Bought 100 July SPY calls @ 110 for 0.33. We'll see how this goes...
Is NFV holding or also moving down?
$54
$330.50 Easy peasy.
The second one (the Aldridge book) is really not worth reading, at least for a practitioner.
As someone who uses IQFeed and its API, I fully recommend it. I should mention that you don't actually have to pay the $300/year to use their...
+43
$129 Stayed at one contract today. In hindsight, could have done better.
People burned themselves with the coffee due to their own stupidity, was the way I heard it.
+227.50
I can't speak for all platforms, but R on 64-bit Linux will only hit address space limitations imposed by the system architecture, as far as I know.
I'm showing around 300 MB for a month of the tick data as you described (I specifically checked QQQQ). Let's say that six months, then, is around...
It just...keeps...making...money. I could use something like this!
I generally backtest in R. I can load my data once, then backtest in a variety of different ways (or using different backtest variations, as your...
If you're storing your data in smaller than one-year segments, read as many in as it takes to get a year. If they're > 1 year, you've got some...
I'm a big fan of plain old CSV.
+452.50 Done for the day. Phew!
+498
SPX closed at 1050.21, S&P futures are slightly lower. Have you seen more long edge than this with the current NFV incarnation?
+552.00 Glad to be done for the day.
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