Recent Content by SystemsTrader

  1. Anyone know the formula for actual volatility and standard deviation for stocks?

    First you calculate the continuously compounded daily return: ln(price today/price previous business day) Next use excel's stdev function...
    Post by: SystemsTrader, Jun 14, 2003 in forum: Strategy Building

  2. Pairs Trading Strategy Model

    I see many people discuss correlations and some choose to use price while others focus on returns. I use returns due to an argument that I...
    Post by: SystemsTrader, May 8, 2003 in forum: Strategy Building

  3. getting historical price data from eSignal into Excel

    I have seen the system do all that you are referring to and it will probably be released by summer... my very unofficial guesstimation.
    Post by: SystemsTrader, Apr 29, 2003 in forum: Data Sets and Feeds

  4. Organized Systems Sharing

    Please include me in this forum.
    Post by: SystemsTrader, Apr 6, 2003 in forum: Strategy Building

  5. custom $TICK

    I could help you do this. In my trading, I do an enormous amount of automation. This includes getting data from a variety of different market...
    Post by: SystemsTrader, Apr 6, 2003 in forum: Strategy Building

  6. Capital Security

    So if me and 20 other guys open our accounts with 5k each (total of 100k of trader capital) and then one of these guys takes a 50k hit then what...
    Post by: SystemsTrader, Dec 28, 2002 in forum: Prop Firms

  7. Capital Security

    When working with a prop firm, there is no SIPC insurance so how can one determine how secure his capital account is? Can anyone comment on the...
    Thread by: SystemsTrader, Dec 28, 2002, 6 replies, in forum: Prop Firms