The assumptions in your backtest are wrong or the limit prices going out to the market are differing from the backtest due to a bug. If your...
Yes in other parts of the video he does say that he's ok with letting the math speak for itself and doesn't require physical proof of it being...
There was recently a NY Times article regarding it....
Ok wow, watch again. Here is the transcript regarding environments: "The universe is exceedingly big. Just like the bush of the tree of...
Actually you really need to watch the Susskind video you posted again. He starts answering the question by saying that he believes the universe...
Yeah, as with everything that is traded, option prices and thus vol is determined via supply/demand. So let's say an institution comes in and is...
stu i'm afraid you're wasting your time... Pretty unbelievable that jem used that Youtube video to say that Susskind says that the universe...
There is no edge if you're just blindly selling vol for the sake of selling it. All you're doing is writing insurance contracts, so the expert is...
I don't think adjusting will work, the problem they are probably facing is: http://en.wikipedia.org/wiki/Dunning%E2%80%93Kruger_effect...
NYSE does not have an add liquidity only option, they're lacking in all sorts of ways when it comes to order types and options. Nasdaq has...
KDB+ is a decent way to go. Never liked using Q and when I've used it before the KDB database was shared and people would always get on my case...
Implied vol is going to track realized vol. and for VXX realized vol drops with the price. In the pic I included the first chart is SPY price...
Anyone know how to check how much stock volume you've done MTD in order to see what tier you're in and/or how many shares till you hit the next one?
I guess it's possible that's the case. I do only trade a single pair. Although I'd be surprised if they don't support all pairs, at least in the...
Yeah definitely. Included a pic of the summary page from my combo trades today. Notice tuesday is checked and the contract is a Stk/Stk combo....
I'm still able to use the order type for Stock vs Stock so what they told you is wrong so far at least. Sucks that it's not guaranteed anymore...
sounds like what your looking for is what BATS has, their DARK/DART routing strategies. The Dark one first attempts to execute at a dark venue...
also a lot of dumb 'dark liquidity seeking' algos that have a preference for taking dark liquidity than go to a lit venue. also blows my mind...
A broker that allows provides direct market access would probably have the connectivity. The closest to retail that I know of is interactive...
If you find out let me know! I'd also like to use GIP for a single day in the past but unless I'm missing something you can only see the entire...
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