{algodude}

MF Global’s US And UK Customers Got Screwed By A Little Thing Called Regulation T

Via Scoop.it - Algorithmic Trading
The Canadian customers got their money back in days.
Via businessinsider.com

Top Five Quote Datafeeds »

A list of the top stock quote datafeed services.

The system wasn’t designed so that most people could beat it

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Anonymous

Momentum Redux

Via Scoop.it - Algorithmic Trading
Momentum is being discovered in the blogosphere, once again. Hazah. The finance literature includes a tradition of momentum, going back to early 1990s. Preceding academic treatment, momentum has…
Via quantivity.wordpress.com

Mean Reversion Redux

Via Scoop.it - Algorithmic Trading
Readers of Momentum Redux requested a similar post for the mean reversion literature, recognizing the ying-yang relationship of momentum and mean reversion. One of the most interesting wrinkles …
Via quantivity.wordpress.com

Broker Order Types

Via Scoop.it - Algorithmic Trading
A detailed discussion of the order types offered by most brokers, including market, limit, stop market, stop limit, market on close (MOC), market on open (MOO), etc orders.
Via algodude.hubpages.com

Martingale Madness »

An article on the perils of Martingale money management.

Stop loss, profit cap, survivorship bias, and black swans

Via Scoop.it - Algorithmic Trading
I have long espoused the view that we should not impose stop-losses on mean-reverting strategies, nor profit caps on momentum strategies.
Via epchan.blogspot.com

Experienced traders control risk, inexperienced traders chase gains

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—	Alan Farley

Trader Rage: This poor guy opened a large futures position into the weekend which gapped down like 650 points against him when it reopened, taking with it nearly his entire account. Ouch!