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  1. C#/Python bad tick filter

    I am looking for open source tick filter algorithm examples (to detect and filter out "bad ticks"). Anyone aware of anything available in C#...
    Thread by: abattia, Apr 25, 2013, 2 replies, in forum: App Development

  2. Europe stock futures or index > 300 companies with real time

    eSignal www.esignal.com
    Post by: abattia, Apr 21, 2013 in forum: Trading

  3. Historical FX ticks, versus stock/future ticks, and testing

    Thanks for the above, braincell. And thanks, jcl, too. (Sorry, my thanks has come a year late!). What was your reasoning behind randomizing...
    Post by: abattia, Apr 19, 2013 in forum: Strategy Building

  4. Any good math/stats books suggestion for trading?

    Very nice distinction. Thanks! IMO a caveat might be that QF is perhaps also about developing an understanding of drift, volatility, and the...
    Post by: abattia, Apr 18, 2013 in forum: Strategy Building

  5. Declining Trend Trade Length Responsible for Recent Losses?

    See Baltas - Kosowski, too http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1968996
    Post by: abattia, Apr 16, 2013 in forum: Strategy Building

  6. Any good math/stats books suggestion for trading?

    http://www.amazon.com/Wilmott-Introduces-Quantitative-Finance-Wiley/dp/0470319585
    Post by: abattia, Apr 16, 2013 in forum: Strategy Building

  7. What's a good cheap desk that can hold a quad monitor stand along with the monitors?

    http://www.ikea.com/us/en/catalog/categories/departments/workspaces/18623/
    Post by: abattia, Apr 14, 2013 in forum: Hardware

  8. Kelly sizing...

    +1 Best post on ET this year! (Or was it of last year??? Or even of the year before the year before that???)
    Post by: abattia, Apr 12, 2013 in forum: Trading

  9. Problem with yahoo history data

    Thanks!
    Post by: abattia, Apr 11, 2013 in forum: Data Sets and Feeds

  10. Problem with yahoo history data

    IMO, the above assumption is the issue. Before the ex-date, the holder of the stock is entitled to receive the dividend; after the ex-date, the...
    Post by: abattia, Apr 11, 2013 in forum: Data Sets and Feeds

  11. Bars class

    thanks
    Post by: abattia, Apr 11, 2013 in forum: App Development

  12. Bars class

    Thanks! I am browsing the Tradelink directories using the online svn tool provided on the Tradelink website... Where can I find the source for...
    Post by: abattia, Apr 11, 2013 in forum: App Development

  13. Can someone explain this to me?

    At any point in time, there will be liquidity providers waiting for their bids/offers to be hit, and liquidity takers waiting for the right moment...
    Post by: abattia, Apr 11, 2013 in forum: Trading

  14. Bars class

    hftvol, dom993, many thanks! Great suggestions. ET rocks!
    Post by: abattia, Apr 10, 2013 in forum: App Development

  15. Bars class

    ... and sorry I realize that perhaps it is not clear that I am referring to the type of a property of Bars (perhaps Bar) that would give access to...
    Post by: abattia, Apr 10, 2013 in forum: App Development

  16. Bars class

    I need a Bars class (C#), and am trying to determine what type to use. I need something that will construct as time bar, range bar, renko bar,...
    Thread by: abattia, Apr 10, 2013, 9 replies, in forum: App Development

  17. Ticks (Last Traded Price) ... float or double?

    And my thanks to you, and to all contributors to this thread, for your input. Helpful stuff all round!
    Post by: abattia, Apr 9, 2013 in forum: App Development

  18. Ticks (Last Traded Price) ... float or double?

    many thanks!
    Post by: abattia, Apr 8, 2013 in forum: App Development

  19. Which setups are more attractive?

    IMHO, standard deviation is not a sensible way to compare these two strategies. As s.d. is calculated from variance, which is the square of...
    Post by: abattia, Apr 8, 2013 in forum: Risk Management

  20. Which setups are more attractive?

    Interesting to see how these various measures stack up. Thanks! Although both strategies (A & B) have the same expectation, B requires more...
    Post by: abattia, Apr 8, 2013 in forum: Risk Management
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