Hi Eric, I use http://www.dailyfx.com/calendar/ but there are quite a few out there. I'm sure you'll have plenty of alternatives suggested as...
Certainly there will be some regulatory issues. Presumably both firms will require a Series 7 in addition to others like a 63,66,55 etc. That...
Are Series 7, 63, 55 required? Does that change the cost structure if so?
If you were trading the EUR.USD, today was not a normal day. After a long, accelerated run up in price, the spreads widened and the market was...
I see this as well. I think that this improvement is a function of the way the ECN works. While sitting limit in the book, as the market moves...
Awesome thread, Eric. Thanks for seeding these ideas. I'm looking forward to following all the thoughts (and perhaps debates) that branch out of...
Wayne, Your project does sound interesting. I'll echo the joys of a full-featured debugger as well as code folding for ease of editing. I use...
Hi Michael, I'd offer several things to consider when adding currency pairs to your Dow trading. You'll see in many threads here on ET...
Same here. The EUR is off by about 15 pips. The quotes have changed once in the last ten minutes, from 15x to 14 9, I think, but not by much.
If you're flexible on apps that you're willing to use to work with these different durations, I'd suggest that you download NinjaTrader and set up...
NinjaTrader can do almost exactly what you are asking for. In fact, it'll even run the Bid / Ask changes as well. The only catch that I can see...
If you don't get a posted spreadsheet here in this forum, make sure to check out the Yahoo Groups area for xltraders....
Hi Brooks, One way is to run a bunch of autocorrelation tests. An easier and more direct way is to test them in a trend following system....
OK, let's let the personal stuff rest.... This thread has been informative. I'd like to see it keep going. I hope this isn't too subtle.
Shreddog, This is an excellent approach and probably _the_ most important reason for keeping stats. It sounds like you are sizing your...
Tick charts have the characteristic of moving more smoothly. Especially in shorter timeframes, you'll have very few of the wide ranging bars that...
OK, I see. I think you've answered it by saying the 10k was the amount that you used strictly for yield rankings. I'm still curious though,...
I have a question: Why 10,000 units? It seems that you'd want to dollar balance your exposure with such a methodology. That is, say two long...
Probably the best way to convince yourself is to do the math on one of your typical stocks. That's about 1/2 of 1% difference. On a $30 stock...
I think that to some extent over time, one may begin to "lead" the other depending upon liquidity. That is, you can glean some tape reading...
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