Let's say I have found a method that fairly accurately predicts whether implied volatility will be above or below future realized volatility (as...
I am starting to work on some strategies that would be trading markets in a fairly fast paced fashion 24/7. This means that my previous strategy...
Hey all. I am working on diversifying my strategy portfolio to try to include a broad spectrum of strategy types. I am trying to compile a list...
Does anyone know where I can find an up-to-date list of securities trading on the Nasdaq and NYSE? I just need a list of the 7000+ tickers for...
After reading some recent posts, I realized how much isolated knowledge there was on this board. I thought that trying to aggregate our resources...
I am looking for some ES tick data. One month would be great. I know there are a couple sites that offer this, but I am wondering if anyone...
First, I apologize for the length of this thread. I wish I were a bit more terse. Secondly, no, this isn't an "America Bashing" thread. I am...
People always seem to be looking to develop the holy grail system. They start simple, and make the rules more convoluted as they cover corner...
I've been struggling for quite a while to find an appropriate formula for finding peaks and troughs. I find 'swing highs' and 'swing lows'...
i read these forums every day for a couple minutes, trying to wade through the crap to find the gems. After two years of investing and trading, I...
Does anybody have a good, quantitative (!!) method for identifying ranging markets? My best bet here was to derive a 'price-efficiency'...
I have been using a simple inflection system based on weighted moving averages to determine the long term direction of the market. So far, it has...
Pondering my future after working on an intraday trading strategy lately, I realized that I have absolutely zero idea about how to handle scaling....
I was contemplating testing the effectiveness of different stop loss strategies NOT in conjunction with any other strategy -- simply the change in...
Does anyone have a good article on what 'inputs' are best used when trying to train Neural Networks to identify specific chart patterns? I figure...
This is my first trading system ever -- I have only worked with investing systems before this. I have yet to back test it -- mainly because I am...
It seems to me that all discussions around mechanical systems tend to strictly revolve around technical systems. Not only are they strictly...
Hey all, Just a quick history about myself, and then I will get to my questions! I am currently a junior at Cornell University studying...
I am looking for a data feed or website that allows me to view historical information like P/E, debt-to-equity, yield, return on capital, et...
Hey all -- long time lurker, first time poster. I am interested in writing my own ATS. Because I would like to write it in Erlang, I have...
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