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I solved this problem by avoiding stocks with high IV as compared to HV IMO a better approach because the IV is the market determined risk of FUTURE volatility. http://www.elitetrader.com/vb/showthread.php?s=&threadid=197895

There are a few things that need to be fixed, but you always hope that the government doesn't go overboard.

I have tried simulating fills with just bid/ask/last/volume data. It holds up pretty well for real trading with 100-share limit orders. Sometimes you get a lucky fill and sometimes you miss out, but overall it evens out. But for > 100 share orders the simulation falls apart. In real trading...

Bring on the doom! MohdSalleh how you liking this volatility :)

Good thread ... the market is a bunch of computers looking at each other. Retail interest will come back .... things will change again .... we will have another 1999 .... someday :cool:

Probably the best advice for me .... HDF5 or similar.

Also played with LucidDB this weekend. For my application, it is slower. InfiniDB was a tiny bit slower, LucidDB 2 times slower.

I was playing with the new InifiniDB Windows release this weekend. It doesn't use indexes, so to find a range of data it does a full column scan on one or more "extents" of 8 million rows. InfiniDB does it all in parallel, so it was cool to see all 4 cores running full blast. But even with 4...

mmmm .... that "squiggly line" setup failed 3/3 times during the past years rally. Not a layup, you need trading skills to make that work. This isn't Wizetrade :D

Set a plan for (30 minutes, 1 hour, whatever) of focused work every weekday .... be hungry for that next trade!

Just do a market order ... they can't frontrun you and the tight spread from HFT saves you a few cents! Why all the whining :(

If you trade at-market HFT gives you a better price .... period, end of story! If you try to play the limit order game against a computer ... well be prepared to lose (I guess we should outlaw computers??)

Update or disable Java plugin .... regardless of IE/Firefox/Chrome, many computers have been infected the past few months by a new java exploit. Fixed in the lastest version of Java.

Funny that when HFT walked away, there was no bid in the market down to 0.01 on some stocks. Like I've said before in a debt-based economy there's almost no such thing as fundamentals.

As an update I found some! https://www.optionsxpress.com/yahoo/index.asp http://www.cboe.com/tradtool/TBVolatilityFinder.aspx

This is cool - Asus tablet PC http://www.newegg.com/Product/Product.aspx?Item=N82E16834220713

When I was a desk jockey, a coworker buddy of mine (working the same job) found that and said "oh, look I am richer than 99.13% of everybody". So naturally I look myself up and said "cool, I am richer than 99.14%" (awkward silence)

Is that accurate? By that more than half of people makes < $1000 year?

I was thinking the same thing, I hope the volatility stays for awhile.

Wouldn't it be funny if the market crashes again right here - 10:45am