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  1. Sectors to exclude

    RE #6 You specifically mentioned large cap though. I agree that higher volatility is "better" only because that's my personal preference....
    Post by: Stoxtrader, May 26, 2011 in forum: Strategy Building

  2. Sectors to exclude

    #3 Exclude any ADR's from any country #4, #5 Maybe better off trading the commodity directly, not sure why "tend to trend" would mean exclusion...
    Post by: Stoxtrader, May 25, 2011 in forum: Strategy Building

  3. Best Stock Screener

    CNBC's screener appears to do this. http://www.cnbc.com/id/15839076/ Company Name/Symbol Industry Last Today's Change Market Cap Beta...
    Post by: Stoxtrader, May 22, 2011 in forum: Trading Software

  4. Market Depth patterns

    Click the link that says "mirrors": http://arxiv.org/servers.html
    Post by: Stoxtrader, Apr 25, 2011 in forum: Strategy Building

  5. source for stock info (mktcap, sector, etc)

    HTML, not bitmap. I believe the SMF Addin for Excel operates the same way, HTML parsing. http://finance.dir.groups.yahoo.com/group/smf_addin/
    Post by: Stoxtrader, Mar 8, 2011 in forum: Automated Trading

  6. Can I get this data?

    SEC 13F is filed quarterly by funds. Any fund managing $100 million or more is required to file, whether or not ownership exceeds 5%.
    Post by: Stoxtrader, Feb 15, 2011 in forum: Data Sets and Feeds

  7. DELL put spread

    Dell earnings after close today (Tuesday 2/15) I believe......
    Thread by: Stoxtrader, Feb 15, 2011, 1 replies, in forum: Options

  8. statistical analysis

    There's what's not advised, right there. Sure search for "joint probability distribution". However, to trade just 1 stock is far from ideal. I'm...
    Post by: Stoxtrader, Feb 14, 2011 in forum: Strategy Building

  9. Technical indicators for intraday trading

    Overall market direction. Dow, S&P 500, Nasdaq, oil, USD/EUR, USD/CNY.
    Post by: Stoxtrader, Feb 10, 2011 in forum: Technical Analysis

  10. Black Box Trading Platform

    From what I've found so far, "trading system" or "strategy system" or "backtesting system" maybe?
    Post by: Stoxtrader, Feb 2, 2011 in forum: Automated Trading

  11. Black Box Trading Platform

    Awesome, thanks! http://www.tradingsystemlab.com/default.aspx description: Trading System Lab will auto-design and create Trading...
    Post by: Stoxtrader, Feb 2, 2011 in forum: Automated Trading

  12. Best source for Historical data and Auto trading?

    Trading Physics is interesting, however only the first 10 downloads are free. I'm guessing the first 10 days of intraday data.
    Post by: Stoxtrader, Jan 29, 2011 in forum: Data Sets and Feeds

  13. Black Box Trading Platform

    Trying to search for a black box type trading system, or website, or plugin, I might be using the wrong term. Is "black box" what I'm looking for?...
    Thread by: Stoxtrader, Jan 28, 2011, 8 replies, in forum: Automated Trading

  14. Volatility estimators

    Close-to-Close Estimator Pro It has well-understood sampling properties. It is easy to correct bias. It is easy to convert to a form...
    Post by: Stoxtrader, Jan 25, 2011 in forum: Risk Management

  15. What is the correct way to think analyse this?

    I am not an expert either. It may be that the mathematical definitions of censored data and data with selection bias are different. This book...
    Post by: Stoxtrader, Jan 2, 2011 in forum: Strategy Building

  16. What is the correct way to think analyse this?

    Selection bias is the same as censored/truncated data. Search for Heckman algorithm, Heckman solution, Heckman selection model, Heckman two-step...
    Post by: Stoxtrader, Dec 30, 2010 in forum: Strategy Building

  17. What is the correct way to think analyse this?

    Curve fitting, IMHO. Especially since the sector assignments are your own. One of the "gurus", Zweig I'm thinking but I can't find it in a quick...
    Post by: Stoxtrader, Dec 30, 2010 in forum: Strategy Building

  18. What is the correct way to think analyse this?

    Can't the data just be considered censored? http://en.wikipedia.org/wiki/Censoring_%28statistics%29
    Post by: Stoxtrader, Dec 30, 2010 in forum: Strategy Building

  19. Stat Question: L-Moments vs Normal Moments

    I haven't, but looks interesting! If you are trying to deal with outliers, there are other ways, for example random forests have been shown to...
    Post by: Stoxtrader, Dec 27, 2010 in forum: Technical Analysis

  20. What is the correct way to think analyse this?

    How many variables go into determining the buy/sell signal(s)? For many variables, 9000 trades may not be enough. IMHO averaging 900/trades a...
    Post by: Stoxtrader, Dec 16, 2010 in forum: Strategy Building
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