intermediate/long term turning points for S&P or Dow is not what I'm focused on), my call is that S&P will continue to trend upwards until SMA(50) crosses up through SMA(200) (which I'm estimating is still about 3 weeks' away)...

Sorry to be pedantic, but ... - strictly speaking, 260 and 358 are NOT odd lots. Odd lots would be 60 and 58... see http://www.investopedia.com/terms/o/oddlot.asp - also, it’s not clear which national market you are referring to. As you posted this shortly before 3h00am EST (or 00h00...

OK, yes. That makes sense. Thanks ... so as ETFs generally hold assets such as stocks, commodities, or bonds, ... and are supposed to trade at approximately the same price as their net asset value, ... and as these net asset values were so uncertain at that time (and remained so for...

Interesting report here about quotes and prints during May 6 “Flash Crash”... http://www.tagaudit.com/do/display?page=WhitePLogin Under “Equity Average Bid/Ask Quote Spread” DOW and Nasdaq-100 stocks behaved similarly during the trading day with quote spreads becoming around...

Can anyone point me in the direction of recent, publicly available comparisons between US stock brokers, based on their quarterly SEC Rule 606 disclosures (i.e. in relation to customer order routing)? Thanks

According to the theory ... - If you are an “informed” trader, and your expectation is that the market is about to move imminently in a given direction, you will probably be best off taking liquidity so that you are certain to get a position before the move occurs. - If you are not an...

MB Trading order types are here: http://www.mbtrading.com/forexOrderTypes.aspx http://wizetrade.mbtrading.com/stocksordertypes.aspx http://mt4stats.mbtrading.com/optionsordertypes.aspx https://www.mbtinstitutional.com/ordertypes.asp (can't find a similar list for futures; there must be one...

Read "Trading and Exchanges: Market Microstructure for Practitioners" http://www.amazon.com/Trading-Exchanges-Market-Microstructure-Practitioners/dp/0195144708

Looks to me like a similar relationship continued to hold until about 11/2007, since which time the relationship reversed (i.e. after 11/2007, buy at 09h30 and sell at 16h00 EST worked better than the opposite).

Thanks! This was Aug 2007. LuisHK's analysis would be able to confirm whether the results (for 4PM - 09h30AM, versus the rest) still hold in Oct 2010 (i.e. during the current ultraHFTocene era...)

Apparently, this is relatively simple to do at a retail level, too. See http://www.bestnewstrader.com/cms/ for algo news trading with Ninjatrader ...

Here, let me spoon feed you ... This should work (for Excel 2007). 1. Save the file you downloaded (a CSV file) [the "CSV File"]. 2. Open another Excel file [the "Excel File"]. 3. In the Excel File: - go to the "Data" tab. - select "From Text" within "Get External Data". - select...

Have you posted also to http://www.ninjatrader.com/support/forum/index.php ? In my experience, you'll get better help there (as NT support staff will also respond).

For example, go to http://es.finance.yahoo.com/q/hp?s=SPY At the bottom of the page (below all the data), there is a link that says something like "download data in a spreadsheet" ... (In spanish, it's "Bajar en formato de hoja de cálculo")

While remembering that historical daily data from Yahoo (and eSignal, and others) has been adjusted for splits/dividends/other corporate actions (and so won’t be the same as the actual OHLC range that was available in the raw, intraday exchange feed on any given day), you could get a sense of...

Apologies, heech. You were offering to tell us if we PMed you. I think your post must have crossed mine! I have PMed...

Please tell us who it was ... for all our sakes. PM us if you don't want to go public with the name (I'll respect you're decision not to publish the name ... but I want to know who it was!)

Excellent! Thanks