Search results

Gotcha, thanks. Yeah, I'm going to give it a shot. I know there are platforms out there, and in the long run, I imagine I'll just use one of those, but I'm viewing this project as killing two birds with one stone. I want to sharpen my programming skills, which, in the long run, I'll use to...

I've been moving more and more to the dark side of automated trading lately, undergoing a big learning phase for programming. In this spirit, I wanted to write my own properly object-oriented backtester to test some models I've been playing with lately. Can any of you veterans give me some...

I think you have to use VBA, but you need some skill to do things like exception handling. The other option is to use quotein.com.

The best thing to do is to learn to program. It will make things much easier for you.

I, too, go to the CBOE shop to keep my do stylin'.

Gotcha, thanks again.

Huh, what do you know, I glanced over that book, but I somehow missed that part of the ToC. Thanks, I'll go thumb through that at Borders. (If anyone else has further suggestions, please fee free to add. This is my holiday project!)

Can anyone refer me to a good writeup on the basics of determining whether a pair of securities is cointegrated and the "textbook" way of trading it? It's okay if the writeup is part of a larger text. Thanks in advance.

I'm having CFA III flashbacks.

I am a Chicagoan now.

Uh, yeah, sounds absolutely horrible.

One nice thing about Python is its text manipulation, much easier than, say, Java's.

For those of you who detrend your data (basic log of price change method) for backtesting, do you use the detrended series to actually look for buy and sell signals? Let's just assume, for example, you're backtesting an algorithmic definition of double bottoms. It seems to me that looking...

I'm not saying this is an option for everyone, but I am lucky enough to have a trading job that I thoroughly enjoy and that offers me a lot of freedom. So, for me, there is no tension between wanting stability versus freedom to trade.

I hope you're right. TT's patent is ridiculous.

TheStudent is correct.

I agree with fletch.

Agreed. It's funny, all this talk about how much storage we have, and I bet we won't even break the record this season. (Anything less than 10 Bcf injection on the next report will fall short of the record.)

? Yesterday, we close up .60, and it's "just" short covering. Right now, we're down .05, and it's "wow" selling?

Whatever, man. Think this if you wish, but your ignorance of the obvious flaw in your reasoning tells me your a poser. Later, folks.