I was thinking about that this morning. For example, long strategies post-GFC are easy to find. I've found those same strategies don't work as...
I think it used to be more popular to refer to vol as kappa, which is a greek, but those cavemen may have moved on by now.:D
Did you find the programming logic inaccurate or the execution of fills that differed from backtest (ie slippage or not getting filled)?
I still remember the AOL CDs. At least it's not a Geocities page, lol.
Got it. In that case, bring up a chart, add a sample strategy, then open up the easylanguage developer and try to see what the code is doing and...
I'm in the same boat. Try to understand how the engine loops through and places orders. There's an importance in the begin/end statements to...
Good info, that helps. I have a strategy that tries to earn the spread by turning the same position. It seems too path dependent and too often...
What do typical algos do when an order is filled on one side and left holding inventory? As an example, say bid is filled, left long and the ask...
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