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[Excel file won't post for some reason]

I am testing out a new trading method using a long-term statistical volume distribution. In the attached Excel file, I plotted this for the last 5 years. While finding a "good" price is subjective, here I am using a strategy where the upper/lower 25% of the distribution is my trigger price. The...

My point here in terms of stock price is that it looks like short-term traders or daytraders are "catching the falling knife" but I'd be wary to long the stock at its current price as the "big money" is dumping their stocks. I don't really care about the news; I just view it as the normal stock...

It appears the institutional investors are getting out. A lot of traders are pushing against this trend, but at the end of the day when people dump their position we see the price fall because that is the net trade balance of the actual trend. While no one knows where the bottom is, the attached...

I recall a few sites that would show the quantities of block trading, but haven't been able to find anything recently. The latest reports on public sites like MSN (showing mostly selling off of stocks) are from 3-31-08; I figure there is some more recent data either on trades or ownership, at...

OK. I also wanted to verify whether or not they would lock additional funds beyond the option premiums because their IRA FAQ says: "... buying calls (funds equal to the aggregate exercise value of the long calls are restricted), and buying puts (shares subject to exercise are restricted)..."...

I know that IB can grant Level I options trading privaledges on a Roth IRA account, but my research indicates that some brokers offer Level II options trading as well. I would like the capacity to buy both puts and calls for intermediate term trades, particularly since these accounts do not...

I understand that, but people with mood disorders are typically anxious/insecure most of the time; thinking independently is more difficult when you have doubts about your own thought process and its validity because of this, which makes it difficult to be around other people at times. I know...

Here is an example of price response when all participants are noise traders (long trades only, no strategy, small random chance each cycle to buy or sell if have holdings).

That type of scenario sounds a lot like some of the academic papers and simulations I've read (awhile back, foggy on the details). I'm actually trying to do it based on real-life market structure (such as NASDAQ or NYSE model, or at least supporting limit orders) and evolving trader strategies...

I wrote a simple program to model a market with 4 trader strategies (screenshot included): 1. Fundamental analysis 2. Trend followers 3. Counter-trend followers 4. Noise traders (to maintain market activity) The strategies are simple but each trader (500 in this example) has a different...

I take this to mean that the ECNs and MMs directly are about the same, but that broker's "smart routing" systems are slower due to more complicated processing or comparisons?

Hmmm, lots of good thoughts. Well, for me at least I respected my mother (single mom) without needing to be punished because part of her parenting style was making sure that I knew she was doing certain things with my best interest at heart. Sensitive people need to know certain things and...

For liquid stocks, does it really matter whether you end up routing the order to an ECN or an MM? I know that ECNs give rebates for adding liquidity, but the benefit of this usually only really applies to heavy volume traders or prop. traders. Also, according to what I've read people are using...

This is my first time seeing the concept being more widely applied/supported with tools. Most of the tools appear to be for certain markets, and the methodology is not easy to port over for stock trading. However, this concept can be used for longer-term stock trading, and I have been moving...

hmm, need the file.

It's been a couple years since I've been on this forum, and in that time I have seen many things and hopefully gained some wisdom. I would like to share some of my thoughts today. I'm not concerned with being "right", but rather having a more effective perspective of the markets. Perhaps...

I personally have difficulty summarizing things with words (too much information in the brain, and I am a visual learner), but here it goes, my perception... 1. Takes one "ADHD... or something" to know one. Most doctors don't understand their patients (when in a hurry to make money and get...

I wrote a program to communicate with the ARCA openbook data server. It can record an unlimited number of symbols at whatever rate your connection can handle it. On my home system, I can get a snapshot of the marketplace for each stock every 3 to 3.5 minutes (~4500 symbols, a smaller list will...

Do you think that it is worthwhile to store Level 2 data? I can do so for Island/INET and Arca exchanges, but I'm not sure if it gives a complete picture of the market action. Matching the state of the market with the completed transactions is necessary, but maybe that's too much data to be...