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    Looking for realistic stock backtester

    amibroker use amiquote with it and use Yahoo Data.. you will get most splits done for you by yahoo automatically, if the split isnt shown you can do it manually as well... Price from Amibroker is about $200 USD + 30 for amiquote. You won't get anything good for free...
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    How much edge is enough edge?

    Perhaps the high frequency trader means that hes running 6-12 uncorrelated strategies that make only $100 a day on average, but what he likely didn't tell you is that they are run at the same time... so its actually $600-1200 a day profit... But for your info, you probably don't want to run a...
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    Insider trading question

    No, they go back with whiteout and change the strike price :)
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    Collapse of the euro is 'inevitable' says French Banking Chief

    This was what drove real estate in Spain, though places like Croatia, Turkey and Greece were not as effected...
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    Ex-Goldman Programmer indicted over HFT Code Theft

    The funny thing is if you bought one of their Quant Funds, it would still be down like 40% from its peak... So that code didn't hold much value, unless of course its already out there and people are trading against it..
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    Scaling into a position - any suggestions on how to manage the downside?

    have a series of stops Stop 1 - tighter for more speculative capital.. Stop 2 - basic wide stop for the position in general Stop 3 - profit taking stop , create after price has gone up or down according to your target..
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    Do guests ever pay to get on business news pgms?

    Most CEOs know that there is more money for them in the short term to be made in managing their stock price than in managing their business. This Market hasn't really changed this dynamic for them as much as it should...
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    It NEVER ceases to amaze me...

    coyote, don't feel too bad. Ed Seykota (a famous futures trend follower) has said that: "Everyone gets what they want from the Market"
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    How Goldman Sachs Helped Greece to Mask its True Debt

    As long as CDS are kicking around, this is possible with anybody... countries, cities, municipalities, Corporations, etc...
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    Backtesting

    You need to convert all the trading events to something on a portfolio level. Add these rows: Trade Event | % Of Portfolio Risked | % of Portfolio Daily Net Gain or Loss Do this repeatedly for each day and then calculate your sharpe... Because it seems like you are only calculating...
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    China flees dollar

    Someone exports deflation, and someone exports inflation....
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    The Race to Default. Earliest defaulter Greece will receive best terms.

    http://www.youtube.com/watch?v=E4MAifsp-8E
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    fast money fos

    I'm short of Gartmann and Long of Cash. :)
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    Lenny Dykstra 'Nails' Says He Hasn't Made A Losing Trade In 2 Years

    I can see him putting nails in the end of a baseball bat, but thats about it.
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    Backtesting

    This looks really nice, but as I understand calculating sharpe ratios on trades, you calculate the average based on single calculations AVG(Max(Loss or Gain)-RiskFreeRate)/STDEV of daily returns) Summing up the entire trade result as it looks like you did would likely distort the Sharpe ratio...
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    Hedge fund manager begs people to buy Toyota stock

    They need a preferred share that converts to a 2011 Camry. I need one.
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    Vancouver Real Estate - Would you Buy?

    B.C - <b>Grow</b>th and <b>Op</b> portunity
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    Backtesting

    I'm pretty sure its done daily, thought some funds do it monthly... you can pick, but I'd do it daily, its more honest IMO. The article investopedia says you can calculate daily/monthly/annually.
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    book --> get rich with options 4th edition

    Well if you identify an opportunity with a return where the payoff via options is much greater than it would be with the equivalent amount of risk in the underlying, buy it! Thats the only rule that separates real trading the underlying with option trading. As well, there are certain views...
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    Backtesting

    average of the maximum(hi,low) in percent of the daily equity movement.
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