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Most people would really be amazed at what can be accomplished in excel/vba. There are very few limitations, however, community package development and 3D graphing capabilities both suck. And that's where some limitations kick in. They have an R/excel interface that looks pretty sweet...

Hey Trader922, Honestly, I haven't used matlab professionally for years. So from my current perspective, python seems more flexible (lower language).:D Don't recall doing much OOP in matlab, but python has both OOP and matrix based features. Also, the industry didn't have that much package...

Crude and small-- long only script. Execution time to fully load csv and return generated results and plot noted on bottom. Seems a little slower than meas results(I assume time is in microsec default units; I'll have to go check). Going to start getting more sophisticated soon. Took...

Maybe I'm missing something; but, although it's perfectly fine for them to disagree internally, it does not seem proper for one commercial financial advisory service to put out simultaneously conflicting opinions: particularly where money is on the line (and mainstream reporters tend to latch...

Here is how to fix it without vba. Remember I said left justify meant there are hidden character strings? You will see it here. The only other issue remaining, is that some of the original cells have an extra digit (ex 17.91 vs 17.9). Try to import with equal digits if you can (i.e...

you clearly have an extra empty char string on each side of the problem cells. I'll look a bit more for a solution in a bit. Your automatic updates are also set to false, as confirmed by earlier poster.

For text or unicode import, you need to go to data/ text to columns in the file menu. Then select what to use as a separating delimiter (, space, etc). It would be a lot easier if you just attached a very simple example of the problem .xls file you have imported in any of the modes above...

sometimes the queried data is not formatted as a number, but there is a hidden space somewhere. The usual obvious way to see this is when the numbers are justified to the left of the cell rather than all the way to the right. The way to undo that quickly is to copy and special paste the...

Don't forget insider buying was at an all time high right near the top. I can remember all the bullish write-ups back then; about how to prosper by following insiders and buying. What prescient advice that was. Sound odd? Don't take my word for it, go check. No one can say for sure what...

Bizarre to those who didn't make it past k-12, perhaps. But I forgot-- this is elite trader, not competent scholar. I'll make an effort to dumb down my vernacular, in consideration of posters like yourself. Careful on the big words, nitro. You just might overload his 2 bit CPU; then, he'll...

There is a purpose to everything. Ever consider that what might be irrelevant to your myopic world just might be useful to others? Your opinion is duly noted; although impertinent and unnecessary, as you obviously have no control over the response to this request.

Some other trading sites have permanent polls each week (start monday-end friday) that request where a major index (S&P500) will land in the following week . Also, the archives are stored and available for future access. If not that detailed, even a higher, lower, flat poll would be nice...

You do realize my mention of underlying return distribution implicitly refers to sample, not population distribution. You can not know the pop distribution--that is correct; no argument there. However, number of observations being used in both sample distributions can be known and are...

Yawn, http://elitetrader.com/vb/showthread.php?s=&threadid=159476&perpage=6&highlight=prescient&pagenumber=1 They must be hurting on that original call.

Your confidence in either case is dependent on the underlying returns distribution, which is the same for both cases. If you had 999,000 positive returns and one negative return; your confidence in the sortino metric would be just as valid as your confidence in the sharpe metric (which would...

False; upside returns are not thrown away in either case. You have an equal number of samples for both sharpe and sortino. The number of observations does not change. The major purpose for sortino is not to penalize upside variance; it need only filter the distribution via some threshold, not...

Thanks for the opportunity; I'll keep it in mind. Although, I hadn't planned to carry it that far (full blown real time)... just yet. I'm still very much a neophyte to python. My main objective was for this to be an experiment where participants had an opportunity to learn how to do...

Think I'll do 3.7 (Mean Reverting) next. Any other requests from the text, and if interesting enough, I'll maybe port over.

Thanks for posting. Notice the big diversion in topic from legal/illegal co-locate fees and front running to-- "Kids, study math...":D Here's a good math paper to start studying. http://www.rotman.utoronto.ca/newthinking/Lu_Frontrunning.pdf

Just in case anyone gets the urge to work on it, it's doable and a great way to practice Python; although, there are some functions that were not directly translatable (ex. cadf.m != adf.py), nor readily developed. I'll be doing some more translations shortly.