Recent Content by maxdama

  1. AlgoDeal

    I've used AlgoDeal a little bit. Their backtester is free and has a lot of data available. It's easy to use but also pretty powerful.
    Post by: maxdama, Mar 9, 2011 in forum: Automated Trading

  2. Lime Brokerage

    I haven't looked into it much. You'll probably just end up doing more work. I recommend joining a prop shop. I'm going to stop watching this...
    Post by: maxdama, Feb 18, 2011 in forum: Automated Trading

  3. Lime Brokerage

    Only one I know of is Jeff Ryan's IBrokers package for R: http://www.google.com/search?q=R+API+IB The rest are mostly derivatives of the Java...
    Post by: maxdama, Feb 18, 2011 in forum: Automated Trading

  4. Lime Brokerage

    Yeah agreed. Lime's API is very nice. Seems like an obvious business opportunity since IB's API has been "mature" for half a decade.
    Post by: maxdama, Feb 18, 2011 in forum: Automated Trading

  5. Lime Brokerage

    IB seems to be the only choice.
    Post by: maxdama, Feb 18, 2011 in forum: Automated Trading

  6. Lime Brokerage

    Data is included, fees may apply to some feeds. No futures, they recently got into options but traditionally have been exclusively equities. I...
    Post by: maxdama, Feb 18, 2011 in forum: Automated Trading

  7. Lime Brokerage

    Commission + fees. I think GS provides margin and gets the interest on it. The only fee I can think of is an optional 400/month in their managed...
    Post by: maxdama, Feb 18, 2011 in forum: Automated Trading

  8. Lime Brokerage

    Minimum is 100k if you generate very high volume (eg HFT strategy).
    Post by: maxdama, Feb 17, 2011 in forum: Automated Trading

  9. Anybody is interested in collaboration of Matlab trading system?

    I've written a couple of recent tutorials on trading through Matlab, in addition to the older ones that have been circulated - Getting...
    Post by: maxdama, Dec 5, 2010 in forum: Strategy Building

  10. Historical intra stock/future data

    Here are some sources I've kept track of: Book data for NASDAQ and NYSE. Only a few days of data, but it's 9GB each and for high frequency you...
    Post by: maxdama, Dec 5, 2010 in forum: Data Sets and Feeds

  11. Curse of Dimensionality

    Stox, The original #, ex 9, is determined by how flexible/curvy the object you're trying to identify is. For example you need fewer points to...
    Post by: maxdama, Jan 13, 2010 in forum: Automated Trading

  12. Best broker for auto-trading US equities?

    I just wrote a note in response to this on my blog maxdama.com. Here it is copied and pasted: Here are my opinions on the API's I've worked...
    Post by: maxdama, Nov 22, 2009 in forum: Automated Trading

  13. Building an automated trading system in Python

    To build a more general automated trading system with Python that connects through Interactive Brokers rather than that prop firm, here's a...
    Post by: maxdama, Oct 1, 2009 in forum: Automated Trading

  14. Excellent blogs on trading strategies and systems

    Thanks imbetbm. It's Max Dama, not Max Mama. Maybe I should change it though... Regards, Max
    Post by: maxdama, Jul 17, 2009 in forum: Automated Trading

  15. has anybody tried distributed computing for backtesting? I am thinking of NVIDIA GPU

    Corey, I'd like to know more about how you use EC2. My only problem was that Matlab required some ridiculous licensing to run on multiple...
    Post by: maxdama, May 31, 2009 in forum: Automated Trading