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I can think of at least two ways to do the Monte Carlo: 1. If you have n trades, take n random draws with replication from your returns/trade, take the mean, repeat 10,000 times and plot the distribution of means. Order the means from low-high, take #250 as a lower bound on your future return...

what universe of stocks are you using to choose the pairs from? Is it possible that the good results in earlier years are unrealistic b/c your system picks pairs of penny stocks that could never have been traded profitably b/c of low volume/large spreads? I once had such a problem myself.

there's an extensive literature on these carry trades. Google "forward-premium puzzle" or see e.g. http://www.nber.org/papers/w12489

http://www.elitetrader.com/vb/showthread.php?s=&threadid=78604

just click on the link I posted, which explains the IB paper trading account. This is different from the "Live TWS demo".

maybe open a paper trading account and use that for the charts? http://www.interactivebrokers.com/en/software/paperTrader.php

please give an example of "a broker who does not charge interest"

Consider forex through Oanda, see http://fxtrade.oanda.com/resources/fxmarkethours/ for market hours. You can start with their free demo.

I searched through my trading agreement and the information on their website but was not able to find any statement on max account sizes for a mini account. However, they state that "The leverage for mini accounts with an initial deposit exceeding $2,500 will be set to 100:1 (1%)". Could...

Why don't you enter this position with 2 pairs: GBP/USD and EUR/CHF?

Finn, Would you mind to share your experiences in some more detail? The reason I opened an account with them is that they have an interface to TradeBolt, which Oanda doesn't. I also have an Oanda account, by the way, and am very happy with it.

if the differences between these retail firms are substantial compared to the spread, wouldn't that be an arbitrage opportunity?

another way to approach this is to find out what the chance is that a random stock gets delisted (P). Then you can make an assumption about the loss in case of a delisting (L). Now your total profit becomes a function of P, L, the initial % of capital you're investing (C) and the expected profit...

I think it all depends on your style of trading. I bought a couple of Dell 1100's for $160 ($30 shipping) from Dell outlet. Don't need the screens, just processors and redundancy to run my bots. Sure it's older technology, but for my purpose it works fine.

A week ago I signed up for a mini account with www.forex.com. This morning I was not able to acces my account on-line for about 2 hours. Support staff told me they were experiencing problems with their ISP that affected connectivity to a small number of clients (of which I was one). I wonder...

Well, I hope that more ex-vendors will be as generous in their willingness to help as you are. Let's wait and see how many more will reply to this thread...

I think it's useful to distinguish two problems related to your question: 1. Getting historical data that includes delisted securities 2. Developing a backtesting strategy that reveals to what extent your back testing results are suffering from survivorship bias. For the first part, you...

I think it makes more sense asking his question directly to vendors, rather than expecting vendors to answer the question in public on ET. Either way, I agree that he can expect most vendors to be hesitant to give away that information.

after you sign up for a free account with C2, you can contact the vendors themselves through the C2 site, and ask them directly.

Try this free tool: http://www.amichel.com/ydownloader/ After downloading the data from Yahoo with this tool, it is stored in ascii format. Try to convert it to Metastock format using the convert option in The Downloader (that is part of Metastock). I think The Downloader allows you to...