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I thought market depth was dead with all the icebergs, fake and high frequantcy.

2 new trades; Short PFE:NVS (I know there is a div comming.) Short HON:NOC

The answer is talent. Bridgewater is based on solid methodologies for the long term while GS want's a kill for the next paycheck.

Another amazing tale in the wonderfull land of trading. 16 fills, 7 longs, 9 shorts, 10 winners, 2 flat, 4 losers, -0.04 average. Biggest volume day since march. 11 of those fills should not have happen, including the 2 worst of course ( short TWC, long WSM). I will call this "software issue"...

If the ES move by 1-2 point or something that doesn't change the FV of you stocks that much. Over that it is true that your orders could put you in a bad position. You can watch the ES and cancel your pending orders if there is too big a move. Nothing you can do about orders already filled. You...

Could you provide details of the following, I dont get it. I dont use Stearling (IB) but maybe I could help. edit: I was refering to "then when my set of variables kicks in excel takes a snapshot and records the PNL of the positions"

Just currious, what's the use of 60 days intraday backfill?

Thanks to enlighten me. BTW the OP was refering to people who have experience with opening orders with IB. And as far as I can see you dont qualify.

Buy GE 10.45 limit TIF=OPG smart routing. I never tried market but I assume it's similar. BTW you can look in the 1 minute charts (ex: GE@smart), right click, select time and sales or something like that and you can see in the first minute (or minutes) that the is one big orders, that is the...

corn, lol^4. If I'm wrong laughing please correct me with real life examples. I only know for NYSE. Maybe different for other markets. For NYSE, market or limit with Time In Force as OPG (opening) directed with smart puts you in the specialist opening auction. The price is established with...

Look at the spreads and you will see that they dont move that much.

The Sortino ratio http://www.investopedia.com/terms/s/sortinoratio.asp

Are you assuming that you get the price you want or you assume some slippage? And the improvement is in the theory. Suppose a simple alway in system that buy over the MA30 and sell under. With the close on the 1 minute bar you buy at a higher price than the MA30 and same thing when you reverse...

Most of my stocks are over 1B market cap and many where unavail.

Same here.

3 fills, 3 shorts, 3 winners, +0.03 average. BG could have been better. Cancelled over 1/2. Many shorts unavail.

InteractiveBrokers will give you the rebates if you use their unbundled fee structure. You also get lower comish on monthly volume (>300k shares or something). Downside could be the platform for you. You can use it with quotetracker for charting. I like the platform cuz I can have multiple...

You make the call. Get into sport or into some healty activities.

It's in the backlog. That and a couple things similar but less obvious. I think the meat is in ideas like that. "Hidden" relationships.

1 fill, 1 short, 1 winner, +0.05 average.