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Those are great links. Thanks, RK! Do you have a job as a quant?

Thanks for the post and suggestion. Appreciate that it's free. It's a 248 page document for a two semester university course. I was hoping for at least one chapter or section on time series analysis relating to financial/market data.

I need an entry level book on TSA. I'm pretty good in statistics, std dev, etc. but not in advanced math. No Matlab experience, etc. There is no 'Dummies' book - I looked on Amazon, but hope there is something similar. Thx, Brooks

Grail is very much still around and was acquired by Tradestation in June 2010. http://www.thegrailsystem.com/

How about shops where you trade your own money?

Oops s/b "understatement"

Are there props that will teach/tutor/mentor this type of trading? Brooks P.S. There was a similar thread, but it was 4 years old and things may have changed.

Perhaps an understandment. Here is the Jane Street recruiting schedule: http://www.janestcapital.com/apply/calendar.php :-)

Trying to help a friend who used to trade with a broker by phone, has not traded in many years, and is trying to get set up to trade electronically. He has a computer with an AMD 2.4 GHZ processor, 4 GB ram, several video cards, 3 monitors running XP. The broker is IB and he wants dozens...

Must be good, out of print, only 1 used copy on Amazon for $115. The summary is helpful.

Ben, Thx for the post. That is an excellent thread. Brooks

Thanks for the post, Jordan. TS market fees are here: http://www.tradestation.com/brokerage/market_data.shtm Yes, a lot more than IB. The delayed data is free, so I assume the historical data is free also (with an account). Brooks

Thanks for the post pchan. Anyone else care to comment on these problems?

I used to own TS 4.0 before it became a brokerage. Did a lot of development in EL. Since then I've developed in Amibroker, Technifilter Plus (may be OOB) and most recently in Ninja Trader. I stayed away from TS brokerage, preferring the commissions and lack of (or reduced) exchange fees with...

Actually TOS says to use: ping rainbow.thinkorswim.com -n 100 It came back 100% perfect with an average response time of 172 ms. Looks good to me. Brooks

Thanks for the posts. I did 100 pings of www.thinkorswim.com and it was 100% correct. The average response time was 150 to 200 ms. I'm verifying with TOS the URL/IP to use for quotes. Brooks

Currently my ISP is Sprint PCS broadband via a Novatel U720 USB modem. Another trader said this is not a good setup for intraday trading and that I may be losing ticks. He suggested a direct wired connection which would be Time Warner and roadrunner.com in my area. Has anyone had...

LOL !!!! Are you serious? Are these actual quotes from the book? Well, that just reversed my decision of trying to wade through it. The comments about the writing style are even more brutal on Amazon...

Are those fees per trade or per month?

For an intraday system such as based on 5 minute bars that generates a few trades per day, how far should it be backtested? This is for futures (ES, NQ, TF, YM ZB). Brooks