I have (had) an options strategy that monitored selected options prices for pre-selected entry and exit points. The code became quite involved eventually...
I picked this off an R mailing list. Potentially this is a big deal, offering useful information through a free API. If you look into this please post your...
A further link: http://www.computerworlduk.com/news/it-business/3334375/bloomberg-market-dat a-api-made-public/ Key observation: It looks like only the...
By way of a footnote on calculating option prices, note that the previous listing used as the 'strike' the integer ceiling of the current underlying price...
I have no idea what caused the last part of the below message to undergo ‘translation’. Let me repeat that section, hopefully with better results: . . . ...
Bill’s comment in his post (below) got me to rethinking my approach. If I am going to go through the learning exercise, why start out (way) down level from...
http://www.bloomberg.com/news/2012-02-07/a-bar-may-be-best-place-to-understa nd-markets-commentary-by-mark-buchanan.html (A different Buchanan, not our billb_....
http://stackoverflow.com/questions/9033/hidden-features-of-c?page=1&tab=vote s#tab-top Here is a near endless (256 and counting) collection of tips about and ...
More on flash crashes. According to this article, using data between 2006 and 2011, more than 18,000 (!!) mini 'crashes' and 'spikes' occurred at the ...
That's interesting because I've often written off "rogue" ticks or bars as dirty data. Maybe it was always good data. This has always presented a challenge...
It's got me to the point where I am looking closer at whiskers. I have the nagging feeling I'm being picked off by short-lived swings more often than used to...
Hey, anybody do any backtesting with futures data? I'm looking at doing this, but obviously it's a little more difficult than with stocks (due to the...
Hi Russell, I don't trade futures - commodities or forex - so I'm not going to be much help. However I did google "backtest futures" just to see what you might...
http://statsadventure.blogspot.com/2012/03/capturing-tick-data-via-c-interac tive.html If you like to read C# code then here is a C# implementation of how to ...
MS Presentation: Introducing SQL Server 2012 Express Local Database Runtime ... http://channel9.msdn.com/posts/SQL11UPD03-REC-07 In some recent posts I have...
http://www.aier.org/article/7569-money-momentum http://seekingalpha.com/article/467321-are-stock-prices-random-or-chaotic These links provide information about...
I have just not thought much about the variety to techniques that can be brought to bear to debug code. I suppose mostly that is because most of what I do is...
I like Visual Studio for many reasons, good debugging tools is one of them. I use 7 out of 10 of those techniques pretty frequently. :) Daniel 2012/4/3 Peter...
Also interesting and also probably underutilized by us non-professional programmers are facilities like logging and 'unit' testing. The .NET eco-system is rich...
This is a new (set of) indicator(s) to me; actually mostly the naming and usage - the lines are computed from the familiar 'highest' and 'lowest' . I offer two...
I think your assessment is correct. The color change does not look possible with that method. My only idea (hack) here might be to have two indicators. If...
This is a strategy about the VXX, an ETN that tracks the VIX (volatility index). I do not (yet) understand it in detail but as the link will show, it seems to...
I have a LAN. One of the attached machines runs TWS (the Interactive Brokers (IB) workstation (client)). There is an instance of RE running in live mode on...
Pete, Useful info because TWS doesn’t allow a real account and its associated paper trader account to access IB’s market data concurrently. Doesn’t make...
