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    Any good book on Statistical Arbitrage?

    That was quite brutal. I read most of it and yes, there are very good insights. A usefull read but you need some theoretical finance/math background to read it. I now understand how pairs trading can be done intraday with black boxes. Putting the traditional pairs trading (correlation based)...
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    IB Bundled or Unbundled

    You know what mother fucker? We sure have a problem with the people coming here with no history and bashing on a broker. Registred july 30, first post against IB and nothing else for 20 more. No credibility. Nothing positive, no exchange of information with anyone. get some credibility...
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    IB Bundled or Unbundled

    I you use the SMART routing you can reduce your to to 0.70 for 100 shares on average. Sometimes more sometimes less. It depends if you take (market order or an instantly marketable limit order) or provide (getting hit) liquidity. The difference is the cost/rebate for liquidity depending on where...
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    Goldman Sachs - a great vampire squid wrapped around the face of humanity

    Facts, I want facts. Some numbers, a print screen of trades, wathever. Otherwise it's only fluf. edit, I should ask for proofs.
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    Question about SwiftTrade/joining cautiously

    It's more :confused: only, WFT does that mean = nothing. I cant drink beer in the street here. Does it mean it is bad? Maybe not, It's legal somewhere else.
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    GS's flip-flop to manipulate the market

    I can't say by experience, but if it sounds healthy it's probably not that way.
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    Pair Trading Strategy Journal

    I dont use PTF. I have my own code.
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    What's the best magazine for traders

    AT +1 TASC +1 For lifestyle, there used to be The Traders Monthly magazine but it's closed I think.
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    Pair Trading Strategy Journal

    Just got out of KGC:HMY at a little loss. Was in since july 7. I use EOD data + an intraday update before scanning at around 15:00. It helps if you place your trades before the close. Just give us word when you finish your scanner. We will see if it was that easy.
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    Pair Trading Strategy Journal

    It maybe ok for a seasoned programer but still a couple of 10 hours. Just think that there are holes (missing dates in one stock and not another) in the Yahoo data and that you have to account for it otherwise all is shifted. Not that easy. And that is assuming that you know the problems in...
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    Pair trading question.

    It's a market neutral stratery, one short, one long. Plot the graph and it should be obvious.
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    Opening Orders - 2009

    3 fills, 3 shorts, 1 winner, 2 losers, flat. Cancelled 75%, larger on longs. Watch out, Don is on a breakout above 10k posts :p
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    Need CPU horsepower for screening, backtesting or automated systems?

    I also think this can be interesting. I dont have any need at the moment but a couple years ago I was looking for something like that because I had a code that was taking about 3 weeks to run when I needed the answer overnight. As for the security issue, I dont think that a compiled code...
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    The Trading Edge: how to trade like a winner

    It's an arb trade; buy on Amazon (-30$), sell on ET (+40) = 10$ minus fess. It's no joke when they say the market is efficient.
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    Pair Trading Strategy Journal

    I think you have to input your own pairs in the software. In practice, if you review your list every once in a while there is no need to scan all the planet everyday. I do cuz I'm too lazy to look for good pairs and look at only them on a daily basis. I also get a lot of shit in my scan...
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    are the days of 3x numbered?

    The point is not the leverage, it's that they dont track their index 3x on a daily basis but on an intraday basis and a lot of unknowledgeable investors dont know that and are "losing money" and complaining to their brokers so the brokers are just going to stop.
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    Pair Trading Strategy Journal

    Most guys here have their fixed pairs I think. I scan all the combinations of about 1400 stocks everyday and make the numbers (now cointegration, not correlation). Most use Pair Trade Finder dot com. They seem to like it. I and at least another have our own soft. It's a lot of pain to develop...
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    Pair Trading Strategy Journal

    I am very consistent at taking profits too early. Out HON:NOC
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    Opening Orders - 2009

    By Edgar Ortega July 28 (Bloomberg) -- NYSE Euronext will begin to charge brokerages for transactions at the open and close of trading in the U.S., while also cutting fees for its largest clients. The New York Stock Exchange will charge a fee of at least 5 cents per 100 shares for trades...
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