Where can I find the YTD performance of the holdings of Russell 1000 retail index? Hi all, I am looking for the holdings of the Russell 1000...
Bull etf or Bear etf, which one to use? Hi all, If I want to express a bullish view on SP500, I have two theoretically equivalent options (I...
The chart says YTD return is 4.11%. The summary says it's 6.61%. From the historical data: Close AdjClose 8/29/2012...
Ranked top 1: http://www.dividenddetective.com/dividend_etfs.htm I am thinking of verifying the YTD returns using Yahoo Finance data:...
Usually etfs for commodities have a time-decay-in-value problem... What about the etf CORN? Any thoughts? Thanks
Could you please point me to good solid credible analysis? Thank you!
Open High Low Close Volume Adjusted Cl 2009-06-25 76.78 77.02 73.20 73.29 13100 366.45 How can Close be 73.29 but the Adjusted Close be...
I am thinking of opening a Fidelity account: And I am reading the restrictions for Commission Free etfs... It's kind of hard to...
Hi all, Lets say you hve two assets that don't quite pairs trade well... What other strategies we could explore for these two assets?...
Real-world Pairs Trading? Hi all, Happy holidays! I just had a question on pairs trading in real-world. How are pairs trading done in...
where can I find CDX and CDS historical data? Hi all, Are there downloadable historical data for CDX and CDS? Thanks a lot!
RenTech vs. Getco/Jump Trading? Hi all, I met with a great FX high speed trading guy and he hinted that RenTech is very different than...
RenTech: using artificial intelligence to morph one trading strategy into another Hi all, I met with a FX high speed trading guy (not...
i met with a HFT guy and he told me in FX HFT world, Sharpe of 40 to 60 is possible even with transaction costs. how could this be possible....and...
Usually when stocks go up, bonds go down; But today both were up... anybody could explain this?
Hi all, In pairs trading we have 2 assets. lets say now we have 3 assets moving together... how to generalize the pairs trading and do triangle...
What are the costs of an HFT firm trading on NYSE? Do they pay clearing fees? Are they subjected to income tax and dividend tax?
I called InteractiveBrokers and their cost + exchange stamp duty = around 0.3%=30bps (somewhere around that figure)... which I think will make...
For US stocks, may I assume a 0.1%=0.001=10bps cost in my backtest? The strategy is a daily one based on hitting the open and close. Lets...
Hi all, I am a newbie trying to backtest some very simple pairs trading strategy. My strategy is (non-HFT or intraday): Based on close...
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