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General Discussion · High Frequency Trading (HFT) between computers
guru_trader
msg #102773
modified
9/30/2011 2:22:16 AM

High Frequency Traders are "looting" the markets according to Max Keiser

Burstream Announces the First Nanosecond Market Data Service for NASDAQ Proprietary Traders ... the service provides a deterministic data feed processing time of 600 nanoseconds.

Burstream System Handles Market Data in 600 Nanoseconds


*used this site to create the links

General Discussion · High Frequency Trading (HFT) between computers
guru_trader
msg #102651
9/22/2011 12:15:11 AM

:) thanks for that link ... i knew it was just a matter of time

Higgs Singlet


Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
guru_trader
msg #102479
modified
8/28/2011 12:56:37 AM

so, with mahkoh's + kevin's correction it would be this?

Fetcher[
/* Basic Filters */
symlist(iwm,vwo,vnq,moo,agg,tlt,uup,gld)
chart-display is weekly
chart-time is 26 weeks
sort on column 7 ascending

/* 14 week performance as rank variable */
set{perf, weekly roc(14, 1)}
set{perf2, perf/100}
set{rfr, ind(^irx, close)}
set{riskfreereturn, rfr/100}
set{perf14, perf - riskfreereturn}
set{std14, cstddev(weekly close, 14)}
set{vol14, std14 / weekly ma(14)}

/* calculation of sharpe ratio - annualized */
set{sharpe14a, perf2 / vol14}
set{sharpe14, sharpe14a * 0.5189}
add column sharpe14 {sharpe ratio}

set{var1, weekly roc(14,1)}
set{var1a, ind(vwo, var1)}
set{var1b, ind(iwm, var1)}
set{var1c, ind(vnq, var1)}
set{var1d, ind(tlt, var1)}
set{var1e, ind(gld, var1)}
set{var1f, ind(uup, var1)}
set{var1g, ind(moo, var1)}
set{var1h, ind(agg, var1)}

set{rank1a, count(var1 is above var1a,1)}
set{rank1b, count(var1 is above var1b,1)}
set{rank1c, count(var1 is above var1c,1)}
set{rank1d, count(var1 is above var1d,1)}
set{rank1e, count(var1 is above var1e,1)}
set{rank1f, count(var1 is above var1f,1)}
set{rank1g, count(var1 is above var1g,1)}
set{rank1h, count(var1 is above var1h,1)}

set{rank1ee, rank1a + rank1b}
set{rank1ff, rank1c + rank1d}
set{rank1gg, rank1e + rank1f}
set{rank1hh, rank1g + rank1h}
set{rank1ii, rank1ee + rank1ff}
set{rank1jj, rank1gg + rank1hh}
set{rank1kk, rank1ii + rank1jj}
set{rank, 8 - rank1kk}
add column separator
add column rank {current rank}
add column separator

add column weekly roc(14,1) {14 week performance}
add column corr(^spx,70, close) {correlation to s&p 500}
]



General Discussion · Issues with SF's Chandelier exits
guru_trader
msg #102435
8/24/2011 4:59:57 AM

sbuck,
re: " ... as I gravitated to ThinkorSwims incredible web-based charting and scripting package for most of my high end charting needs.........and then the UNTHINKABLE occurred with Ameritrade completing the buyout of ToS and completely replacing ToS's web charts with their own vastly inferior product. :( 550 indicators and custom scripts reduced down to 20 ..."

just download the desktop software ... still has all the indicators, custom scripts & strategies you were used to

Filter Exchange · my 17 aug calls even the last 2 days of exp-can make big money>500% for the week
guru_trader
msg #83393
11/24/2009 1:35:37 AM

Here's a place to start ... http://www.youtube.com/user/donharrold

General Discussion · FYI: Binary options trading service
guru_trader
msg #82866
11/11/2009 2:33:53 PM

Has anyone tried this site yet?

http://www.eztrader.com/

per their site ...
Binary options, also known as digital options, bet options, or all-or-nothing options, are contracts which have only two possible outcomes - either they win, or they lose -- therefore binary by nature.

StockFetcher 2.0 Beta · Why can't I sort by historical volatility?
guru_trader
msg #81811
modified
10/26/2009 11:21:25 PM

Why can't I sort this filter by the column historical volatility?

Fetcher[
not otcbb
avgvol(20) > 543210
close > 0.10

add column historical volatility(100,1)
draw historical volatility(100,1)
]



General Discussion · What is the Holy Grail worth if found?
guru_trader
msg #76053
7/6/2009 1:20:02 AM

I'd say it's worth about $53.87 payable in 4 easy monthly installments

General Discussion · NEVER LOSE AGAIN!!
guru_trader
msg #74760
5/27/2009 5:39:50 AM

Thanks for the TOS code JCastellon


General Discussion · i need an answer-thanks
guru_trader
msg #74293
modified
5/11/2009 4:11:47 AM

I've emailed M4M several times with answers to his questions; he's never responded back ... hhmm

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