Search results

Execuse me, $12.75 was day low and happened at 9:30:22 and my source shows it traded only 100 shares :D

I would really appreciate anyone who can give a hint on typical annualized returns of pair trading of stocks. I've read so many posts this weekend through this thread yet to find one.

C# + http://www.dinosaurtech.com/utilities/ It takes several hours if you know both.

I hate to say that China is more and more like the old capitalism US and US is more and more like the old Socialism China.

Here is one that I wrote. http://aspspider.info/quant/ The algorithm used to calculate is here: http://www.elitetrader.com/vb/showthread.php?threadid=53551

This is still valid. The data is upto end of May. Thanks

A Martingale betting system always gives people a nice curve for most of time. But it has its own limitation. It is not an edge.

Tadpole shrimp? http://simple.wikipedia.org/wiki/Tadpole_shrimp and http://www.caver.net/shrimp.html Ducks and chicks like to eat them. So I used to caught tons of them when I was about 8 years old to feed my hens hoping to get more eggs out. I still think I was doing something more...

please see attachment. It should be straightforward.

Answer is no. I am not sending anything over 100M through email.

Someone wanted a sample look of the data stored. Well, they are stored in .MDF files (Free Microsoft SQL Express can read them). I strongly suggest you work with a database instead of flat files. But it is up to you. I can export format that you want, just let me know. I attach screenshot of...

Hi all, Maybe I should provide a little perspective to clarify what is going on. It might be helpful to people who like to quantify their tradings as much as possible. I was determined to trade only on statistics 3 years ago because I didn't think I could beat the market based on my own gut...

I missed 2 or 3 days. You can tell once you receive all files. If you want to import them into your database, I can make several huge .txt files and compress them into DVDs and each DVD contains one compressed file. Payment to paypal: xiaofan4262@yahoo.com. DVDs will be sent to your confirmed...

Please check your private message box. Thanks.

Yes. Thanks.

Ticker list:

I have been collecting 1 minute intraday historical data of NYSE, NASDAQ, and AMEX stocks (7100 tickers) since 3/16/2007. They are MDF files, which can be read with free SQL EXPRESS easily, for each day. Customized format can be generated on demand and I can provide source code (C#) to retrieve...

LOL, maybe. I bet my size is much larger.

At least you need two things to be successful in long run: 1. Edge 2. Money management First, if you don't know what's your edge (please, use some statistics.).. If you don't know, STOP. You are gambling without knowing your odd. Chances are you will lose no matter how you bet and trade...