Search found 8 matches

by CyberiaCafe
Tue Apr 22, 2008 1:56 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1260318
Gender: Male

Let slip the dogs of C# and roll your own?
by CyberiaCafe
Tue Apr 22, 2008 12:02 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1260318
Gender: Male

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...
by CyberiaCafe
Thu Nov 08, 2007 1:33 pm
Forum: brokers
Topic: Average spread stats: EFX vs. Interactive Brokers
Replies: 22
Views: 22204
Gender: Male

Well, to avoid boring other people, could you describe the process in a private message? Sounds interesting for some weird reason.

Sorry for all the questions, my main fault is being new.
by CyberiaCafe
Thu Nov 08, 2007 1:21 pm
Forum: brokers
Topic: Average spread stats: EFX vs. Interactive Brokers
Replies: 22
Views: 22204
Gender: Male

Sorry, brain fart.
by CyberiaCafe
Thu Nov 08, 2007 12:55 pm
Forum: brokers
Topic: Average spread stats: EFX vs. Interactive Brokers
Replies: 22
Views: 22204
Gender: Male

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...
by CyberiaCafe
Wed Nov 07, 2007 2:51 pm
Forum: general
Topic: What is intermarket analysis?
Replies: 3
Views: 3602
Gender: Male

I'll try, but no guarantees. I think your original question was asking if there was an available method to compare all available markets of instruments against each other to find anything usable is ... overly broad. I think what "intermarket analysis" means, initially, is taking a hunch, a...
by CyberiaCafe
Wed Nov 07, 2007 12:04 am
Forum: brokers
Topic: Average spread stats: EFX vs. Interactive Brokers
Replies: 22
Views: 22204
Gender: Male

Out of interest, Michal, exactly what distribution(s) do the spreads follow?
by CyberiaCafe
Tue Nov 06, 2007 1:58 pm
Forum: general
Topic: What is intermarket analysis?
Replies: 3
Views: 3602
Gender: Male

Hi Lark and admins,

Sorry if this is a thread necro (posting in a thread too long dead) but here goes.

Your question seems rather indeterminate. Are you proceeding from first principles?

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