Recent content by BinaryMan

I am creating a tool to analyze asset correlations and exploring performance of portfolios with minimized total absolute correlation between assets. Right now I am using the last 365 days of historical data (daily adjusted close) normalized to % change, but I have seen some suggestions to use...

I found at least one answer upon inspection of http://www.interactivebrokers.com/en/index.php?f=1576 ; "There is no requirement to subscribe to market data in order to trade, and customers are free to receive market data from another IB account or data vendor, or to use only delayed market...

I'm interested mainly in trading non-US markets (stocks/options) and forex to decrease my exposure to declining USD value. My understanding is that Interactive Brokers has the best access to international exchanges and lowest commissions. However, it also has a monthly activity fee (I am not...

I am looking for historical tick data sources for academic research; at present, we use the NYSE monthly TAQ data for options and equities, though this is rather expensive. It is preferable to have something with on-demand data queries and a significant amount of data (> 1 year). Many...

Days to profile is in trading days.

I would like to share with the community a tool I have been working on; I wrote it originally to help my :smart: Options/Futures MBA class, but I believe others who do swing trading or long term trading can benefit from it. Link (standalone VB6 program)...

It's driving me nuts trying to find what I'm looking for. I scanned as many posts in this forum as I could to find the answer (didn't want to repost something). If it is somewhere, then just post the link so I can review it. What I am doing is automated trading systems research. I need the...

For those interested in Automatic Trading Systems (ATS), there is a forum dedicated to this topic. It is small right now, but hopefully it will grow quickly. Here is it's link: http://www.bmfusion.com/ATS/forum.html