Search found 63 matches
- Mon Jul 13, 2009 9:52 am
- Forum: Stocks
- Topic: Is Some HFT Front-Running?
- Replies: 3
- Views: 6840
- 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.
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.
- Sat Apr 04, 2009 11:42 am
- Forum: Stocks
- Topic: Thoughts on Century Aluminum Company (CENX)
- Replies: 5
- Views: 8111
- 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...
- Wed Jan 21, 2009 9:44 am
- Forum: Money Management
- Topic: Forbe's: stops are "gimmicks"
- Replies: 3
- Views: 5310
- 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...
- Fri Aug 29, 2008 3:27 pm
- Forum: Testing Software
- Topic: XP Service Pack 3
- Replies: 8
- Views: 9501
- Wed Aug 27, 2008 9:03 am
- Forum: Testing Software
- Topic: XP Service Pack 3
- Replies: 8
- Views: 9501
- Thu Aug 14, 2008 12:26 pm
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15075
- Mon Jun 16, 2008 1:43 pm
- Forum: Futures Markets
- Topic: Stanley Kroll
- Replies: 4
- Views: 5668
- Mon Jun 16, 2008 10:01 am
- Forum: Futures Markets
- Topic: Stanley Kroll
- Replies: 4
- Views: 5668
- 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.
- 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...
- 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...
- Wed Mar 19, 2008 1:26 pm
- Forum: Testing and Simulation
- Topic: R-Multiple Graphs Feature / Reposted
- Replies: 7
- Views: 5966
- 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
Please post any further replies here:
viewtopic.php?p=28867#28867
Thanks, steve
- 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: ////////...
- 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 !?!
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 !?!
- 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...
- 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...