This is not abnormal. There are designated market makers who are obliged to be at the best bid/ask some % of the time. If there are no bids, i...
I remember the spread was 22 cents so it was 27.81 on the bid. I don't panic, they don't always have to get filled at the exact same time....
I didn't find that problematic, I just post a sell limit inside the book and wait. It gets filled. I also have an automated quote tracking system...
That chart is correct if you take the entire HF index which includes a lot of "dumb money" HFs also. Many of them included in the index state...
I don't post my trades very often but here's a bit of what computer magic can do, I could call this a gem spread so... you're welcome. Computers...
You could also download VIX index data and kind of estimate volatility but it will be shoddy work, and almost useless if you're looking at...
haha :D I had Jacko here on ignore and every once in a while a quote by him pops up. Oh boy, haha that was really funny. What a joker! :) Hey...
slug, like they said you can use NinjaTrader but you will have to make assumptions about what's wrong with the backtests. That in itself is a huge...
Thanks sf, that's by far the clearest answer I was looking for. You should post more often, the other stuff you wrote before was useful too....
Right, I get what you're saying, thanks. After all, I was an investor myself in the past few years so I know what I looked for, but perhaps my...
Thanks Busta and heech, for the responses but I'm not sure I'm reading them right. You're saying that retail or LLC account, it won't be much...
Oh right. Didn't see the post count. Seriously, ET? It's times like these I ask myself wtf am I wasting time on over here? I should just go read...
I tried it for intra-day trading, 10 days test, with 1 day out-of-sample. This was done with machine learning and about 10000 systems. About 80%...
What on planet earth is "bid ask analysis" ? Historical, real-time? Per exchange, aggregate, level 1/2/3 book inefficiencies, what?
I've recently started thinking about OPM as a possibility for the future, so I just read this entire thread (took me 2 hours...). A few...
NinjaTrader is not a data provider. What he means is you get a data provider (like eSignal) and then you can download data via that connection and...
Whatever gave you the idea that it will be resolved by thursday? There's no room on either side for clear and swift answers, they'll probably let...
It depends what kind of trading you do. I find eSignal very easy to set up with my custom formulas and spread charts to monitor what's going on...
I've seen the same statistics before. The tails at the 1 and 0 on your graph are mostly because the market trends during the second half of the...
Twinsen, even if you traded 1 share for stocks with cost-plus, the commission would be around $1.6 round-trip using limit orders only. To make...
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