Want to take a look at their holdings and form my own global-macro diversified pool... Thanks
I created some plots and put them into powerpoint. Could trend-followers take a look for me? It's an automated system....
Hi all, I just feel that the EliteTrader Strategy Trading forum is not active and some detail-oriented questions in strategy building and...
How to beat VWAP in certain time window? Say 3:55pm to 4:00pm, how to do smart order execution that beats VWAP? Any pointers to some...
Hi all, I am thinking of dynamically reducing the system leverage by half, etc. based on VIX... What's the best way to formulate this, and...
Here is it: http://img809.imageshack.us/img809/3695/equitycurve.jpg The vertical line at around March 2010 divides insample and out-sample....
This guy has so many: http://blogs.myspace.com/index.cfm?fuseaction=blog.view&friendId=193298095&blogId=267359215 Where do I find those?...
http://events.sifma.org/2010/487/event.aspx?id=13574 Any comments? w.r.t. HFT?
I am sure there are lots of experts here. Please PM me. Thank you so much and really appreciate your help!
Hello all friends, Other than books and papers, are there any other resources on HFT around? I am hoping to find audio/video webinars,...
Hi all, What's best HFT commissions you can get for futures such as GC?
Your backtest system must be coupled with a nice/fast/compressed database... Ideally, the backtest program (say C++) query the database and you...
Anybody knows how much commission those institutional big guys pay when they trade ETF such as GLD? I need to put that into my estimate of TC in...
What's a reasonable estimation of commission fee for ETF such as GLD? Anybody knows what institutional big guys get from their brokerage for...
Take UCO ULTRA DJ-UBS CRUDE as an example, at the end of day (at settle time and NAV calculation time), the share price traded on exchange...
This is a cut from Bloomberg's description of NYSE Arca. Anybody clear my confusion: can we trade 8am-8pm or 9:30am-4pm EST?...
I would like to search the ETF/ETNs with commodities focus, ranked by volume, I just couldn't find it any where. (On Bloomberg, it...
Hi all, I am looking for pointers to ETF short term trading or day-trading strategies that are backtestable... any pointers would be greatly...
SPDR Gold Trust: what does it track? does it only buys and sells the physical gold? Then it must be very infrequent, and the tracking...
Lets say I am doing a spread of July vs. December of CL. I downloaded some historical data from Bloomberg. Lets take the year 2001 as an...
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