Can you provide definitions on how these factors were calculated? You also need to specify time frame, trade duration statistics, autocorrelation...
Daily data is crap anyway, I wouldn't trust 100 years of backtesting.
Depending on your broker you wil either route trades to the optimal exchange or you can use the 'smart fill' build in to most brokers. Basically...
So, you mean 'nonexistent shithead' bless them? But no, really. Why do they make their own rules?
If you have any idea of a volatilty model then you can know what the expected volatility will be during the duration of your trade so you can set...
Whoever told you that knows nothing of risk control, but if you want to throw your money away then go ahead.
If IB supports java, the go for that. If not, go with someone better than IB (hint: there are plenty, look around)..
I'm not sure, but I would bet they have to have basically 0 commission. I talked to one firm that averaged 80 million shares a day (not in one...
I dunno about you but I can live pretty happily on 100K a year and not having to wake up each day if I dont want to and not having a boss...
Great point.. I guess it is a difference between career oriented people and otherwise. For me, 'working' for anything less than a massive amount...
You've got to be kidding me... you're saying it's only posssible to make money with $15b in capital? Thats news to me.
Anyone know anything about this yet? Just noticed EDGX was very actively quoting QQQQ so I looked them up. Link The website is sparse on...
Wow amazing, I'm switching to staring at charts and drawing lines all day. If I wasn't so lazy I'd code up some stuff to scan my tick...
It's not as hard as you think. This type of behavior can be quantified, identified and predicted. Now, keep sweating and clicking away as my...
Ok, so Citadel.. Rentech..etc, hire all these amazing people from top schools, firms, etc. My question is this. If these people are so great...
Anyone using any form of stochastic volatility? Seems much more more flexible that ARCH, etc but much harder to estimate parameters.
The patterns I've found are deep and persistant and change very slowly over time. There are temporary diversions from the long term during the day...
I completely agree that any pattern found in a simple univariate time series is bound to completely disappear sometime, the trick is to find...
Because these shapes you are drawing on your chart is just wishful thinking on your part. Your brain comes up with all sorts of "patterns" out of...
Uhh, if you are 'betting the farm' then you will certainly blow up some day. You should always hedge your bets and limit your downside.
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