Lime brokerage
There's a ton of research on this subject... a Google search for 'market impact optimal estimation' returns over 1 million results. Most papers...
that is really a function of the number of shares you are buying/selling and the current sentiment of the stock. You need to analyze market...
Isn't that the problem? If IQFeed isn't synced with IB, that's a new source of slippage.
Ever hear of dividends, covered calls, calendar calls, etc??
What if an ECN fails or has latency, or you lose internet connectivity, or your feed has bad or missing ticks, or you get a partial fill and can't...
annual volatility is usually converted to the time period you're interested in. e.g., 10 day volatility (std dev) But I'm interested in hearing...
The Pro version lets you manually specify volatilities for each strike and expiration.
I bought the demo and was surprised at how crappy the valuation models are. At that cost, you should be able to overlay the results from models...
a lot of brokers have FIX connectivity, such as Lime Brokerage, but is there really any advantage over an API? I'm not so sure... If speed is...
I don't understand what you're trading. Options in liquid products are priced extremely fairly. Every participant is forced to take a...
If you already make good decisions based off EMAs or SMAs, a Gaussian filter will only improve your accuracy. All of the aforementioned MAs are...
A while ago, Dr. Koch from the WL board analyzed several filters to determine lag and the 1st derivative of price change. SMA, WMA, and EMA...
From the linked site in your post: "It is based on analysis of pure price rather than information distorted by technical indicators." So...
Maybe I'm exaggerating... Flash has improved considerably since its early days of simple interactive web interfaces. Actionscript is OO-capable...
If it's Adobe Flash you're referring to... I can't think of any less optimal environment for real-time visualization. Flash/Ajax/buzzword of the...
Interesting that you mention Numenta. I just finished reading Jeff Hawkin's book "On Intelligence" which explains his theory of intelligence and...
I haven't read up on the pink sheets in a while... but I think a current Form 211 is all a company needs to remain quoted there. i.e., the stock...
There has really been an explosion of ATSs of late, and I think the reason is new best execution policies and demand for lower trading and...
April fools... But it was funny to read HoundDog's usual vitriolic hyperbole.
Separate names with a comma.