If your backtest participates in the auction, it might have had a material effect on the auction price anyway. Most traders I know just use the...
Note that the "Equal Weight" aspect only applies at quarterly rebalancing time (close of business on the third Friday of March, June, September,...
For illiquid stocks especially, where there is no resulting trade on the listing exchange opening auction, the "opening trade" might be several...
Unfortunately, for most traders, the liquidity in these markets is too low. It would be an interesting exercise to compare the spreads in the...
If you're asking about equities listed on Cboe, there are 573 currently-listed equities. Of those, only one is a company - CBOE - the remaining...
Hi Rob, Norgate Data has quite extensive futures daily data for most worldwide liquid futures markets for a quite reasonable fee, and accessible...
GPUs are fantastic for Machine Learning algos (tensor flow etc.) For standard charting, you won't notice any human-appreciable difference between...
For listed (i.e. non-OTC) equities, on a 5 day average, MIAX Peal has a 1.06% market share, LTSE (0.00%) and below IEX (2.83%), Members Exchange...
Now supports Canadian stocks and MetaStock format for data exports
"Total Return" charts effectively reinvest the dividend at the close of the day prior to the ex-dividend (i.e. as soon as you're entitled to it),...
@SunTrader is correct here. This is the traditional way most Forex brokers operate, and holding across the 5pm boundary incurs "overnight holding...
Just saw a silly question on Quora....
Open Interest is determined by the clearing house/trade settlement process. Reporting is usually delayed by a day, so many so-called Trade...
I respectfully disagree. You're examining jitter with your method. It's quite different to lag (latency). See my post above about the moon analogy.
No that's not the correct definition of lag. That simply represents the time between quotes. For example, even if you're on the other side of...
Lag is always present. Every trade/quote has a timestamp associated with it. If you compare that with when you actually receive it, that will...
Circuit City died years ago... (this one gave shareholders 0% return) - your article is from 2009 and it's 2022? Chart for relevance: [ATTACH]
I assume you mean you have too many candidates for your available capital. This is a large field of study - I can't really do this justice in a...
Burn-in was only really a thing for old CRT, Plasma screens and now OLEDs. LEDs are usually fine, but the limit is the backlighting. My old LCD...
About tree fiddy.
Separate names with a comma.