the exhchange (e.g. NYSE) adjusts the order by the dividend amount on the ex-date, unless there is an explicit flag asking it not to. you can...
dyson, i don't see end of day historical data there. (in any downloadable form.) where do you look exactly?
Any ideas where I can obtain historical data for end-of-day NAVs for all US-listed ETFs? How about intraday IIVs?
btw, i think the reason they want to take this video down is because it is downright embarassing. when the "chief economist" presents his...
anyone know how to download the video from the chinese website?
Yeah, IB does support stock combos, but using limit orders on them for day trading does not work well in my experience as IB waits for the limit...
This features should be relatively simple to implement if you have programming experience.
the difference between bull and bear markets is that bear markets have higher volatility which helps statarb, and the lower volatility in bull...
Another reason for your underperformance in live trading could be that with the furious rally that has been underway, stat-arb has underperformed...
To those who trade (equity or any non-exchange) spreads using IB: I am wondering what you use for your order execution. Are there any good...
i also mostly trade intraday pairs.
how big is ptfinder? does anyone have any idea how many subscribers (roughly speaking, order of magnitude guess) they have? Are there any...
I was describing something I had already done. Maybe rudimentary, but very useful for me. If you use ptfinder, what are the features you find...
Yeah, you need to be a somewhat competent programmer. You should always join timeseries using their date (or timestamp). That would add an extra...
If you are not using intraday data, coding this up is a few hundred lines of python (or another high level language) code AT MOST (getting data...
Maybe I am not understanding exactly what you are referring to, but if I am, it's amazing that this feature got implemented without anyone...
It hasn't worked all morning. Very frustrating if your ATS relies on backfills. A lot of index symbols such as TICK-NYSE,TRIN-NYSE etc. not even...
I noticed the same today on stocks like HAL, BNI and others. It lasted from market open to about 10 EST. Is this normal? The stocks that were...
Seeing bid/ask all over the place today for SPY. They get stuck at certain values, or are just generally not in sync with last. I'm seeing this...
You do an awful lot of promoting of your service/software/whatever it is while it is closed to new members. Creating a sense of exclusivity is a...
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