Search found 8 matches
- Tue Apr 22, 2008 1:56 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1260318
- Gender:
- Tue Apr 22, 2008 12:02 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1260318
- Gender:
Re: Tick vs. Timed MBT Data
I'm not using the MBT SDK directly, so I can't comment on that first hand. Anyway, in order to calculate the FPI value, you should look for all new quotes , i.e. changes in either the bid or ask. I would not use the term "tick" in any communication as it's very confusing. It's not clear w...
- Thu Nov 08, 2007 1:33 pm
- Forum: brokers
- Topic: Average spread stats: EFX vs. Interactive Brokers
- Replies: 22
- Views: 22204
- Gender:
- Thu Nov 08, 2007 1:21 pm
- Forum: brokers
- Topic: Average spread stats: EFX vs. Interactive Brokers
- Replies: 22
- Views: 22204
- Gender:
- Thu Nov 08, 2007 12:55 pm
- Forum: brokers
- Topic: Average spread stats: EFX vs. Interactive Brokers
- Replies: 22
- Views: 22204
- Gender:
Still would like to see the absolute spread distributions, even if just for kicks. (EDIT) Are you forming relative spreads to try to compare different currency pairs to one another after controlling for the differing numerical levels? (edit again) How do you actually clean bad ticks other than chart...
- Wed Nov 07, 2007 2:51 pm
- Forum: general
- Topic: What is intermarket analysis?
- Replies: 3
- Views: 3602
- Gender:
- Wed Nov 07, 2007 12:04 am
- Forum: brokers
- Topic: Average spread stats: EFX vs. Interactive Brokers
- Replies: 22
- Views: 22204
- Gender:
- Tue Nov 06, 2007 1:58 pm
- Forum: general
- Topic: What is intermarket analysis?
- Replies: 3
- Views: 3602
- Gender: