I don't know if y'all picked up on this: But Mr Larsen said that the system was so flawed that "any rational investor could have done what we did...
When I read the story, I didn't see anything the traders did that would clearly be market manipulation. Apparently the highest Norwegian court...
One of the things that is unique about trading is that there is no prescribed course of study that will make you successful within a defined...
In your post, you didn't say what you will be trading, particularly whether stocks or futures. There are two people I know of who teach trading...
In the battle between conflicting values, some people are more bothered by violations of fairness, and some by violations of loyalty....
You could use adaptive moving averages. They reoptimize themselves continuously, so you never have to optimize again. You would then include the...
Trading ends three business days before the termination of trading in the underlying futures contract....
Not everybody is cut out to be a trader, and even some who are, can find themselves short of capital. There may still be opportunities, if you...
Assuming you want consistency and predictability, you need to build a system to deliver that. Building such a system from scratch would seem very...
Well, I posted late last night when I wasn't thinking clearly. Of course, stops getting triggered will add to buying pressure in an up-move. I...
That's what I am trying to find out. There are a lot of folks, especially here at ET, who say that analysis of market depth is useless,...
I was reading through some old related threads on ET, and that triggered a realization. I think what I overlooked is that the hidden size is...
This is how I envision a crossing engine working. I'm not speaking with certainty here, only theorizing. An order can only be an entirely new...
I question whether the data as it comes from Globex has both trades and inside quotes in the same transaction. Do you know this for certain?...
I have been seeing this too, and I was assuming I am not seeing everything the matching engine has. @jelite: You didn't tell us what data feed...
By situation hopeless, I meant specifically with regard to using retail tools to analyze the order book and tape. There are a lot of folks on ET...
I think IB's BookTrader is usable, though perhaps not the most elegant.
@hft: I understand as a retail trader I lack first-rate tools, and that puts me at a competitive disadvantage with hft companies that are smarter...
@gmst: Have you reached a conclusion: Is the data from IB wrong, or are you displaying it wrong? How are you displaying it?
The IB website lists by exchange which order types are native or simulated. I am pretty sure stop-limit is native on Globex, though are are...
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