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i am glad to see some people are also in the business of building synthetic indicators out of dynamic data :) Makes the while thing a lot more fun! After a lot of tinkering I found out that if I hard code the symbol names and not let dde decide what they should be called (i.e. paste special...

yeah, it is an excel app. i know rtd would be better, but I can only get the data in dde format. so Xeon with bigger cache would do the trick?

Dear people, I am streaming a massive amount of live dde data and my computer maxes out the processor abilities. I will upgrade the processor, would you suggest 32bit or 64bit and then which processor type? Stability and performance are important, no graphical system, just data...

so the edge is finding a way to try rip off the MM, right? what is the chance of doing that continuously? once the MM notices more and more people take his money (let´s suppose it is a single person for ease of discussion) he will do something about it to take it back, right? i think your...

check out vix versus sp values in the previous decade to get your answer

can it be you managed to figure the current market mode earlier than the previous times, so you could extract some $$? beware, the mode does not stay forever congrats though george

dear people, does anyone know if there is a database or other program which can capture streaming dde data, for example from excel + a few calculations, and store them in a database for later retrieval? thanks, George

way too many variables involved to be put in a computer algorithm maybe the future holds other spooky solutions: brain cells cultured on a dish and networked to the market when they perform well they get, say, glucose or opiates, when they perform bad they get nothing. then you let them...

each individual has a baseline happiness which they eventually revert to in the long run getting children always makes one happy indirectly, you don´t have time to get sad, you are glad just by having some peace when they are asleep :) bottom line: we humans are not made to stay all day...

OK, here is an update since my last post: I planned a trade, a simple bull call spread. After price retested the lows and broke up I went long according to my predefined rules. Ever since the spread has gone ITM and will close the position either when maximum profits (expiration) come or if...

i agree out-of-sample testing is only a partial solution. the more statistically savvy may correct me, but you are talking about a mass-univariate approach to data mining. this has limitations due to the assumptions of your model. the fundamental correlations proposition mentioned above is one...

all advice above is greatly appreciated. I printed it out and will go through each post a few more times. from what I can summarize: - one way is to overcome the fear (many useful hints and books above) - another way is to get used to the fear (built up experience and conserve capital)...

Dear fellows, the purpose of this thread is to expose some personality issues which I have noticed lately. Maybe a few of you have been or are at this stage: There is a clear discrepancy between my decisions when real money is involved opposed to paper trading it. I am not...

it is called algorithmic trading and it is big business atm google algorithmic trading and see various algorithms for slicing and dicing orders, giving false signals etc so that real intentions remain hidden official estimates are 40% of market vol is algorithmic trading no prediction...

anger is ONE way of getting back your focus once you have realized how you did it then you can replicate it without being angry my 2 cts

Hi, what is the best datafeed to use for non-day trading options on Euronext Amsterdam? And, which software do you recommend for options? I mean, refresh all the strikes etc, so I don't have to enter all the symbols by hand? Is the software customizable, i.e. scriptable, so I can...

lies, damn lies and statistics :) market data is not stationary, mean and standard deviation change over time: a bell curve assumes constant mean and standard deviation; so a bell curve is not useful here the problem I have is the shape of the new distribution and thinking I can trade...

if i figure it our correctly, you find a point of probable change some people have called it regression to the mean, others the nipple of the market profile others point of agreement between byuers and sellers the fact that you propose a forecasting timeframe of 1 day reflects the ever...

not meaning to be offensive or ridiculizing i think of the time of s*x and all the females passing by.... i tell you, it is debilitating

the 3D can be accomplished in various ways, see for example matlab, JMSL library or AMIRA among many. Deformations by adding control points can be more tricky. You want to pull part of the graph and all the interconnected points follow? Maybe you could try something like Abaqus, but I have never...