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Well I think you are a young and passionate person so you are kind of aggressive in your language, but my point is not arguing with you. Clearly over-confidence is not your friend... If you think your simplistic finance can explain and guide you for the complications in front of you, me, and...

I have a master's degree in Finance..With > 13 classes in Finance. What is your education background? You failed to realize a regime shift and to reconize jump risk.

wake up dude.. your dollar is getting less valuable every day.

I certainly think have high frequency data is helpful to detect market shifts, I, however, don't really believe an individual investor can find anything profitable in HFT if that is the goal and if that is why you gathered tick data. The idea is not hard to understand. To play HFT, you need a...

do you provide functionalities for options? I mean do you have code that calculate greeks and so on?

Thanks for your reply. I have option data from 2002. I have done some coding work around those data. I also tried reproducing some results from academic publications, to just name a few things

Thanks for your post.

Seems like this is a non trival effort. Do you work by yourself or you hire people do coding work for you? Just curious.. How about data management? Typically the broker don't have any incentive beyond giving you some data so you don't switch to another broker. So the data from broker is...

Hey, I work on strategies professionally and I want to ask if there is anyone who has done some serious research trying to find certain patterns from either option or stock historical behaviors. I mean using formal backtesting and portfolio simulation technologies, not low cost package...

Hey, I hope this is the right board for this type of question. I want to ask if there is anyone who has done some serious research and trying to find certain patterns from option historical behaviors. I have done some quantitative research on stock index, and am interested in sharing...