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  1. K

    Where to find historical database of Russell 2000 constituents?

    There are lots of sources for the current year. What about going back a few years?
  2. K

    Commission-free broker with API and direct-access

    Anyone heard of this new broker? It's not public yet, though looks like a industry-changer. Wonder if there are any hidden risks and pitfalls for you old industry-gurus out there. https://www.robinhood.io/
  3. K

    Historical MOO/LOO quotes

    That's a great tip. Thanks!
  4. K

    Historical MOO/LOO quotes

    Does anyone know how to get historical quotes for market-on-open/limit-on-open orders? This is the quote for the day's open at the listed exchange of the stock (usually NYSE or NASDAQ). It used to be easy to get from opentick because you can download data restricted to an exchange. Now that...
  5. K

    Keys To Recovery....Cut Taxes, Cut Spending

    The problem with using more debt to fight a debt-caused problem, is: eventually foreigners will refuse to buy more treasuries, and if the fed just monetizes treasuries, eventually foreigners will refuse to accept US dollars. When that happens, the US will have to go back to basics and produce...
  6. K

    Austrian economics = faulty due to paradox

    I agree with your initial post. After realizing this point, it becomes much easier to live with our imperfect world :) The Austrian system cannot be implemented on a large scale nor for long periods of time because of the paradox you pointed out. Regardless of money being sound or funny...
  7. K

    Hyperinflation

    Anyone know what happens when the Fed writes off some of the bad debts on its ballooning balance sheet? How does it account for the reduction in assets?
  8. K

    Possible default in December gold??

    Mecro, please present your line of investigation leading to that conclusion. We'd love to hear it. Here's my own line of thinking (yes it took 5-10 minutes to do): - COMEX open interest on Dec 08 contract is approx 17 million ounces...
  9. K

    Possible default in December gold??

    jeb9999 is right. There's just a shortage of gold in small denominations, thanks to the rush into physical gold since the beginning of 2008. Have a look at the trading volume at LBMA: http://www.lbma.org.uk/stats/clearing COMEX shorts can cough up the cash and buy all the 100oz bars they...
  10. K

    futures as long term investment?

    Two reasons for using futures vs ETF: - Tie up much less capital - Some products are not available in ETF Thanks for the note on contango/backwardation, an educating read. What's the best way to rollover? Two market orders is guaranteed but awfully inefficient. Is there a best time of...
  11. K

    futures as long term investment?

    Does anyone have experience with this? I'm thinking to invest with a 1-2 year timeframe, rolling over as needed. So is it more efficient to use contracts spaced apart by 6 months and eat the bigger spread or rollover into the next available contract? Any good tricks to reduce rollover cost...
  12. K

    Physical Gold - Paper Gold has MASSIVE Divergence

    What would you guys do if the government decides to ban gold possession like last time? I'm not being sarcastic, just looking for a solution.
  13. K

    Implementing a VWAP algorithm

    Thanks for replying, guys! I did do my obligatory search before asking. What I failed to make clear is that I'm not looking to calculate the VWAP based on past price history, that's the easy part. I want to implement a trading algorthm that will achieve the VWAP price by placing market and...
  14. K

    Implementing a VWAP algorithm

    I want to implement one myself. Anyone know of good references?
  15. K

    Trading with yourself?

    Thanks guys for chiming in. I can believe intent is the main criteria: for evading taxes it's highly illegal, for admin purposes they probably won't bother to enforce it. Anyway DDT has first-hand experience...
  16. K

    Money Mgmt beats Stops Everytime - Example

    ProfitTakgFool, a big thanks to you for bringing some great discussion to this board! It is not often on these boards that a thread can attract so much discussion on what really matters. Always it requires a person who's really willing to give...to a community...of total strangers. :) Just...
  17. K

    Good sources for real-time snapshot quotes via API?

    Seems all the past posts are about datafeeds, which are much more costly to provide than snapshot quotes. I'm reluctant to pay for a datafeed but only use snapshots.
  18. K

    Good sources for real-time snapshot quotes via API?

    What are good sources for that? I know of two: - IB - OpenTick Currently I only have IB implemented, unfortunately recently lost some great trades because of flaky quotes. Looking to add a few more sources in case some of them fail. Not sure if it's worth it to buy a datafeed from the...
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