Recent Content by dloyer

  1. Retail routing to IEX exchange

    Nice. Was there any mention of time frame?
    Post by: dloyer, Apr 24, 2014 in forum: Retail Brokers

  2. Retail routing to IEX exchange

    Yes, TS will allow an order to be routed to IEX, but only if it is marked "FOK" (Fill or kill) TS does not offer a way to have a order rest on...
    Post by: dloyer, Apr 23, 2014 in forum: Retail Brokers

  3. What's your Exit Strategy

    Everone does it different, but I dont like to use the same rules for exits as I do for entries. I prefer the exit signals to be far more...
    Post by: dloyer, Jul 28, 2012 in forum: Strategy Building

  4. R vs MATLAB

    Many of the same vectorized matrix functions that make Matlab so nice were ported to the numpy library in python. It is a better programing...
    Post by: dloyer, Jul 28, 2012 in forum: App Development

  5. order priority

    I dont think that anyone is saying that YOUR order was internalized. It was part of the exchange book, waiting for an order to take the other...
    Post by: dloyer, Feb 17, 2012 in forum: Order Execution

  6. Measuring impact on opening and closing cross

    I did a little work on this. There seems to be a price impact when you make up too much of the cross volume, but how much is hard to gage....
    Post by: dloyer, Feb 4, 2012 in forum: Order Execution

  7. Trade Station users

    Software is very stable. The graphics are good. If you are auto trading, the language is a little goofy. The execution costs are higher...
    Post by: dloyer, Jan 7, 2012 in forum: Retail Brokers

  8. Hypothecation IB loaning out shares

    Why is the tax rate higher? Is it not reported to the IRS as a dividend?
    Post by: dloyer, Jan 7, 2012 in forum: Risk Management

  9. Does wealth solve all your problems?

    I was in Kenal Sq, near MIT the other day and noticed flowers and candals on the walkway. They where around a inscription carved into the...
    Post by: dloyer, Oct 13, 2011 in forum: Economics

  10. Tradestation no longer public?

    Interesting. I wounder how it will impact the customer base. It is a ok platform, but the transaction costs are way too high.
    Post by: dloyer, Jul 5, 2011 in forum: Retail Brokers

  11. Tradestation no longer public?

    I just noticed that TRAD, the symbol for tradestation was dropped from my scans as no longer valid. I did a quick google search and found that...
    Thread by: dloyer, Jul 4, 2011, 2 replies, in forum: Retail Brokers

  12. If the optimal f is less than zero or, shoud I throw away the system?

    Optimal f is only optimal if future trades have the same distribution of results as past trades. Not likely. It is good to know what optimal f...
    Post by: dloyer, Apr 15, 2011 in forum: Risk Management

  13. Will IB TWS run on the IPad?

    That is done in Flash. Steve doesnt like that either.
    Post by: dloyer, Mar 5, 2011 in forum: Trading Software

  14. Having a custom backtesting system built

    Some of the basics: win % profit factor payoff ratio expectancy sharpe car car/mdd mdd upi #trades
    Post by: dloyer, Dec 18, 2010 in forum: Automated Trading