What's the cents per share of the backtest? In my experience that's pretty important when talking about backtest vs. live trading.
Can you give an example of what you mean when you say the pnl ebs and wanes in single product strategies? Earlier you said that you have virtually...
What do you think of this thread? http://www.elitetrader.com/vb/showthread.php?threadid=279057 He's trying to do what looks like medium...
What are you thinking about NQ? Hearing some pretty negative stuff today making me think everyone is shorting. I think I have a slight bias to the...
So what happens to the options if they halt NQ for a long period of time? I like the short put idea. I think the odds of a squeeze are decent and...
Can someone help me with the math here? I'm trying to solve for the ratio between etf and the leveraged version intraday. An example is IWM and...
He said he uses direct feeds and doesn't think you can be competitive with consolidated feeds
Where where you trading equities from when arbing ES v SPY? Were you at all equity endpoints or does the latency from Chicago negate that need?
Is SPY ES arb kind of a winner take all trade? Or is there an amount of profit sharing since the liquidity at different endpoints are often from...
Anyone ever use Trading Physics data for backtesting? Just wanted a ball park on the cost for tick data.
Everyone has know about this forever. Direct feeds are slightly faster than the sip. So their "theoretical profits" are coming from the fast feed...
Now it seems like everything is referred to as stat arb. It could be pairs, market making, hft arb strategies or pretty much any blackbox strategy.
It should go bankrupt, so any rumors saying that they won't send the stock up 100%
How much is IQ's news feed and is it machine readable?
That might be interesting. It's not all about being faster than whatever leading firm. Plenty of guys make money trading manually listening to a...
Am I reading correctly for economic numbers, the cheapest you can get is MNI for $2,500 a month, for corporate news, ravenpack for $10,000?
I've talked to them. They said $20,000 per month for the basic feed and there are two add-ons which are 10k each. It sounds insane but I can see...
Your numbers are putting all of us to shame...
Can you clarify this statement? I've heard people use this language before but I've never understood its meaning. Thanks a lot for this thread....
I don't understand why it should run to $7. If you bought shares at the close at $7.18, you would receive $5.64 in cash and 0.26 shares. If you...
Separate names with a comma.