Search found 63 matches

by stamo
Mon Jul 13, 2009 9:52 am
Forum: Stocks
Topic: Is Some HFT Front-Running?
Replies: 3
Views: 6840

Alan Abelson in this weekend's Barron's: 'Sergey Aleynikov … recently left Goldman … (&) took with him the code to the firm's proprietary software for so-called high-frequency trading. … Critics claim that via its special software, Goldman is able to detect huge order positions ahead of t...
by stamo
Sun Jul 12, 2009 2:22 pm
Forum: Stocks
Topic: Is Some HFT Front-Running?
Replies: 3
Views: 6840

Is Some HFT Front-Running?

Is some High-Frequency Trading of U.S. equities actually front running?

There's been a lot of speculation this week that some can 'read order flow' and, in milliseconds, trade in front of it but few hard facts have come out.
by stamo
Sat Apr 04, 2009 11:42 am
Forum: Stocks
Topic: Thoughts on Century Aluminum Company (CENX)
Replies: 5
Views: 8111

When a stock is this low I treat it like an buying a call option with very long time to expiration. Only put in $ that you can afford to lose.
by stamo
Fri Feb 06, 2009 9:08 am
Forum: Futures Markets
Topic: WSJ: Deutsche Bank Fallen Trader Left -$1.8 Billion Hole
Replies: 0
Views: 3391

WSJ: Deutsche Bank Fallen Trader Left -$1.8 Billion Hole

Today's WSJ: "The fall of Boaz Weinstein, once one of Wall Street's hottest traders, speaks volumes about why financial firms still are reeling from the shattered global markets. As a chess master, poker and blackjack devotee and top trader at Deutsche Bank AG, Mr. Weinstein made big bets using...
by stamo
Wed Jan 21, 2009 9:44 am
Forum: Money Management
Topic: Forbe's: stops are "gimmicks"
Replies: 3
Views: 5310

Thanks, levijean. I read it in print and just linked to the article (skipping the comments including Chuck's). He's a good guy.
by stamo
Wed Jan 21, 2009 9:26 am
Forum: Money Management
Topic: Forbe's: stops are "gimmicks"
Replies: 3
Views: 5310

Forbe's: stops are "gimmicks"

Interesting article in Forbe's mag. (Feb. 2, '09) that puts down trailing stops. They mention Chuck LeBeau’s smartstops site and they (Forbe's) are generally negative on trailing stops. (I certainly favor them in trading.) Here’s a link: http://www.forbes.com/forbes/2009/0202/040.html and the be...
by stamo
Fri Aug 29, 2008 3:27 pm
Forum: Testing Software
Topic: XP Service Pack 3
Replies: 8
Views: 9500

be sure to move up to firefox 3.

i believe 3.0.1 is up to date.
by stamo
Wed Aug 27, 2008 9:03 am
Forum: Testing Software
Topic: XP Service Pack 3
Replies: 8
Views: 9500

sp3 working fine for a couple of months.
by stamo
Thu Aug 14, 2008 12:26 pm
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 15075

Just goes to show: (1) You've got to know all the rules. The rule setting closing pricing off synthetic futures created a move 4X the daily 3 cent limit. (2) When the floor traders disappeared, it was a 'new' market. How you got information changed significantly: "The next Monday, March 3, it s...
by stamo
Mon Jun 16, 2008 1:43 pm
Forum: Futures Markets
Topic: Stanley Kroll
Replies: 4
Views: 5668

'normal' text tougher for 'older' eyes.

offensive for some = easy to read for others.

just wait and 'see'.
by stamo
Mon Jun 16, 2008 10:01 am
Forum: Futures Markets
Topic: Stanley Kroll
Replies: 4
Views: 5668

Thank you for the summary!
by stamo
Sat Jun 14, 2008 8:34 pm
Forum: Testing and Simulation
Topic: Update CSI data without overwriting files?
Replies: 3
Views: 3674

i understand that this doesn't help now, but ... i took up sluggo's suggestion and as part of my daily update, i make a zip file of all the new data and save it with the current date as part of the name. even if i only did this once a month, i'd have my back data. also helps debug when splits happen.
by stamo
Wed Mar 19, 2008 7:29 pm
Forum: Testing and Simulation
Topic: R-Multiple Graphs Feature / Reposted
Replies: 7
Views: 5966

A few comments: sluggo: Thanks for helping to clarify what I was getting at - your posts on this board are always good to read. Chuck: Thanks for reminding us of your 'original intent' of what R is. Here are a few potential ways to address this issue. (1) Do nothing. I get the feeling the users on t...
by stamo
Wed Mar 19, 2008 2:41 pm
Forum: Testing and Simulation
Topic: R-Multiple Graphs Feature / Reposted
Replies: 7
Views: 5966

Correct again, sluggo. My concern is that the full-size position is equally weighted in the R-Multiple graphs with each of the tiny risk-trim positions. In Case 2 above, the 29 tiny risk trims get the same weight in the R-Multiple graphs as the massive remains of the original trade. This could easil...
by stamo
Wed Mar 19, 2008 1:26 pm
Forum: Testing and Simulation
Topic: R-Multiple Graphs Feature / Reposted
Replies: 7
Views: 5966

In the post in the non-public area sluggo replied (in part): "I think you may be expressing disappointment that R multiples (Rm = Dollars of Profit / Dollars of Risk) don't necessarily have the same denominator in every case ..." and I replied: Thanks sluggo - that was the unstated point o...
by stamo
Wed Mar 19, 2008 1:23 pm
Forum: Testing and Simulation
Topic: R-Multiple Graphs Feature
Replies: 3
Views: 4301

Post Moved

I'd like to move any discussion of this post to a forum with public access.

Please post any further replies here:

viewtopic.php?p=28867#28867

Thanks, steve
by stamo
Wed Mar 19, 2008 1:22 pm
Forum: Testing and Simulation
Topic: R-Multiple Graphs Feature / Reposted
Replies: 7
Views: 5966

R-Multiple Graphs Feature / Reposted

The following post was originally put in the " Trading Blox Support" forum but I realized that not everyone has access to that. MOD: Link to original posting: http://www.tradingblox.com/forum/viewtopic.php?t=5076 So I am reposting it here for broader access. Original Post follows: ////////...
by stamo
Wed Mar 19, 2008 10:07 am
Forum: Testing and Simulation
Topic: R-Multiple Graphs Feature
Replies: 3
Views: 4301

Agree

Thanks sluggo - that was the unstated point of my post:

Don't assume that the observations in your R-Multiple Graphs have the same 'weight' or denominator.

But isn't some sort of common size or weight precisely the point of using R-multiples !?!
by stamo
Wed Mar 19, 2008 9:08 am
Forum: Testing and Simulation
Topic: R-Multiple Graphs Feature
Replies: 3
Views: 4301

R-Multiple Graphs Feature

I’ve come across an interesting feature of the R-Multiple Distribution & Profit Contribution Graphs. It wasn’t obvious to me at first and I thought it might be helpful to point it out. The feature became apparent to me in simulations where there were high R trades that were trimmed in size m...
by stamo
Thu Mar 13, 2008 7:40 am
Forum: Futures Markets
Topic: Platinum/Palladium margins going up
Replies: 0
Views: 3344

Platinum/Palladium margins going up

Platinum/Palladium – The NYMEX is raising margins for its platinum and palladium futures contracts, effective at the close of business on Wednesday. Platinum futures margins will increase to $6,000 from $5,000 for clearing members, to $6,600 from $5,500 for members, and to $8,100 from $6,750 for c...