All: I want to set up a system with Amibroker and Interactive Brokers. However, I don't have the time to learn all of the coding and systems...
Sergio77, do you care to contribute to the conversation?
I am building a FOREX analysis spreadsheet in Excel. I am interested in importing the WM/Reuters Overnight Benchmark Interest Rates using the...
I have tinkered with using Interactive Brokers' API data stream to Excel to calculate skew for underlying assets. I can only envision it operating...
Sorry to back-track to a sidebar from page 2... Question 1: Would you also use a basis swap (USD denominated floating interest rate swap) or a...
What are the most popular strategies used in high-frequency trading? Vikram Rangnekar Pair Trading - Trade two stocks which naturally track each...
I'm trying to keep away from placing stops where institutional traders place theirs... A large quantity of stops at one price may generate price...
This thread is to collect information about tactics, techniques and procedures used at institutional trade desks. By studying the behavior of the...
cvds16, Thanks for responding. You are probably right. I do realize stop strike information is guarded and proprietary to the institutions, so I'm...
Further, I want to know how the whales generally select strikes for stop orders so I can develop a complimentary option strategy. I know the...
This thread is to discuss institutional behavior in sell-offs, esp. methodologies employed by institutional portfolio managers when placing...
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