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Nasdaq TotalView, NYSE Open Book, ArcaBook - Differences

https://www.elitetrader.com/et/threads/nasdaq-totalview-nyse-open-book-arcabook-differences.212956/

Jan 4, 2011 · Quote from Traderham: I have just changed platforms and gone back to visiting my subscriptions page. I do daytrade when the opportunity is there and would like to view market depth. But I'm not sure if all three are necessary: Nasdaq TotalView NYSE Open Book ArcaBook All of the above provide market depth, but I'm confused about some of it. The explanations I find for the above are unclear ...

Survivorship bias | Elite Trader

https://www.elitetrader.com/et/threads/survivorship-bias.199275/

May 19, 2010 · Survivorship bias has to do with focussing on the companies/systems that survived screening, not on those that failed it. You are probably talking about selection/sampling bias, which has to do with sample collection. But in your case, if your universe is large enough, the bias is very small or close to zero.

Discretionary Income Definition & Example | InvestingAnswers

https://investinganswers.com/dictionary/d/discretionary-income

Aug 8, 2020 · How to calculate Discretionary Income Discretionary income is the income remaining after the essentials (taxes, food, clothing, shelter, etc.) have been paid for. Discretionary income is often confused with disposable income -- disposable income is income available after paying taxes. For example: Gross wages: $90,000 Taxes: (20,000) Disposable Income: $70,000 Mortgage/Rent: (20,000) Food ...

Amortization Schedule Definition & Example | InvestingAnswers

https://investinganswers.com/dictionary/a/amortization-schedule

Jan 9, 2021 · What does amortization schedule mean? From PPP loans to extra payments to creating them in Excel, keep reading to learn about this financial definition.

Norgate Data – data for systematic trading, analysis,...

https://www.elitetrader.com/et/threads/norgate-data-data-for-systematic-trading-analysis-survivorship-bias-free-backtesting-charting.364830/

Feb 9, 2022 · Expertly curated, survivorship bias-free market data for charting, backtesting, system development, analytics, and trading. Coverage incorporates US, Australian and Canadian stocks markets, selected worldwide Futures data, Forex and Cash Commodity data.

Survivorship bias | Page 2 | Elite Trader

https://www.elitetrader.com/et/threads/survivorship-bias.337523/page-2

Nov 6, 2019 · The Harris research on survivorship bias mirrors my findings but in other ways. I have some trading systems that do better with survivorship bias and others that don't. But the main thing is you are actually working on the actual set of information available to you at the time. By their rebalancing nature, index constituents are a form of momentum trading systems. The S&P 100 is mostly a "top ...

Survivorship Bias - Elite Trader

https://www.elitetrader.com/et/threads/survivorship-bias.353857/

Dec 17, 2020 · 3. This is done to control for "Survivorship Bias" . Anyone who has managed a team of traders or has done systematic back testing of certain trading protocols has seen countless bad systems that were successful for one month but completely failed for the remaining 11 months. A longer period is needed to rule out survivorship bias.

Survivorship bias | Elite Trader

https://www.elitetrader.com/et/threads/survivorship-bias.337523/

Nov 4, 2019 · Is anyone using Norgate data with historical index constituent series? What is your experience? The data appear useful in avoiding survivorship bias as in this interesting article.

Can anyone recommend a source of historical data WITHOUT survivor...

https://www.elitetrader.com/et/threads/can-anyone-recommend-a-source-of-historical-data-without-survivor-bias.212720/

Dec 29, 2010 · I'm looking for a source of historical data WITHOUT survivor bias. You know, when a company is bought, or goes into bankruptcy, or is delisted, or some other such thing, their symbol basically goes away from all historical data sources that I can find. So if you're doing backtesting it's...

Survivorship Bias: Filters | Elite Trader

https://www.elitetrader.com/et/threads/survivorship-bias-filters.70031/

Looking for examples of filters to reduce the survivorship bias: Thank you

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