Search found 4 matches

by smotty1
Thu Nov 09, 2006 2:45 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 2236873
Gender: None specified

@the economist glad to see a guy who is thinking and doubting here around. Dubito ergo cogito, cogito ergo sum. Take my advice and don't spend your time with FPI. you won't make money with it. bitcy, You seem to be a very selfish person trying to prevent anyone else from trading this because you wa...
by smotty1
Wed Nov 08, 2006 10:33 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 2236873
Gender: None specified

Hi Michal Thanks for the link. I understand from this that there are four ways to calculate the FPI Unfortunately I am not a mathematician or a programmer and I dont understand what the graphs are telling me. I really really appreciate your time and efforts on bringing this to the attention of the f...
by smotty1
Wed Nov 08, 2006 9:44 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 2236873
Gender: None specified

Michael I hope you can help me answer this? I am streaming tick data in from Interactive Brokers to calculate the FPI i am using a sell sell buy ring, so the data i am using to calculate the FPI is bid bid ask price. When the FPI is calculated it ranges from 1 or less, but never above. If i calculat...
by smotty1
Tue Nov 07, 2006 10:42 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 2236873
Gender: None specified

For a realistic backtest, having the true Bid/Ask tick data with second timestamps for major FX pairs would be great. The trouble is, I can't find such a data anywhere on the internet. Does anyone have access to the data like this? Michal http://www.olsendata.com provide tick by tick bid/ask data T...

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