Recent content by hirtop

NYSE and NASDAQ ...I do need it for back-testing a strategy

Anybody knows a free website where one can historically search for top stock gainers & losers based on Open/Close daily price? There are lots of websites that are showing that but only for the current day (i.e. finviz.com). I do need to be able to go back at least few years.

Wondering if anybody here have used ArbMaker software. link: http://arb-maker.com/

I was wondering if anyone is currently doing statistical arbitrage trading at the retail level, since this type of trading is widely used by the hedge funds firms. I am interested to find out, share and discuss more about this subject as follows: …data processing and manipulation (i.e. gaps)...

Did anyone has experienced anomalies on IB paper trading acct? I recently had a 15 ticks slippage on 10 CL contracts on a sell stop order…one contract was correctly filled and the other nine contracts were filled at a 15 ticks difference…there was no high volatility at that moment and it...

I am looking for some good websites/resources on statistical arbitrage. There are some books and white papers available out there but they are filled with complicated math formulas which are difficult to grasp for the average trader.