You've implemented the API... And you are capable of scrapping out-of-date IB info sites... But you can't code a simple loop that C/R decrements...
Yes, for Pro Traders... not bloggers. On a normal open... I probably have 300-400 Automated orders out there... And do at least 50 trades in...
This is 3 year old technology... If you can't afford an off-the-shelf sub-$2,000 box that's 5 times faster... Why should anyone take you seriously?
Actually, not really true... Only the "lunatic fringe" is buying guns and gold. Hyperinflation scenarios are not taken seriously in Business...
It has nothing to do with democracy... And everything to do with a decline in "culture" and morality. For example, US culture as driven by...
Still reading Barron's? While watching 80s Wall Street Week on VCR? Those monologues were the Real Holy Grail.
The entire financial system... Right down to the bazaar beggar... Is all loaded up with EXPENSIVE puts and CDS and long vol... Waiting for the...
FDR seized all US gold in 1933 with Executive Order 6102... At an inflation adjusted price of $587. "Hoarding gold" became subject to 10 years...
One word = overfitting "Overfitting generally occurs when a model is excessively complex" http://en.wikipedia.org/wiki/Overfitting
Yes... and no. Even a simple trading approach that works... Is worth 1000 sexy retail trading platforms. On the other hand... It's all...
The platinum device give you 4 tries... then locks you out. Since there are 200,000,000,000 possible combinations... With the PIN increasing...
It's actually hours or days (sometimes weeks). Months is not trading... it's investing. In today's EFFICIENT markets pairs/basket trading......
Lower liquidity means higher spreads... Seems like a feature, not a bug.
Because of contango... VXX erodes at the rate 10-15% per month... Assuming VIX stays around current levels. That means if VIX stays at 5 yr...
Borrow rate changes from day to day. You probably have to be a BD... With a favorable contract with your Clearing Firm... To do better then...
I see borrow costs at IB of 20-40% all the time... The short borrow cost on these ETFs... Should go high enough to eliminate the arbitrage.
Mean reversion is largely misunderstood. It means a security... Returns to a historical "Fair Value"... Relatively to other RELATED...
These are slap-on-the-wrist fine amounts... Basically the minimum you could get for a full investigation like this... Something you might get...
I'm talking stocks... Stats Arb and Reversion To Mean used to be very profitable... 10 years ago you would make "easy" money from: (a) the...
This assclown has > 4,000 posts... It's why ET is now a complete waste of time.
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