Search found 154 matches

by LeapFrog
Tue Mar 11, 2008 8:06 am
Forum: Data Providers and other non testing software
Topic: CSI vs Pinnacle data ?
Replies: 26
Views: 26724

My Pinnacle Data subscription is due for renewal and so I checked CSI's offering to compare once again. CSI - cost for one year (including license fee) = $1,035* Pinnacle - cost for one year (including license fee) = $200 * From CSI's web site: license fee = 135, one year of 69 markets going back 1...
by LeapFrog
Mon Mar 10, 2008 10:59 am
Forum: Testing and Simulation
Topic: Flat equity curve in recent history...
Replies: 14
Views: 9980

I too wonder how you test on 86 markets over 30 years? Doesn't CSI cap you out at around 69 markets and up to 25 years of history?

I sent an email to CSI a week ago enquiring (as I do annually) about their offerings, but no response.
by LeapFrog
Tue Mar 04, 2008 6:35 am
Forum: Testing and Simulation
Topic: Changes to Live Trading system
Replies: 4
Views: 6404

Dear Stephen, your posting demonstrates for me why I pretty much go with the dumb and simple approach - trading is difficult enough without us adding to our own woes with complications. As a veteran trader friend always tells me, "If you can't figure your trades out on the back of an envelope, ...
by LeapFrog
Tue Mar 04, 2008 1:42 am
Forum: Testing and Simulation
Topic: Changes to Live Trading system
Replies: 4
Views: 6404

I've had this situation many times. Of course, there is no right answer to the problem - just what answer YOU like. Maybe some fund operators have a formal way of dealing with it but I doubt it. For my part I make a clean break and start afresh - but I don't actually close and reopen positions I'm a...
by LeapFrog
Mon Mar 03, 2008 10:43 am
Forum: Futures Markets
Topic: The Soft Pits are Dead - Long Live the Softs
Replies: 2
Views: 3780

The Soft Pits are Dead - Long Live the Softs

After years of getting terrible fills in the New York pits, I can't say I am sorry to see them go. Even though today ,3/3/08, was well known as the first day of trading 100% electronic in the softs, I notice vendors I deal with are still not ready or know what to do to offer any form of continuous b...
by LeapFrog
Tue Oct 30, 2007 7:17 am
Forum: Futures Markets
Topic: Sep and YTD Performance of 350 future funds as of 10/30/07.
Replies: 0
Views: 3443

Sep and YTD Performance of 350 future funds as of 10/30/07.

I received the latest "flash" report this morning from an industry data collector who tracks 350 CTA-type funds. Average Performance of 356 CTAs: Month of Sep = 4.65% YTD = 6.45% Assets = $120,309,432 in general, a big reversal of August results. Of course, individual results vary quite a ...
by LeapFrog
Tue Oct 23, 2007 3:44 pm
Forum: Futures Markets
Topic: Electronic Copper on 10/22/07
Replies: 2
Views: 4080

At the upcoming FIA event in Chicago, one of the lecturers will be speaking on the ill effects of duel market trading. IE electronic side by side with the pits. And will question the viability and thought process behind the decision to trade side by side. Seems many traders are displeased with this...
by LeapFrog
Tue Oct 23, 2007 8:08 am
Forum: Futures Markets
Topic: Electronic Copper on 10/22/07
Replies: 2
Views: 4080

Electronic Copper on 10/22/07

(My first post did not take, so I'll try again briefly.) Yesterday, at 1:44 PM after the pit closed, the e-copper market was manipulated - either intentionally or not. See graph attached. That is not an errant tick, those are real prices all the way up and back - a few people got really hurt. Maybe ...
by LeapFrog
Fri Oct 12, 2007 9:50 am
Forum: Data Providers and other non testing software
Topic: CSI vs Pinnacle data ?
Replies: 26
Views: 26724

At Sluggo's suggestion, I had a look at Reuters (Equis) EOD offering - they have a nice 60 day trial for about $25.00 It isn't for me I don't think - even though well priced. Best I can tell, you get prerolled continuous data only. That wouldn't be so bad except that their method of rolling appears ...
by LeapFrog
Sat Oct 06, 2007 11:22 am
Forum: Data Providers and other non testing software
Topic: CSI vs Pinnacle data ?
Replies: 26
Views: 26724

