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  1. Fundamental data download

    Is there really fundamental data on opentick? I can't find it.
    Post by: black diamond, Dec 20, 2007 in forum: Data Sets and Feeds

  2. Fundamental data download

    It depends on your budget. Compustat and Bloomberg are probably the best but are ridiculously expensive. ValueLine has some products that are...
    Post by: black diamond, Dec 20, 2007 in forum: Data Sets and Feeds

  3. Long term risk free rate data

    Look in the data library section on Ken French's website. The risk free rate is included in some of the factor files, back to 1926. He uses the...
    Post by: black diamond, Dec 15, 2007 in forum: Data Sets and Feeds

  4. Does IB put a restriction on which hours to trade futures?

    I've had some issues with this. First there are certain order types that by default won't execute outside normal trading hours. There is a...
    Post by: black diamond, Dec 13, 2007 in forum: Interactive Brokers

  5. A day that will live in infamy.

    I am not going to sit here and listen to you badmouth the united states of america
    Post by: black diamond, Dec 11, 2007 in forum: Chit Chat

  6. Stock Index Futures Statistics

    Check out this paper on the subject. These guys find positive average overnight returns of around 5 bps for the es ( about 3/4 of an es point),...
    Post by: black diamond, Dec 11, 2007 in forum: Index Futures

  7. Horrific Lessons in value investing- DFC files for bankruptcy

    I agree here. When I think of value investing I think of a portfolio of 100 or more stocks that are cheap by some measure of value, not taking a...
    Post by: black diamond, Dec 10, 2007 in forum: Trading

  8. Wanna be a Quant ?

    But he is obviously not an MBA or else he would have put it into powerpoint.
    Post by: black diamond, Nov 9, 2007 in forum: Strategy Building

  9. Wanna be a Quant ?

    ... and I built a Vasicek model in my MBA program. Definitely not the stuff most MBAs do but at some schools it is an option. I also did some...
    Post by: black diamond, Nov 7, 2007 in forum: Strategy Building

  10. Fixed Income Sales

    I briefly worked as an analyst for a group that supported an MBS sales desk at a small broker dealer - but they shut down the operation a couple...
    Post by: black diamond, Sep 24, 2007 in forum: Professional Trading

  11. Using futures to hedge increasing ARM rates

    This is a good idea but the wrong instrument unless your mortgage is 3 million dollars. Depending on your mortgage size and terms you might...
    Post by: black diamond, Sep 19, 2007 in forum: Economics

  12. Volume on the Spoos Is Worthless

    Here's the attachment to go with my last post
    Post by: black diamond, Aug 31, 2007 in forum: Technical Analysis

  13. Volume on the Spoos Is Worthless

    Sorry I can't figure out how to get the attachment up. I'll try again later.
    Post by: black diamond, Aug 30, 2007 in forum: Technical Analysis

  14. Volume on the Spoos Is Worthless

    Here is a paper from a prof at NYU on this topic. He finds most of the price discovery in the index comes from ES. It's kind of technical stuff...
    Post by: black diamond, Aug 30, 2007 in forum: Technical Analysis
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