It really depends on how well you can scale... All the software you use for trading... For high resolution and wide-screen. Everything thing...
Those numbers do not add up. If you were doing "70-90%" with "85% profitable months"... Your Sharpe Ratio would be way higher than 2......
This gets to the heart of the matter. Ultimately... All quant analysis starts... With UNDERSTANDING what is random... and what is non-random...
You have everything 100% wrong... And your post makes no sense. Liquidity in stocks is much better than 12 months ago... And most quants...
I'm scouting good looting areas... And building the infrastructure required for a professional looting operation.
It's a very good article... but hardly inside stuff. A basic problem is that many highly-educated quants do not have enough trading experience....
Quants don't "short"... gamblers "short". Quants build market neutral Porfolios... That are close to 50/50 Long/Short at all times.
Actually... I would have described IB Shortable List as average one year ago... But it has improved dramatically in the last 12 months to...
Yes... what I have been trying to explain repeatedly... But a better way to frame it is... Pro Trader with 10 years Experience Intelligence...
Of those only PREM/DISC... Or temporary pricing inefficiency determined by quant analysis... Would matter much for stocks that trade around...
I doubt this applies to illiquid stocks. If I enter a Limit order that's gonna sit in the book for 60 minutes... I want it parked at the...
> Quote from makloda: > I called IB and told them about this, > and they basically said this was a > limit order that's been in the system...
Yes... exactly. If you cannot spend $200/month on quality data... You should not be trading. The killer for me... Is that IB wont even give...
Of course insider trading is rampant. That's just one more reason... Why the odds are stacked against retail traders... It's not even a...
Here are my stats for October executions through IB... ALL Limit orders sent via SMART... ALL Listed with NYSE as Primary Market: NYSE -...
It's impossible to list all the possible anamolies... That can happen with TWS... When doing high volume trading over an open internet...
Have you... "automated" and "mass produced them 100x"? Obviously not... Because it's so f*cking complex and expensive to do... That most...
One clear problem with TWS... Is that you can have a live order... That you cannot see via TWS. I just had one like that execute 5 minutes...
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Exactly. IMO as a software engineer... Java is very stable and backward-compatible... So Java issues would be EXTREMELY RARE... Maybe seen...
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