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that API sucks the big one. there are others that are easier and more reliable to work with.

in my opinion, you should keep looking

the thing with stat arb is that when it blows up it really blows up. there were numerous funds that got severly hurt last year. one of the biggest in manhattan cut a third of their programs after last years run. so, it's understandable why people will be a little cautious in extending...

i feel sorry for them too and it's sickening to see the firms and LLCs that encourage that style of trading and charging .01 for people to do that! what's even worse are the firms which really focus their 'trainees' (who risk their own money to pay for losses) on shorting, when you tack on .02...

you would think that something this basic would be an option on TS but I can't figure how to do it (at least in TS6)

anyone have any thoughts on this?

ilx, at

posted 3 times all in defense of lynx and keeping commission rates high. you're the one giving out bullshit information.

rewriting code better, getting rid of redundant calcs and avoiding div0 checks definately improve speed. other than that, get a better machine. i dont see any speed improvement between ts6 and ts7 in backtesting

of course it's meant to be sarcastic. but no, it's not THE purpose behind trading, but if you're in this business to make money then, legally there's only two ways to make more money, increase revs and cutting costs. but yes, for a guy doing 5 million a month, every .005 is $25,000. you'd be...

agree, there has to be a floor, and for some people 0 commission rates still wouldnt be good enough (ironically those types of traders are the ones being produced by the daytrading firms). but think about it this way, maybe the whole pricing structure in equities commissions is artifically...

good luck! I trade 5 million shares a month. I take no overnight risk and my open position risk is always monitored and my buying power is limited so that I really cant lose more than 5k a day. I take all losses, and am putting up capital that more than covers any worse case scenario. I'm...

good point, trendsetter, you should realize how you've been fleeced ( if that's the case ) and start looking around and talking to other firms.

i'd like to start a thread to meet others interested in the topic. a few questions to start: can anyone explain in english, what are the common approaches to multifactor stat-arb? i'm running into limitations on testing in excel 100 stocks, 10 years daily data, anyone know of any...

somewhere around .004-.006 sounds right

There is no way that someone trading 200,000 shares a day is paying .01 all in.

at this point there arent many TS7 bugs i'm aware of

hahaha. you're fast! can i get a deal like that too? is the lunch from Nobu?

geez. 1.0 per share on NYSE is 'pretty good shape'? you must be either a) on drugs, b) imagining you're back in the 90's bubble, c) a fat ass owner of a firm who ripps people off charging a penny a share for someone doing 4 million a month. get real, if you're doing 4mm a month you're...

you shouldnt look at % return because they all just use minimum margin req. you should look at a combination of % prof and avg win loss. ~50% and 2:1 is not bad. the %roa is meaningless.