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I was trying to send some OPG orders on NASDAQ, used SMART Route with OPG TIF. But 1 minute after the open, orders were still active on ISLAND( ? ). I thought they would be cancelled immediately after. I checked different NASDAQ tickers and their routes and to my surprise, NASDAQ wasn't...

Advantage Futures LLC, a Chicago-based brokerage, agreed to pay $1.5 million and settled claims that it failed to supervise one of its customers, had deficient risk management and knowingly made inaccurate statements to U.S. regulators, the Commodity Futures Trading Commission said. The CFTC...

OK. Thanks Robert. I didn't know you were referring to NASDAQ as well as the primary in your first post. For a lot of ETFs, the "default" exchange on IB is ARCA. Is it not the primary in this case?

Ok Thanks. The presence of the specialist explains the little edge. But if you find a valid strategy on NASDAQ opening prints, is it possible to obtain those prints? Is there a real auction for NASDAQ? I know I can check on the exchange website but I was hoping some people would have tried it as...

I have found an interesting strategy if I can capture the Opening Print on NASDAQ stocks. Is it not possible to apply the OPG strategy on NASDAQ? What about ARCA? Thanks a lot.

Is it true that more and more traders are switching to arelative strength model compared to stat arb? Is it more suitable for a low vol environment?

An other basic question: Are you all using complex models, backtests and "hard" metrics to trigger a trade? I am trying to understand all the metrics on PairTradingLab...I don't even know what a Z-Score is. I thought I would use a more basic approach. Spend most of my time to find a few of those...

And it works?

Thanks. I am just starting out with this so I just want to test a few pairs, I am not creating any database yet. Is it possible to know those paying websites?

Hello, I have discovered that numerous equities pair traders use the ratio of the 2 stocks to model and trigger their trades. On my end, even if I have never really traded stat arb( apart from a futures automated system in '07 ), I would use difference or more exactly beta adjusted difference...

Hello, I am doing some research on correlated/cointegrated pairs in the equities world, and for correlation, I found that http://www.macroaxis.com/ was a great free matrix tool for selection. Somebody knows if this kind of free( or not ) websites exist for cointegration? Thanks a lot.

Thanks Spec77. I hate to subscribe to data just to discover there was a cheaper alternative.

Hello, I wanted to check some stock options data on excel with IB DDE API, and an error occured : "Part of requested market data is not subscribed". I thought options were like stocks and part of the "professional bundle waiver". What do you subscribe to to get level1 ( only ) quotes ? OPRA( US...

Sommi, it seems you are a kind of "short gamma" trader like option sellers or MMs/Liquidity providers( You make money most of the time but hit a monstrous loss once in a while ). I am too, and I wonder : Do you see yourself doing the same thing in 10 years when you will have kids to take care...

Damn, I had big hope when I saw your post. But no:(. It must be something along those lines. So you get a box somewhere in the chart with the crosshair function, like More Leverage?

Hello MoreLeverage, I am talking about the crosshair function as well and I remember the previous version when there was a box appearing next to the crosshair, but now when I mouse over the series, I have the datas in the bottom left corner of the chart , and ONLY for the first series. I don't...

S2BG, I understand now. You are talking about quote panel outside when I am talking about the "bar details zone" on the left bottom corner of the charts. This one gives the OHLC of the bar you are scrolling on with crosshair. Is it possible to get the 2 series in the bar details zone? If someone...

Thanks a lot S2BG, I appreciate a lot. Now I have the secondary series values on the other axis but still no quote panel for second series. "Quote panel" checkbox is on...???

Yes thanks. No native spread books, but software to leg in. As I thought it was.

And PairTradeFinder? Is it good? There was a whole thread started by its users a few years ago.