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Hoadley is perfect for a reasonable price. A simple B&S excel sheet should do the trick as well. If you need advice for professional software(>$2000/month, not sure in what position you are) then PM me. You have to keep in mind that you will move along the volatility smile( and that the future...

Hey, If you buy a 15 call and a 11 put then you will lose money when the stock stays between 11 and 15 at expiration. Even when it crosses a strike there is still the possibility to lose a lot of money. Your options are both OTM and thus have a low delta. Options is not pretty much the...

Ha, maybe it is a better idea, pnl wise, to read a book on options first. If there was no time decay throughout the day then there would be a massive edge....free gamma. Anyway same story with more time to expiration lower theta, lower gamma. And these are only some of the basics. Options...

On the NYSE website. THe sold only 2 years of data some time ago. The price was something like 5000 dollars(at least i think).

Don't know for sure but i think that has to do with liquidity for the specialist. He could use all the offsetting to trade before market open. In the close his trading/position building is done before the close and therefor huge liquidity so 50,000 shares is no problem.

Yeah, sorry i mean 50,000 instead of 50.000. In my country we have the . for the , and vice versa.

Reg. Imblance Imbalance XOM -120.000 -120.000 BP 0 35.000 After 15:45 you can enter a normal limit or market on close order to BUY in XOM. You can't enter a normal limit or market on close order...

Regulatory imbalance occurs when normal imbalance is above 50.000. You can trade against a regulatory imbalance after 15:45 but not against the normal one. That is a normal limit on close order. You do have a closing offset order. I think it is possible to enter this one after 21:45 regardless...

Those sub penny executions are done because of flash orders(I think). It was proposed to ban this by the SEC but as far as I know it has never been a final rule. Your order is not sent directly to the exchange but to a small group (HFT) first. So the capture the spread and get a rebate. Even I...

in your first post you said 5-7,5 cents per 100 shares. my fee(all included) is something about 0.0015/share so 15 cents per 100 shares so that number is pretty low.

In the past they(newsstrike) did open accounts for everyone. We still have one or two. We use it sometimes but the quality is not that good anymore(it is horrible).

Is this with or without the rebates of ecn/exchanges? If a average stock price would be 40 dollar(probably lower) the profit will be between 0.125-0.1875 basispoints. Anyway with or without the rebates in that number they are highly dependable on fee structure of the exchanges. It is just one...

Hi, if i understand you correct you want excel to automate by a macro to automatically put the close of 10 days ago of x number of stocks in a row/colum or cel. if so you should know a just a little about vba(very easy with the help of google). in vba you can record your actions. When...

Hi, I just replied a few days ago to somebody else. Forgot the name of the thread. Try google on "setlinkondata" this works on dde/formulas other links. When one is updated(and/or combined with your if statement) it runs a code. Where did you study econometrics?

yep we are using this combination. If i understand you correct you mean that your are looking for a scrept to enter a normal limit or market order(because stop orders are not supported) when a prive level is reached and it should be fully auto? Well UDF (user defined functions) is not...

True, If you are trying to execute your orders passively then it has become more difficult in my opinion. It is like going back to old days (same with the darkpool) all invisible liquidity(if you can call it liquidity). The group that is pro flash orders keep on saying that you get better...

If you change the format of the last in your time and sales to 4 decimals you will probably see that the price is not the same as yours. Maybe even 0,0001 difference. If that is the case you have been sub pennied(Sec already has proposed to make a change to rule 602(flash orders)).

You need more data. 6 months is not enough(make sure at least mid 2003 is in it). Slippage in stocks for mean reversal 0.5 basis points on your turnover and in trendfollowing something like 1 or maybe even more. Try duplicating your results in excel.

Please tell me how many years of data did you use? If it is only 120 days or so then this doesn't say anything. So starting with live trading, even if it is a very small number would be very stupid. I suggest you test at least from 2001. Then you will have a number of different market...

Excel is good to do backtesting and creating a tradingsheet using some sort of API. I would not use any form of backtesting program like amibroker. I tried it and even with the help of the helpdesk it sometimes gave wrong signals. You really want to be sure that the program is correct and that...