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  1. Statistical Arbitrage Stat Arb - cointegration vector - out of sample backtests

    I was indeed refering to Chan book. I dont have any insight and I doubt the guys have them are around here. Try Wilmott or nuclearphynance? You...
    Post by: total_keops, Apr 12, 2011 in forum: Strategy Building

  2. Statistical Arbitrage Stat Arb - cointegration vector - out of sample backtests

    Have you tried a rolling window? I explain, instead of taking the cointegration ratio on all the data in sample and then using it out of sample,...
    Post by: total_keops, Apr 11, 2011 in forum: Strategy Building

  3. SLV trade

    As long as I know a block trade can be stocks, futures or options. The 100k contracts are 100k contracts. What the OP was talking about was not...
    Post by: total_keops, Apr 11, 2011 in forum: Options

  4. Statistical Arbitrage Stat Arb - cointegration vector - out of sample backtests

    Would help to know how you judge that it is not working out of sample. Do you do another cointegration test or do you have a strategy that was...
    Post by: total_keops, Apr 10, 2011 in forum: Strategy Building

  5. Statistical Arbitrage Stat Arb - cointegration vector - out of sample backtests

    There is stat arb going on. Pairs trading is the numero uno strategy that launched stat arb. And this is what the OP is trying to do, using a...
    Post by: total_keops, Apr 10, 2011 in forum: Strategy Building

  6. Need help with IB's excel API

    Use the Excel DDE. It's all in the user doc DDE for Excel: http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm Your TWS must be...
    Post by: total_keops, Apr 6, 2011 in forum: Trading Software

  7. jobs comparable to trader

    Poker playa Rock star Professional athlete
    Post by: total_keops, Mar 27, 2011 in forum: Professional Trading

  8. Red Diamonds

    As far as I know reds are plenty available. I dont get it.
    Post by: total_keops, Mar 26, 2011 in forum: Economics

  9. Red Diamonds

    Got crack?
    Post by: total_keops, Mar 26, 2011 in forum: Economics

  10. Why do you trade FX?

    Thing is you need to trade something into which you have interest in. I like to travel therefore currencies is cool to me. I could not really...
    Post by: total_keops, Mar 26, 2011 in forum: Forex

  11. Why do you trade FX?

    Volatility, large moves. 24/5. So you are not always late to the party like the stocks opening at 9:30. Diversity of currencies with low to high...
    Post by: total_keops, Mar 26, 2011 in forum: Forex

  12. Only trading options instead of stocks?

    If you really want to gamble, ask sanglucci.com son.
    Post by: total_keops, Mar 23, 2011 in forum: Options

  13. Ninjatrader Tick data

    Indeed you seem to be right!!! "Tick time format must be hhnnss (same as NinjaTrader "HHmmss")" And I am totally confused. I started recording...
    Post by: total_keops, Mar 22, 2011 in forum: Data Sets and Feeds

  14. Ninjatrader Tick data

    Not a chance, how can I get this when now() we are 2011-03-22 20:13:00!!! 20110322 204354;120.078125;5 Also, I dont think there is a tick...
    Post by: total_keops, Mar 22, 2011 in forum: Data Sets and Feeds

  15. Ninjatrader Tick data

    Looking at a NinjaTrader tick data file I want to know what are the numbers after the date? Is this a time stamp in milliseconds? Here is an...
    Thread by: total_keops, Mar 22, 2011, 4 replies, in forum: Data Sets and Feeds

  16. Multiple small accounts amounting to less than 25k

    Never did this on purpose but my guess is that you would pass under the radar. I think I busted the 3 trades in one account one time and hedged...
    Post by: total_keops, Mar 21, 2011 in forum: Trading

  17. How Do I Buy/Sell W/Out Market Markers?

    If you are talking about forex bucket shops that acts as a buyer and seller for all your orders then you can get a real brokers that offers access...
    Post by: total_keops, Mar 20, 2011 in forum: Trading

  18. Experienced Prop Trader - Trading or Job?

    Funny answer from a Swift guy!!! But I understand your point. Why bother the stress, the pressure and uncertainties if you can make the same money...
    Post by: total_keops, Mar 18, 2011 in forum: Professional Trading

  19. Experienced Prop Trader - Trading or Job?

    How many hours at the job? Could you watch that market on the side and put some trades on your iPhone?
    Post by: total_keops, Mar 18, 2011 in forum: Professional Trading

  20. 10 point move in ES

    Weaker JPY means better Japan economic recovery (cheaper to rebuy and people still buy Japan). Therefore, less negative impact on their GDP and...
    Post by: total_keops, Mar 17, 2011 in forum: Index Futures
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