"Naked came I out of my mother's womb, and naked shall I return thither: the Lord gave, and the Lord hath taken away; blessed be the name of the...
Any idea how sensitive the results are to using opening (9:30am) prices vs. same day closing prices? I ask because one wouldn't be able to use...
Chandler's paper loss is well over $100,000,000, and his position was established after the Muddy Waters report. It is difficult to understand.
I've been a satisfied Interactive Brokers customer for a few years, but recently opened an account at Lightspeed to compare. Here are the issues...
http://dshort.com/ Neat, unique charts
No doubt. My comment was meant to elicit further information. Talon has been quite forthcoming after all.
Hmmm, this seems a bit inconsistent with the short-term nature of the strategies you've discussed most here. I guess you have a staple of...
They can short. See TFSMX, for example. Most choose not to.
Suppose a fund wishes to sell a large number of shares of a particular stock. If they can afford to be patient, they would want to sell it...
Certain computerized trading algorithms have a quota, e.g., trade a minimum of 1000 shares every 15 minutes. If the algorithm has not reached its...
Quote from the book, "My responsibility, since I manage a mutual fund now, is to my clients. It's no longer my responsibility to go on CNBC and...
Does anyone know which mutual fund John Murphy manages? In the recent book, The Heretics of Finance, he says he now runs a mutual fund. Was...
Yahoo data are survivor biased. Especially important issue these days.
I had three in mind, e.g. 20-, 50-, and 200-day. Wasn't sure if 20- > 50- > 200- was considered much more promising than 20- > 50- < 200-, or if...
Could someone please point me to a reference for how to interpret the relative position of various moving averages? I assume it is generally...
My busted trade from today: 9:35 Buy 1200 MI at Pegged Bid (Limit: 21.00) on ARCA - Reserve(Show=100) Executed 6bb22f52-c6-00gm 9:35...
Thanks for the help. The efficiency ratio appears to do the trick in most instances. However, suppose a stock goes up 20 one day and nothing for...
I'd like to backtest trends (mainly basic upward and downward trends), but I'm having trouble identifying trends with computer code. That is, I...
Are you getting a good short balance interest rebate at these commission levels ($0.003/share)? I pay more ($0.009-$0.01/share), but get a short...
Let me add that I only trade U.S. equities, long and short, approx. 750,000 shares per month.
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