Search results

  1. B

    So how come they allow this front run bs?

    or you got filled partially.... or you always last in line and got filled after everyone else, even if your order was one and only displayed before somebody else join same price and all got filled and seller is now selling at your bid.please note, that no retail brokers display those sub penny...
  2. B

    Any pointers about backtesting high frequency strategies?

    more accurately would be-they untradable for you and me.
  3. B

    interactivebrokers: "Your order has been rejected...multiplier of net liquidation va"

    i would personally appreciate that if you change something in your risk model-please let us know about it and inform all of your employees. post something on your status page. it's really simple. we are not asking much. be more friendly with your own customers.
  4. B

    interactivebrokers: "Your order has been rejected...multiplier of net liquidation va"

    it's not solved and it never was. i told them about this problem long time ago. they changed something on Thursday, two weeks ago. i'm personally sick and tired to see those rejections,where IB is the decider..they assume(based on i don't know what) that the possibility of your orders to be...
  5. B

    Any pointers about backtesting high frequency strategies?

    you can use IB as an example..i don't have records, but i notice this long time ago that if order executed as "smart"(traded from IB's inventory)-expect short quick more in same direction. :p mean that they have very sophisticated "system" which probably using the data, not available for...
  6. B

    Any pointers about backtesting high frequency strategies?

    well..there is obviously other players,with their own systems and it's shouldn't be surprise for anyone if your systems are similar. not to mention the fact that market(and your orders) are constantly exploited for any edge by other players. what i'm trying to says that there always somebody...
  7. B

    Any pointers about backtesting high frequency strategies?

    how it can be exploitable edge, if you can't get into a trade? i have number of systems in my drawer that are useless only for this particular reason. i can't get into a winning trade and losers are off course all yours.one systems for short only. traded for year. real results-zero. on paper...
  8. B

    Any pointers about backtesting high frequency strategies?

    in this particular case using market orders is suicidal. just like with fill ratio calculation I've done some studies on spreads,sizes and so on..no way i'm using market order. "flash crash" is a good example of how deep "they" can screw you with your market order. stacking 100 shares orders...
  9. B

    gaps history

    imo you going wrong way...to be more accurate in your "filtering" you have to compare stock opening with something like SPY or some index or whatever.. what's wrong with stock open's with gap -2%, when SPY also open -2%?
  10. B

    Any pointers about backtesting high frequency strategies?

    imo it was already explained.. i have system for stocks with 100-500K average volume. my fill ratio never been higher than 60%. in terms of money...i'm getting about 15-20% of backtested results,based on same prices AND amount of shares traded. can you take a guess where other 80% of my profits...
  11. B

    Germany eyes wider short-selling ban

    they start the ban right before this current sell of..what a coincidence :p
  12. B

    The Laffer Curve, employment and the Myth about Taxes

    yes 250K per family -this IRS and Barry O definition of "rich" is a joke. specially,when 220K line is applies to a single tax payer. gas taxes-they should be published at the gas station and updated just as a price-daily. i don't like this "all taxes included" signs.describe them in full damn it
  13. B

    System that makes 50% a month

    here is one of our accounts.enjoy please note,that spikes down in equity are withdrawals.
  14. B

    PC Fan Noise...can I leave case open?

    the good ones are not that cheap,but if OP wants to buy some-buy arctic cooling brand. extremely quiet and sophisticated swiss design with 6 year warranty. some of the models may not suitable for really old PC's...
  15. B

    System that makes 50% a month

    let me repeat once again....audited records are expensive. if you pay to audit my records-keep them,post them, do whatever the hell you want. but once again-i can't see a personal reason,why i would do that. for what? explain it to me. i don't have to proof anything to anybody here. i'm not...
  16. B

    Best place to park cash for intermediate periods?

    true. 35 K in one,35K in another. i believe 2 accounts per customer are allowed.that's 70K per bank. add spouse. better than nothing..beneficial mentioned above doesn't have limit on their student accounts(but i believe beneficial is only in PA)...
  17. B

    Best place to park cash for intermediate periods?

    there is a plenty of small,local banks FDIC insured with money markets @ 2%. i have some money in MM @ beneficial savings(PA) on my son's name. 2%,first $900 will be exempt(child earned income) everything else is way too dangerous\unpredictable(corp.bonds) govt bonds pays nothing with much...
  18. B

    How to setup ability to short?

    don't know who your broker is,but if you can't short with 7 fig in assets and 200K on account ...i would close my account right away. i have no such problem in IB with much less income and assets. i'm also unemployed
  19. B

    2016: 35.5 mpg regulation means expensive-to-maintain, failure-prone, sub-econoboxes?

    just more bs from "regulators"... peilthetraveler 100% correct..there is no real need for 3-5 L engines for car with one person in it..the proper way should be to tax based on engine size,with rebates for small,efficient diesel or gas technologies...do you like your hummer? 3K in taxes each...
  20. B

    Cramer says "Run For Cover" - Buy lots of staples like Clorox

    i remember the guy, here, on ET,who trade against every stock Cramer point at. he did pretty good :p
Back
Top