Hello Leapfrog, I don't see how you could achieve your goal with Pinnacle data until they put the actual volume and open interest into the forward contracts. Do you know if they've changed from using the current contract's volume and open interest in the forward contracts? I checked, and you are ri...
by LeapFrog
Sat Oct 06, 2007 10:52 am
Forum: Data Providers and other non testing software
Topic: CSI vs Pinnacle data ?
Replies: 26
Views: 26724

... what I would really really really like is some software that would allow me to take raw contract data from whatever source and do my own formatting and rollovers. Bravo! Me too! I'll bet the smart money already do this. We have the raw data (Pinnacle provides it in their "deep" histor...
by LeapFrog
Fri Oct 05, 2007 8:43 am
Forum: Brokers
Topic: Brokers with 'time release one sends another' order type?
Replies: 1
Views: 6386

Brokers with 'time release one sends another' order type?

Does anyone know of a broker that currently has the platform capability to take a time release OSO type order? My broker (OEC) has time release and time cancel orders and OSO orders but not both at the same time (they're working on it). This would be an excellent feature to have as it would effectiv...
by LeapFrog
Fri Oct 05, 2007 7:26 am
Forum: Data Providers and other non testing software
Topic: CSI vs Pinnacle data ?
Replies: 26
Views: 26724

My Pinnacle Data subscription is due for renewal and so I checked CSI's offering to compare once again. CSI - cost for one year (including license fee) = $1,035* Pinnacle - cost for one year (including license fee) = $200 * From CSI's web site: license fee = 135, one year of 69 markets going back 10...
by LeapFrog
Fri Aug 10, 2007 11:47 am
Forum: Brokers
Topic: Wisdom Financial
Replies: 11
Views: 19943

Another (highly regarded) poster recommends them here:

viewtopic.php?t=2135&highlight=wisdom

I have first hand knowledge of OpenEcry and their platform and can highly recommend that.

Looks like a ringing endorsement both ways.
by LeapFrog
Wed Jun 20, 2007 1:54 pm
Forum: Data Providers and other non testing software
Topic: CSI Data Corrections
Replies: 21
Views: 25115

I like it!

And the independent research organization that produced this table was...?
by LeapFrog
Wed Jun 20, 2007 12:16 pm
Forum: Data Providers and other non testing software
Topic: CSI Data Corrections
Replies: 21
Views: 25115

I gotta say, seeing these sorts of issues that come up with CSI data now and then, does not encourage me to switch over to them. As a Pinnacle Data user, I seem to struggle along each day just fine - even though I'm limited to only about 40 markets, including some nice International ones. Data corre...
by LeapFrog
Wed Jun 13, 2007 8:51 am
Forum: Brokers
Topic: I can recommend OpenEcry.
Replies: 9
Views: 16178

OEC - DOM

Some new features were added last weekend to the OEC platform. The PNG below gives you an idea. They've added a "matrix" type feature to the ladder - pretty neat - and a bid/ask histogram overlaid at each price point. These features would be of interest, I imagine, to the scalper. I don't ...
by LeapFrog
Wed May 16, 2007 10:15 am
Forum: Testing Software
Topic: Perfect Disk Rx
Replies: 2
Views: 6355

Perfect Disk Rx

Is this right place to mention a piece of PC maintenance software - hope so. Sluggo mentioned in another thread a stunt he tried: Quote _________________ After reading these, I concluded it was a good idea to give Blox the maximum amount of memory (physical memory and virtual memory) during a huge o...
by LeapFrog
Fri May 04, 2007 8:52 am
Forum: Brokers
Topic: I can recommend OpenEcry.
Replies: 9
Views: 16178

Time Release orders and recent upgrades...

One of the great features of the OEC platform that I would point out is the ability to input next day orders the night before with "time to release" and "time to cancel" attributes. This is different from parking orders where you have to fish the orders out of a bucket and send t...
by LeapFrog
Wed Apr 25, 2007 10:09 am
Forum: Futures Markets
Topic: 1St Quarter 2007 off to a rocky start.
Replies: 0
Views: 4041

1St Quarter 2007 off to a rocky start.

FWIW, looking at a representative sample of hedge funds above $100 million in the first quarter of the year, most seem to be giving back some.

I know I have found the markets to be unforgiving so far this year.