Stock Investments

[The Voice]

I've always been exceedingly interested in stocks. I developed a stock charting application about 2 years ago for a client and while doing so the process made me want to do so much more.

I'd like to apply more advanced mathematics to the idea of projecting a stock, but in real time using simulation models. From those models, I'd like to develop an algorithmic trading platform similar to the proprietary ones used by the largest trading firms. An automated day trading system that made profit from both volatility and projected (small) changes in valuation (can't get more into how this is calculated).

The problems are these, and if anybody knows the answer that'd be fantastic:

1) Where to get the best realtime data feed. This data needs to be comprehensive, and somewhat inexpensive.

2) I know very large trading institutions do very high-frequency trading. Looking at the math, to minimize risk, that's exactly what my analysis shows to be the best option. However, I've been seeing Congress talk about cracking down on high-frequency trading. Also, what is available for someone moving only $100k or less that does not have prohibitive fees? If you're making hundreds of small trades within a single day, most of these trading companies would eat the average person alive would they not?

3) Going back to number 2, whatever trading company would allow high-frequency trading (without prohibitively expensive fees) would also have to provide a trading API for automation (this would of course be computerized).

Again, I'm not a trader and never have been. But some of you guys seem to have a firm grasp on this so maybe you folks can point me in the right direction before I would start coding.

This has already been done, look up black rock financial (if I remember correctly)

 

[Maximus]

Sell...sell every stock.

 

[natedagg]

This thread is insufferable... It's a mish mash of idiocy, simplified but good information, simply awful information, noise, pollution, noise pollution, self-gratiation, and perhaps a historical post by warriorsz, who might very well have top-ticked the market. When you're yelling you should be selling, when you're crying you should be buying

Gour - look into think or swim. They were programmer, computer science peeps w a platform and many traders have made their own algorithms on there. Real Time data and a metric ton of studies for you, all for free. You misunderstand HFT too, but I am not typing this shit out on my iPad.

Now for the hint that you all don't deserve: Frontier Markets. The true hint is Position Size, but nobody wants to know how to solve the equation, they just want the answers.

If anyone can help me buy South African 10 year debt, preferably with 3x leverage, let me know.

 

[gourimoko]

This thread is insufferable... It's a mish mash of idiocy, simplified but good information, simply awful information, noise, pollution, noise pollution, self-gratiation, and perhaps a historical post by warriorsz, who might very well have top-ticked the market. When you're yelling you should be selling, when you're crying you should be buying

Gour - look into think or swim. They were programmer, computer science peeps w a platform and many traders have made their own algorithms on there. Real Time data and a metric ton of studies for you, all for free. You misunderstand HFT too, but I am not typing this shit out on my iPad.

Now for the hint that you all don't deserve: Frontier Markets. The true hint is Position Size, but nobody wants to know how to solve the equation, they just want the answers.

If anyone can help me buy South African 10 year debt, preferably with 3x leverage, let me know.

Thanks for the tip! Checking it out now.. Also, any more information on what is meant by "misunderstand HFT," I'd appreciate any clarity on the subject.

EDIT: A just went over to thinkorswim.com; this is an online brokerage run by TD Ameritrade. They do not seem to offer a real-time data feed that I can parse. Instead, they are selling their platform and software as a brokerage.

I need raw data. I'm not actually looking for someone else's platform, but instead just the raw real-time market data. I'm looking to create my own bot with somewhat more complex logic using a constraint-based solution solver, not a simple trading algorithm.

 

[The Voice]

What you're talking about contributed to the OTC derivatives issues.

 

[David.]

so i just picked the first utility I knew, sdge (sempra).. tell me if im wrong, but this looks good to me..

a year ago it was at 82, now its at 102.. about 25% growth..

3 years ago, at 45.. again now 102.. over 100% growth in 3 years..

seeing as this is a utility that is basically a monopoly in sd and sd population is supposed to double in the next 10 years, this might be a good one?

 

[David.]

This thread is insufferable... It's a mish mash of idiocy, simplified but good information, simply awful information, noise, pollution, noise pollution, self-gratiation, and perhaps a historical post by warriorsz, who might very well have top-ticked the market. When you're yelling you should be selling, when you're crying you should be buying

Gour - look into think or swim. They were programmer, computer science peeps w a platform and many traders have made their own algorithms on there. Real Time data and a metric ton of studies for you, all for free. You misunderstand HFT too, but I am not typing this shit out on my iPad.

Now for the hint that you all don't deserve: Frontier Markets. The true hint is Position Size, but nobody wants to know how to solve the equation, they just want the answers.

If anyone can help me buy South African 10 year debt, preferably with 3x leverage, let me know.

nate, help me out. what do i look for, im ready to study

 

[CBR J.]

Let me give you two basic rules, coming from someone who knows things inside out:

Rule #1: NEVER follow advice you had picked up on the internet.

Rule #2: NEVER follow advice you had picked up on the internet.

Follow these two rules and you are already in a much better shape!

 

[David.]

unless if its by a financial advisor you know personally maybe? think so

 

[Toph]

Let me give you two basic rules, coming from someone who knows things inside out:

Rule #1: NEVER follow advice you had picked up on the internet.

Rule #2: NEVER follow advice you had picked up on the internet.

Follow these two rules and you are already in a much better shape!

But wouldn't this be advice he had picked up on the internet?

 

[CBR J.]

But wouldn't this be advice he had picked up on the internet?

LOL, nice one...


Only the advice referred to the OP question with regard to stock picking.
It was not an advice that should be generally applied. Everyone familiar with RCF knows it's full of gems on how to live one's life...

 

[brownindian]

I cant put my hard earned money on Stocks dude - The 401k already does that. I would rather buy a product that i can use or will hold its value (gold, house etc ...)

 

[David.]

so I started watching 5 or 6 stocks I feel confident about, tracking for a bit just to se what happens.

twc
sre
aapl
goog
tsla

if I would have invested when i started, I'd be up 3% right now. This will be fun to monitor

 

[David.]

goddammit im up 8.7 fucking points today.. at 20k invested, Id be up about 3500 in the last week (10% wednesday to friday, another 8.7 today)

 

[The Voice]

I cant put my hard earned money on Stocks dude - The 401k already does that. I would rather buy a product that i can use or will hold its value (gold, house etc ...)

Ummm....