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Hopefully this is a quick question. Assuming you are trading stocks (in the 1000 share range), what would be the minimum daily volume you would look for? Cheers, Brandon

Hi, I've heard on more than one occasion that you should treat trading like a buisness. With that idea in mind, I was wondering if any of you full time traders set out any kind of yearly profit targets. If so, do you focus on net targets (i.e. bring in 200K this year) or relative...

Hi All, Last semester I conducted a research project on buying strategies in the stock market. This semester, my thesis will be focusing on selling strategies. Right now, I have two proprietary models that I'm going to try out. I'm looking for a basis of comparison to judge my results...

Maybe I'm not understanding the significance of the text, but I don't see anything new with the arcsinus theory. Flipping a coin: Law of large numbers states: 50/50 chance, period. In a million coin tosses, look at 100 tosses at a time as a smaller data set. Then, calculate...

Huh?? This is a grid computing (supercomputing) application story... From the article, I didn't get the impression that the bank was getting some kind of trading edge. They're just making systems faster - not any different from an individual upgrading their home PC (although the bank is...

"Let me say, I believe this will work best on index Specially these parameters are suited to S&P index" My young cousin believes in Santa and the Boogie Man. Whether you believe your method will work best on an index is irrelevant. From a research point of view, you should be stating...

Droth, You may want to look into something called the binomial cumulative distribution function (a google search for binom cdf will probably do the trick). The binom CDF function essentially tells you the risk (percentage wise) that a strategy you are using can be beaten by a random...

Abhay, I have done work based on your original inquiry. I have found that the probability distribution for your inquiry is closely related to the probability distribution of a random-walk process for n steps. For example, I studied the following question: If a given security had a...

You can search around on SourceForge for some open source packages, but I don't think you'll find any 'securities downloading' packages. You will most likely have to write that yourself. I use JFreeChart for charting, you can look them up at www.object-refinery.com Regards, Brandon

"Otherwise NZ is much like the US in the early'70's" hehe, are people running around in bell bottoms? :) I'll be moving to Christchurch in January/February... I've heard from other friends down there that broadband connections are much more expensive than in the US/Canada. Can you...

I can't comment as to whether or not there are any backtested Elliot systems, because I don't know any myself. I think one of the problems with the Elliot theory (from a backtesting point of view) is that the structure of the wave is relatively abstract. What I mean by this is that you...

"pulling info into the databse. ok one question. if data gets pulled into a database, this would then have to be done through out the day to update minute for minute, doesnt that get too size intensive?? " That's right. If you wanted to have a chart updated minute by minute, you would have to...

Hi, Do you have any software programming experience? If not, things might be a little tricky. However, if you have some strong webapp/programming skills, it's not that hard. I've developed a suite of applications which more or less do what you need. I get HTML data feeds from Yahoo...

Loans from banks for investments are OK. Mind you, it might be much harder to get a loan for investing as opposed to buying a boat... I've included a link to an online loan application form at Royal Bank. https://www.rbcroyalbank.com/cgi-bin/personalloans/loan.pl If you look at the...

As an FYI, I'm located in Canada, so this question may have different implications in the US. Two scenarios: Person X is a plumber who discovered that the stock market behaves the same way as leaking pipes (just imagine it). Person X has no certifications/liscences to trade, but knows he...

OddTrader, Hehe, the $3000 dollar prize is a little out of reach. If you take a look at the top 10 week by week, you'll notice some of these guys are getting 20-40% returns per week... If I could beat that consistantly, [enter witty remark here]. It seems as though the overall consensus...

OddTrader, I logged 25 hours, about 10 weeks ago. And yes, this is an undergrad research project. This was deemed as a proportionally reasonable amount of time based on the course timeframe. I haven't done any other WWW searching since that time. Regards, Brandon

bubba7, Thanks for the feedback. As you can imagine, this is a pretty specific area of research. We don't have any profs. on campus who do this kind of work (one of the limitations of undergrad research - by your senior year, after you figure out what you're interested in, you may not have...

Hi All, I plan to finish off a new trading system in a couple of weeks. I plan to paper trade for a couple of months to see how the system works out. I was thinking of setting up the system to interface with an online 'virtual stock exchange'. i.e. I can write some code which can...

"How did you get past the data problems? Linear Time series analysis usually apply to continuous functions. And markets are anything but linear except for applying different kinds of series and synthesizing (or analyzing). What range of data types and kinds are you allowowing yourself to...