To the honorable Mr. Cheese, I have been thinking about this statement for days and how it jives with your other posts. Are you suggesting...
If you have ever had any personal experience with someone diagnosed as bi-polar then Jacks ramblings would make more sense, not logical sense but...
I think his revalation of not needing an edge tells a lot about what he is doing. It means that rather than depending on something that happens...
You are correct about when the contract expires but you want to add another two days (5 trading days before the 25th). That is when volume of the...
I also have AT&T's DSL and I was having similar problems for years. On a fluke I bought a newer model of the original SpeedStream modem AT&T gave...
Obviously from our different experiences with odd lots the answer is "it depends". I have found that a better approach is to run your system...
I have found just the opposite. I used to have a bottom-fishing strategy with < 100 shares that occasionally had fills BELOW the posted low for...
So here is the big question. Are you going for relative returns or absolute returns. If you are going for absolute returns then I assume you...
OK, I think I get it now. Essentially every trade is offset with an SPY order, it's just that when there is an opposing stock in the opposite...
If my hedge worked perfectly you would make no money (+ costs). Using SPY seemed pretty random to me but I see now there is some chance you would...
What do you mean by "excess returns"? I guess I missed the point of the opposing trade.
A safer bet might be to use an ETF which is in the same industry as the stock you are hedging. For example if the stock was a financial stock you...
This is one area where coming from a software background rather than a trading background actually has an advantage. In the software business...
The way I see it peace-of-mind is the name of the game. Bug IB, rant and rave, it's all good, but now here is how you do the peace-of-mind part....
I'm now sure how much work you want to do to accomplish this but here is a tool that Java programmers use regularly to do just what you want:...
Have you looked at JSystemTrader? http://code.google.com/p/jsystemtrader/ It is Java based and only works with IB and has no stock scanner...
I was using Yahoo data 2 years ago in a profitable system and I can testify the data quality (although not perfect) was as good as or better than...
I looked at my long rambling posts this weekend and thought "OMG I've turned into Jack Hershey" so I am VERY glad hear it made sense to you. I...
I am in the middle of getting up to speed with an intraday system and I'm finding that a much tougher nut to crack. I'm profitable simulated (my...
That's a great story. It seems what is most counter-intuitive produces the best results. I better let you get back to whatever you are working...
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