Recent content by sdaconsulting

Everyone, A hedge fund can't momentum trade futures with 600 million in AUM. Not easily, anyway. Anyway February has been a horrible month for me, I am up only 11%, versus 15% in January, 25% in December and 30+% in October and November. Of course, we haven't seen any 700 point Dow days...

OK, I learned how to trade a particular niche and market (daytrading ES futures) and now I'm having very good success consistently on a simulator for the past 4 months. Let's just say I am up close to 200% in 4 months. Assume that I continue to have good success with minimum drawdowns of...

OK, another good day on Friday (on paper, again). I started out guessing wrong about the morning trend, but recovered and got flattish / slightly positive by the afternoon. Then bet correctly on the "sell the news" reaction to the bailout passing and got a good tidy paper profit into the...

I'm hoping for some helpful advice on a change I am contemplating. I started out daytrading stocks. Hit and miss, but I was not able to really get my head around the way all of the thousands of different stocks trade with their varying floats, volumes, prices, etc. I came to realize that much...

Tickdata looks like it will work great. Thanks ahardy!

Hi, I posted this in the data forum but the thread seems to have vanished. Anyway, I'm mostly daytrading and I have a couple of strategies I want to backtest. This requires historical intraday data. One minute data would be fine. To start with I just need SPY, QQQQ, XLF, and a couple other...

Hi. I'm focusing my trading right now on the ETFs, mostly (these days) XLF, SPY and QQQQ and the double short variants. I have a TDAmeritrade Apex account (which I don't trade in) and a TDAmeritrade iZone account. My main career is software development, and I want to write some backtesting...

I posted at 4:30 today about a very interesting phenomenon I noticed in the markets. I saw it there at 5:00. Now at 6:00 PM the post is gone. Is there something wrong with the forum, or was my post deleted for a reason?!

Occasionally I have seen huge price spikes (on stocks that went down big during the day session) or huge price "cliffs" (on stocks that went up big during the day session). For example, yesterday in the afternoon there were 3 huge spikes on GOOG, and multiple spikes also seen on many other big...

Hi all I'm a very green trader, this is my second week trading. The "day job" is a software architect for a fortune 500 company. I've always had a fascination with stock markets and kept up with them. More recently, I have studied pretty carefully how the "bad news" stocks trade intraday...