I use Bloomberg and Reuters as data sources. I haven't had a chance yet to look into these vendors' backtesting features. Would appreciate any...
when a nasdaq stock opens, the symbol-SUPERSOES bid/ask quote color changes in TWS from beige color (indicative) to regular color (green/orange)....
originally, my hypothesis was going to be: program trading, as reported to the NYSE, regularly runs around 50% of the total volume - the...
let's say your capital is allocated between strategies A and B. both strategies have exactly the same risk/return profile. on day 1, both...
both marketwatch and briefing have daily coverage of up/downgrades; it seems the content is only slightly different. does anyone use one vs the...
i have been searching around and quality news archives seem to be hard to find - i am not prepared to pay for the institutional product level, at...
using DDE, if i set the percent offset for a relative order to a value below 1%, i get the "invalid price increment" error... - for most stocks,...
to take an example: market is 999.50-999.75; then market moves up and price prints 1000.00; what % of volume from the limit orders queued at...
i am working on adding a scaling-in component to my entries. in my approach, i define a starting point and an ending point of scaling-in and a...
i can't find it on their website - i am looking for volume and open interest - i have registered for myCME but still can't find the info there,...
can anyone comment on the performance with / without SSL, is there any significant difference with order executions? i'd like to switch to SSL but...
only just saw this on the eurex website - i have had to subscribe to their new email alerting service since it's the second time in the recent...
which vendor (other than possibly bloomberg) provides a datafeed for these? the Deutsche Boerse website lists some ETFs and retail derivatives...
CFE's RuleBook says Price Limits are disclosed in "the rules governing a particular Contract" - other than CFE's general rulebook and summary...
as of today, i have noticed a new remote tcp connection to 206.106.137.3 (host name www.interactivebrokers.com), in addition to the typical...
perhaps the title of the thread is a bit too pompous... clearly, the "Information Age" contributes to efficiency, i.e. information...
how does everyone deal with the adjustments on futures charts/data on rollover days - today is expiration of the dax future and the new contract...
i am wondering if there is a specific reason why the front month on the CAC40 future is every calendar month rather than every quarter month, like...
i have had the weekly oil number in my calendar on Wednesdays at 10:30 EST - since when did they change it to Thursday? - i have just spent a few...
i have been working on trading strategies which are driven off the relative performance of the european and u.s. index futures - i start with the...
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