Recent content by upacs

Bloomberg has some data. I always got to it via the GV (Graph Volatility) function For equities, you can buy data from Historical Option Data

LSE and CASS should take you on, regardless what they say on their websites. I have a CompSci undergraduate, and LSE accepted my application a few years back, no GMAT or any of that nonsense required Good luck!

Willem You are following a very very similar thought pattern to myself. Based on your post I'd say you are where I was about one year ago. This is what I have concluded/learnt in the year since then 1. You just don't know what returns are possible. You can read lots about it, ask here in the...

Don't forget to include inflation, that is, roughly 2% of your profit will be eaten away by this factor alone. Then you have to take into account your future expectations. Will you be happy with 30k per year for the rest of your life? with a real job, your income would (hopefully!) increase as...

As I continue my research, I may as well update here. I have found that Ninjatrader now has a service called Kinetic. As far as I can tell, they seem to be reselling the IQFeed service. However it is $50 per month, and I could use it directly from within Ninjatrader. I suspect the data has the...

Hello All I'm looking for a source of historical tick data on US and European Equities and Indices. So far the only real source I have found is IQFeeds, but it has several shortcomings 1. The $60 per month price is reasonable for my needs. This will give me access to their historical database...

If your friend works for an IB, he will be restricted as to having his own trading account. Moreover, what you describe will most certainly be against FSA/SEC/(pick your favourite regulatory body) rules. If found out he/she will almost certainly loose their job, or worst, be sued. And with no...

or make y a function of the expected gain/loss :) not that this mental diarrhea is useful in the real world or anything, I'm just a bit anal like that :lol:

Sir (or Madam), the assumption isn't a 50% probability of win or loss. Contrary to a martingale process, the probabilities in this scenario are conditional on the previous event, such that the pattern is 50% gain, 50% loss, 50% gain and so son. The stake is also defined as a constant % of...

Hoorrah! finally the atrocities made to maths came to an end. From 10k to total loss, defined as an ending equity of 0.01, with a 3% loss on each trade, is the solution to ln(10^-7) / ln(0.97) = 453.57 trades (EDIT) in my hastiness I forgot to add that this is a purely theoretical number, as...