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  1. R

    Is classical Trend Following still alive?

    I think its still alive and well but only for a few categories of trades: - v high freq trading, the type of TA you mention but down to fractions of a second trading. - growth stocks, growth investing is heavily reliant on volume confirmation so it tends towards trend investing
  2. R

    Who gains for my profit?

    Could be the broker, some will take the positions for retail trader orders.
  3. R

    This is me attempting to open 10 options contracts on Interactive Brokers...

    I'm not sure what IB does for its estimation of bid/offer to calc the liquidation values. For larger trades, I think they widen the bid/offer a heck of a lot.
  4. R

    I created a free news feed site with major impact events

    Nice project, is it just economic release news? any company news and watchhlists or tagging articles for tickers planned?
  5. R

    About financing for trading

    I don't have specific funds for you to hit up but most funds will at least take a brief meeting with a trader that can submit an auditable trade history, with consistent risk and demonstrate how risk was managed for the period. You would need quite a lot of data to back up your profits.
  6. R

    technical analysis

    Depends on the fund strategy, some quant funds like and die by technical analysis. For the macro long/funds they don't use technical analysis for trade ideas, but use it to time their trade entry and exits.
  7. R

    Secondary trading of pre-IPO companies?

    You can check out equityzen.com. They have quite a bit of flow and seem to do smaller sizes (a lot of the brokers are 1M minimum).
  8. R

    Secondary trading of pre-IPO companies?

    Some brokers use an SPV to put the stock in a then take a fee+carry instead of upfront fee. 2/20 is v high though. Should be 1/10 for these type of structures...
  9. R

    IB chart different to Tradeview chart for AFRM

    very common in my experience and the issue is usually with TradeView, their data is very odd. Might be a sync issue but I never figured it out
  10. R

    Suggestions for historical Fixed Income data provider

    I'm looking for historical data on US Treasuries and other major issuers in USD (high rated corps and supranationals). Need intraday bars (ideally down to 1min) plus yield if possible, back at least 5 years... Seems there are very few vendors for this type of data, or am I missing some? Any...
  11. R

    Chasing Options Income Risks ‘Grave Error,’ Former AQR Quant Warns

    Quite a few tricky issues compared with equity options - deliverable securities variability, rolling down the yield curve (esp when steep)
  12. R

    Chasing Options Income Risks ‘Grave Error,’ Former AQR Quant Warns

    Similar to the research showing the impact of being underinvested and missing the best n-days in the market. https://www.cnbc.com/2021/03/24/this-chart-shows-why-investors-should-never-try-to-time-the-stock-market.html
  13. R

    Firstratedata quality

    I got the Firstratedata intraday stocks bundle. Benchmarked the last 4 years versus my company's reference dataset (which I think is tickdata.com aggregated bars) , matched very well and data back to 2010 looks robust. Haven't tried their futures data although will probably use that next.
  14. R

    S&P 500 ETF investing for retirement

    Unfortunately SPY returns are increasingly focused on 5-7 stocks so concentration is a lot higher than it looks on paper. You might try a blend of SPY / IWM (Russell 2000) to get some broader diversification.
  15. R

    Anyone knows why charts are spiking?

    I saw the spikes on the tick stream, this isn't that unusual as active tickers do have quite a few bad ticks (~5-10 per week) but most a subsequently corrected by the exchange using an error correction tick flag so the aggregators can disregard the bad tick. These were not corrected, although I...
  16. R

    How Reliable is IQFeed Exactly?

    I had the same impression, I liked the support and the clean API design, but v frustrating when the data had issues like large gaps and duplicates.
  17. R

    Calculating Options Prices

    You are looking for the option delta. You can get this by using the calc at https://www.optionseducation.org/toolsoptionquotes/optionscalculator (just be aware the delta changes over time). There isn't a simple way of doing this unfortunately - if the option is deep in the money the delta...
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