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I can't speak for Polygon in particular, but I know these types of spikes are also in IQFeed trade data and in that case they are a certain type of trade (I can't remember the specific type). Polygon is perhaps rolling these trades into their aggregate data. Polygon do have a slack channel on...

Surly these are questions for Sterling?

Disregard - answered my own question: https://docs.lime.co/

Hi Mike - How much is the account minimum to open a PM account with Lime?

Never trust anybody in a cardigan.

Euan Sinclair?

LOL, while we're on the subject of "Stars of Fintwit", how about Benn Eifert? Are they all budding Talebs?

I actually started auto-trading on the day of Bear Sterns collapse, I was so clueless, I had no idea what was going on in the broader market....here's me with my market orders mean reversion system LOL. Luckily, nothing too bad happened.

I don't understand what you're saying here - you used percentage returns but didn't use correlation? Isn't the correlation of percentage returns the standard way of doing it?

We can only hope he's correct.

I'm much the same - this is the strangest crash ever. No opening volatility followed by huge directional drives.

Filthy = Euan Sinclair. His stuff is everywhere, I think his books are pretty useful. FDAXHunter = Apparently blew up in 2008. Interesting guy though. The others, no comment ;)

Isn't Fundseeder dead? Last time I looked it took a month to get an email reply on some basic matter.

Great market for me, up +1.5% on mid-six figures today. Easy to say now, but I'd be tempted to at least hedge that short VX position, because if the market breaks those October lows...

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So you've already been trading in Dec 2021? That is impressive.

Been there....

These massive up days are great, but this whole thing would be a lot more interesting if you posted at a set interval.

Meeting somebody who knew what they were doing.

Yep - I wasted a good chunk of time on all that shit too. The monitor thing was impressive at the time.