Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.

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1answer
208 views

What would be the impact of the US Credit Rating downgrade on Crude Oil Prices? [closed]

From a modeling point of view, here are my primary assumptions for Monday: a) I would expect the US$ to depreciate and crude oil to rise in the long term. b) Expect crude oil to dip in the short run ...
5
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4answers
667 views

Are there any brokerages which use URL-based web APIs?

We already have a list of brokerages that provide apis. What about brokerages that provide web apis? For example, Collective2 has a url-based web api for entering trades. Are there any brokerages ...
2
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0answers
621 views

Hobbyist Quants [closed]

I'm interested in investing some money in the stock market, and I have the math background that will make following the math used in quantitative finance possible (with some work). What are the ...
9
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2answers
1k views

How to simulate slippage

I'm backtesting a trading strategy, using free OHLC data from yahoo or google. I'm simulating friction by lopping a flat percentage (say 0.5%) off my returns for each day that I make a trade. Whats ...
5
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2answers
452 views

S&P 500 list of stocks since 1960

I am looking for the S&P 500 index list of stocks for each day since January 1, 1960. Does anyone know where I can find these lists?
6
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1answer
1k views

A generic limit order book: What are the most important queries it should be able to answer?

Assume a class LimitOrderBook which represents a limit order book in a trading system. To be able to represent the limit order book a data handler reads a feed ...
7
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4answers
1k views

Can the futures market's open interest predict commodity, treasury, and equity returns?

I came across this article and became curious. Can the futures market's open interest really predict market action?
2
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0answers
870 views

Which CEP platform is most popular for trading systems? [closed]

I heard that trading firms employ CEP platforms such as StreamBase, Marketcetera, JBoss Drools, and etc., to implement trading systems. I wonder which one is most popular and the recent trend of ...
10
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2answers
2k views

Is there a standard method for quantifying mean-reversion for use in directional trading?

Assuming a directional strategy (no pairs or spread trades) is there a "standard" method for quantifying mean-reversion? Should auto-correlation, variance ratios, hurst exponent, or some other measure ...
6
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2answers
352 views

Is there something like opportunistic “superstitious” trading?

This sentence in the following paper got me thinking: "Some traders [...] trade every pattern whether proven or not, expecting authentic ones to produce positive results, whilst the profits and ...
6
votes
1answer
534 views

Are special condition identifiers (e.g. AIG+) standardized?

Suffixes indicating class, preferred, new, etc., are well defined for NASDAQ and NYSE, but I can't find anything documenting the meanings of the trailing punctuation. For example, here's some that I ...
1
vote
1answer
940 views

basic stock trading strategies [closed]

What are some trading strategies for stocks (just stocks, no derivatives) using freely available online data sources?
8
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1answer
405 views

How to select/construct benchmarks for black-box trading strategies?

When faced with a black box trading strategy with extensive historical data available, how would one select/construct a representative benchmark? As a trivial example, when a strategy historically ...