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Good idea...let me add something else If I get 30 BUYS and 20 SELLS.... it would be a good idea to keep that ratio when narrowing down, right? My plan is to hedge the unbalanced side with SPY...so would you suggest (assuming I want to trade 10 stocks) to: A) pick 5 buys, 5 sells, so I...

I have a trading strategy that scans 500 stocks for buy/sell triggers On any given day it can return 30-50 symbols. If I do not have the buying power to take positions in all of these positions...can anyone suggest a way to narrow down the list? What do you think about randomizing the list...

How come the beta calculation on some sites are so far off??? Ex. HZO Yahoo Finance 1.4 CNBC 1.2 Reuters 2.16 Google 2.04

So would you suggest setting up a basket (for multiple stocks) and market buying maybe 5 minutes after the open?

Yes, maybe if you dumped 50% of the outstanding float...but I am talking about trading 2000-3000 shares.

If I place a market order to get filled on the open of a nasdaq stock, what price will I be filled on...whatever the inside offer is as soon as 9:30 rings? I know the opening price for a Nasd stock is essentially the first print after 9:30...but I was wondering if I was trading a thin stock...

Dodger I use esignal dde also...you can track your own NYSE opening price/ Dont need to capture formula is =winros|open!'amr=n' NYSE open for AMR have to manually type in the 'amr=n' (can't uise the DDE matrix fill)

Thanks Don, I was just using the opening #'s b/c I had them in hand...so I will use prev close for cash, and the price for future that I see right before market opens. As far as NYSE open historical prices...you have to get that from nysedata.com for a pretty hefty price. The opening...

Thanks Don, if you don't mind reviewing this and letting me know what you think. Fair Value today 4.78 (based on programtrading) $SPX opened at 1446.17 e-mini opened 1454.30 FV+Cash = 1450.95 = X Future-X = 3.35 Change = +0.23% Stock 1 AIG Prev Close 65.96 Set to open +0.15 or...

Ok I love how these questions go completely unanswered... What was the S&P cash value this morning? What was the S&P future value this morning? Where do you get these numbers on a daily basis? What is a good envelope % to start/baseline with?

anyone?

Also, can some please explain more on how they determine what size envelope to use? Does the envelope vary on a stock to stock basis as well as daily? What is a good envelope level to start with?

can someone give me s&p cash and future values heading into this mornings trading...and also the best site to find that each morning?

Is there any free site where they have the NYSE Opening price for each stock (historical data). Yahoo, and all the other sites use the first price (ecn or specialist) that is printed after 9:30am and this could vary substantially from the actual open. Why don't they just use the NYSE open as the...

For most prop traders, we are given usually minimum of 100:1 on our initial deposit. Let's say you have a strategy that you want to play for the same dollar value for each stock...and on every given day 5-20 stocks can be triggered. How do you determine how much you should be risking from a...

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Example Code: 2 sheets - one named "Charts" the other named "Raw" "Charts" -should include DDE input -row A is title headers -row B is the DDE data that will be recorded -make sure to save the file with the cursor on cell B1 (I suggest putting a time function in this cell like =now()...

Only one way I was able to solve this problem... A macro that will copy the values, and paste into another sheet every x minutes. I made a separate workbook that only does that b/c you have to leave the cursor on one cell and don't want to interfere with it. Also if you have it copying...

Prob going to buy some Jan 08 $10.00 puts (NFLX)

$20 stock, I think in the next year it will be in the $10 range, in 2 years I think company will be nothing. Bottom line, extremely bearish about the company in general and think it will go lower each month. Other than just shorting the stock now...what is the best option strategy for me to take...