Search found 4 matches
- Thu Nov 09, 2006 2:45 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 2236873
- Gender:

@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...
- Wed Nov 08, 2006 10:33 am
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 2236873
- Gender:

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...
- Wed Nov 08, 2006 9:44 am
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 2236873
- Gender:

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...
- Tue Nov 07, 2006 10:42 am
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 2236873
- Gender:

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...