Recent Content by jazzguysoca

  1. A Very Simple System...

    Sorry if I gave that impression; I definitely believe that simple strategies can work (I've traded them and totally agree anything with a low...
    Post by: jazzguysoca, Apr 13, 2012 in forum: Journals

  2. A Very Simple System...

    I'm afraid I'd have to concur with HurricaneUS on this; Buying SPY/ES at the open and selling it at the close via MOO/MOC orders generates a...
    Post by: jazzguysoca, Apr 13, 2012 in forum: Journals

  3. IB's "IBIS"

    I wasn't exactly bitching - I'm very much an IB advocate. But I'm also in this business to make money; If you guys feel the need to pay your...
    Post by: jazzguysoca, Jan 10, 2012 in forum: Interactive Brokers

  4. College grads getting 10-20 job offers before graduating!!

    +1 Its amazing how many graduates can talk the talk, but quickly fade when asked to roll up their sleeves and actually code something.
    Post by: jazzguysoca, Jan 9, 2012 in forum: Economics

  5. IB's "IBIS"

    Thanks for the head's up. So $30/mo per 100 additional quotes, with an upper limit of 1000 additional quotes total. Note that this is...
    Post by: jazzguysoca, Jan 6, 2012 in forum: Interactive Brokers

  6. How did you do for 2011?

    I started out the year strong but was spanked by the August Black Swan. Ended the year with a modest gain of +11% (vs +44% for 2010)....
    Post by: jazzguysoca, Jan 4, 2012 in forum: Trading

  7. what the hell happened!?!?

    Thanks for the kind words, ohms - appreciate it! For those interested in more techniques along these lines, try googling "White's Reality...
    Post by: jazzguysoca, Dec 24, 2011 in forum: Strategy Building

  8. what the hell happened!?!?

    My pleasure, feng - hope its helpful. Happy Holidays to everyone!
    Post by: jazzguysoca, Dec 24, 2011 in forum: Strategy Building

  9. what the hell happened!?!?

    There are many variations of MC techniques, but the basic idea is to generate synthetic equity curves by resampling the equity curve generated...
    Post by: jazzguysoca, Dec 24, 2011 in forum: Strategy Building

  10. what the hell happened!?!?

    There's a couple of papers on MC techniques posted on the reddit Algorithmic Trading group I moderate that you might find helpful:...
    Post by: jazzguysoca, Dec 24, 2011 in forum: Strategy Building

  11. IB Intraday Margin Issues

    Its a Nas100 component so I doubt it has such a small market cap. Just checked: $5B It trades above $30 and it does 3M shares/day. And its...
    Post by: jazzguysoca, Oct 18, 2011 in forum: Interactive Brokers

  12. IB Intraday Margin Issues

    Just received a reply from IB: Apparently one of the stocks I purchased currently has a 100% initial margin requirement as of today. That's...
    Post by: jazzguysoca, Oct 18, 2011 in forum: Interactive Brokers

  13. IB Intraday Margin Issues

    Yeah, I'm actually aware of PM, but have never needed it in the two years I've been trading with IB, as I always size things under 3:1 and my...
    Post by: jazzguysoca, Oct 18, 2011 in forum: Interactive Brokers

  14. IB Intraday Margin Issues

    Is anyone else having trouble with orders being rejected due to insufficient margin today? I started the day with slightly over $100K in cash,...
    Thread by: jazzguysoca, Oct 18, 2011, 5 replies, in forum: Interactive Brokers