October 2008
12 posts
4 tags
Fair value and limit book spreads and confirmation...
http://mediaserver.thinkorswim.com/transcripts/102506_Penny_Pricing_and_Index_Options.mp3
This guy is talking about how retail customer limit orders frequently adjust and move ask/bid marks and fair value calculations, etc… (because of mid-value between bid/ask) —— I have realized this myself frequently in the past month.
This is back from 2006, but it is still relevant...
3 tags
(Some really) Good Google SpreadSheet Templates →
3 tags
An interesting strategy I found in TOS Orderbook
I wouldn’t use these prices, but the Trailing stop up and conditional RIMM price is a strategy that I have been thinking about, but especially, I wouldn’t execute a trade like this without first having it check that it’s above it’s low trade or within x range of it’s high or something… etc… But yeah, just noting this so I can remember it later.
...
2 tags
Sample data file in ta-lib tests
It’s located in ta-lib-0.4.0-src.tar.gz\ta-lib\src\tools\ta_regtest directory …
Mainly test_data.c, but I am assuming it’s the same data that is written in ta_gDataClose.c, ta_gDataHigh.c, ta_gDataLow.c, and ta_gDataOpen.c — except just contained in one. Didn’t really look though.
But anyway, interesting, I had in mind of analyzing intraday bid/ask/sale data in...
3 tags
2 more Finance::Quote code examples
#!/usr/bin/perl -w
#
# example script showing how to use the Quote perl module.
# gets prices for some stocks, for some mutual funds
#
# This script was originally part of GnuCash.
use lib '../lib';
use Finance::Quote;
my $q = Finance::Quote->new();
# -----------------------------------
# get quotes for two stocks ...
%quotes = $q->yahoo ("IBM", "SGI");
# print some selected values...
3 tags
Finance::Quote example
#!/usr/bin/perl -w
#
# example script showing how to use the Quote perl module.
# gets prices for some stocks, for some mutual funds
#
# This script was originally part of GnuCash.
use lib '../lib';
use Finance::Quote;
my $q = Finance::Quote->new();
# -----------------------------------
# get quotes for two stocks ...
%quotes = $q->yahoo ("IBM", "SGI");
# print some selected values...
4 tags
R2Html - a tool to generate web-based reports of R... →
Here’s a cool example page: http://www.stat.ucl.ac.be/R2HTML/page4.html
Rpad Reference Cards →
2 tags
Speaking of Quantian, here's a presentation on it →
3 tags
Rpad is REALLY cool
Rpad is an interactive, web-based analysis program. Rpad pages are interactive workbook-type sheets based on R, an open-source implementation of the S language. Rpad is an analysis package, a web-page designer, and a gui designer all wrapped in one. Rpad makes it easy to develop powerful data analysis applications that can be shared with others (most likely on an...
2 tags
“Trading Research Analyst
San Francisco, CA
Barclays Global Investors (BGI) is...”
– http://sourceforge.net/mailarchive/forum.php?thread_name=6A3D2E0157CC4C419E94B75A99CAE7FE04A5C2FD%40calnte2k034.insidelive.net&forum_name=quantlib-jobs
3 tags
Seriously, I found my new ambition. →
For the past 10 months, since becoming obsessed and addicted to the stock market, I’ve been growing more and more aware of how the past 10+ years of my life are going to relate to the next 10 years…..