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Simple Economics 101. A change in the quantity demanded. Everything else is pure philosophical and simple speculation.

It sounds like an old school european set up. If you can really trade profitably within these constraints i.e strictly intraday, no automation and only 4 down days in a month or a single down day per week, with virtually no drawdown, then paying comissions would be the least of your concerns...

LOL. Check linear regressions! y=0.01*(101.01 - 1.01*x) will do it nicely. Enjoy.

Well, it is almost bonus time in the city. Start hanging around All Bar One in CW. Maybe someone will pull you over for a chat :)

Lol

Yes, exactly. Most of the "high quality" US markets eod data feeds that contain unadjusted data, will provide exactly the same close print. As pointed above, that would be the official close. In general there is no divergence here. The problem will always be the opening price no matter what...

Ha ha, precisely this train of thought is the greatest misinterpretation of probability theory in gambling and trading markets alike. If this were true, there would be no black swans and countless busted accounts. See Gambler's fallacy. LOL

Sure, a standard q server supports HTTP requests via a tcp port, but you could use some other programmatic interfaces too. There are also a few libraries that provide interfaces with R, ODBC, etc. However, you would still need to know q quite well, and not just at a simple query level, to be...

@sle kdb+ is an excelent choice for a time-series db implementation. However, the real advantage is in the q (and k) language framework itself. To truly get the best out of it you will need to master the language and design your system in such a way that most of the heavy (pre/post)processing...

Ha ha. Lol. Netherlands indeed. Ok, longshort, come by and run this baby through me and see what we can do about it. However: 1) Is the system a purely intraday play? It surely looks that way. 2) If so, the pnl curve looks way too smooth for only 20ish intraday stock trades. "Look-ahead bias"...

Partner, Proteom Capital (2004-2007) Equity long/short strategy using machine learning algorithms ... LOL ... way ahead of the curve :-)

Acknowledging the ultimate loses, returning whatever is left over to the investors and closing the fund.

Hi Keith, Have you actually been asked to complete the questionnaire and to start paying these fees? That will be worrying indeed, but as always there will be a solution around it, of course. We could do one of two things: 1) Blame capitalism for the NYSE trying to monetize its proprietary...

Yes, it started happening to me too in the last three days for the first time. After poking around in the log files, I found the heap OutOfMemory exception. TWS is using more than 1.2GB on my system around the close for the first time. Maybe some recently introduced memory leaks again?? Anyway...

Lol. Old school players game. Check this link for more info. https://sniperinmahwah.wordpress.com/category/microwave/

Hi Mike, On those charts you posted earlier for BAC and JCP, is there any option to view the raw data on the basic subscription i.e for example could you switch between chart and data modes? Thanks, Jose

Well, if you want things done remotely you'd better be prepared to manage the project yourself. Thus, if you can logically break down the software development requirements into smaller functional units, then I would advice you to use websites like rentacoder. In that way, the money part will...

Firstly and most importantly, you would expect the performance stats of your real time strategies to approximate, as closely as possible, the stats of your backtests. In this case the only way to achieve this is to trade all the signals you'd expect from your strategy. The greater the number of...

It's all in the volume. Check this. http://www.dailymail.co.uk/news/article-3079298/The-accidental-oil-tycoon-B-B-owner-faces-multi-million-pound-bill-trader-son-accidentally-buys-half-oil-firm-Belize-City-watchdog-says-buy-rest.html

lol. good luck.