I basically did the same. Interative brokers will give you Portfolio Margin for accounts > 100k. Also, if you need to automate, their API is...
I have to jump in here...dude you have it wrong. Cointegration does not imply correlation, although, correlation and cointegration often do...
3 or 4 months old now, this report explains the situation European Banks find themselves in, and the risks they pose to the greater euro economy....
your on the right track. Chasing regimes aint the way to do it
sounds to me like your trying to create the 'holy grail' system, you think everyone else is wasting their time on.
matlabtrader.com just gives you examples of how to register and use an IB ActiveX object in MATLAB. Quick and v.easy to use
They could always hike the top rate of income tax to 50% like they have in the UK. Look, (and i have said this stuff in the early days of this...
Russia...last bastion of the capitalists. Go figure
He was spot on. 150 dead people in the biggest city in the world is hardly a 'Pandemic'. Has anyone seen any figures on how many people die on...
Guess how many deaths there are every year fom regular seasonal flu in the US...36,000. In the biggest city in the world, we have around 150...
ditto here.....and btw, to all those who think computerised/automated trading is bullshit, get the f*k off the automated trading thread
go to eurex website and download their 'margin calculator' app. IB just charges the exchange margin.
Adding filters is just adding parameters to your model/trading method. So yes, you are curve fitting if you add multiple filters
theres two sides on a balance sheet mate....your looking at one of them
....you can automate through their API if you can code
Separate names with a comma.