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Reversion algorithms coming to you today (as well as yesterday, tomorrow... and the day after), compliments of big, fat non-linear dynamics textbooks and their 19 year old readers.
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Just another crooner tune from Cerry POMO.
OT: glad I don't use Twitter. Nationwide outage.
Hey, let's not insinuate that linear algebra is TEH EVIL. Sure, linear algebra makes the heavy lifting of complex problem solving easy, and like any tool or language can be used for purposes that enhance (accurate medical diagnostics) or extinguish life (nuclear bomb simulations).
Linear Algebra doesn't kill portfolios; greedy people with inside information and undisclosed advantages kill portfolios.
How come the VWAP on any other brokerage charting tool looks a whole lot different than TD's?
be careful when u use altrnative charting VWAPs, many 'simple' platforms use a candle close times candle volume to estimate VWAP - this is incorrect - it should be (and is in the BBG charts) based on actual trade by trade volumes...hence it is tough to do a really long-run VWAP chart without cajillions of data points...just an FYI - be careful
Clicked on Ben Stein.Cute in bowtie.Progressive girl cuter.
Speed kills. Leverage tortures.
Hey you guys do realize that it was through twitter, cell phones, myspace, & facebook that Iran organized the revolution?
phaesed,
I am anon 27278 and, yes, I am very cognizant of that fact. The timing of the outage is highly coincidental with that of Senator Cornyn's letter and the subsequent reporting, no?
Last time I checked the Iranian revolution happened before any of the aforementioned technology existed. What's your point?
um, exactly when did the revolution you are talking about happen in Iran? last time I checked it was still an islamic republic run by a bloke called Ali Khamenei
perhaps he misspoke/miswrote and meant to say/write, "the recent electoral protests in Iran."
Oh please, most of us are quite lazy and wouldn't organize anything more than our music collection on itunes. There's only a few real activists out there and they apparently know a puppy killer when they see one.
http://www.youtube.com/watch?v=1WFaREeKR1M
SPY ... is today the first day in a while that the first hour of volume is exceeded on a subsequent intraday bar ?
has not happened ... am just curious if the trading day sets up that way ... is all ...
There is probobly a contest by robot traders to create a curve so they can get posted here...
Hey TD,
Can you walk through the graphing set-up you're using on the Bloomberg terminal. Like to set it up and take a look at some other issues beyond SPY.
Thanks.
Does anyone know how to get a VWAP moving average on a bloomberg Graph? The reps for bloom didnt think it was available?
Also, with flash orders likely to be fully banned, how the hell does that impact the market. That radically changes the economics for a lot of market participants and the mechanics of the market. This doesnt just impact those with those praying on flash orders, there are secondary impacts.
will the market have an ability to rally intraday ?
Fairly serious netwide problems this morning. The hyper low latency colo hft boys decided to stand down til they have confidence in their links. And the bad news for them is . . . this is teaching a lot of people how to attack them. DOS them in the middle of their trades.