The best software for algo trading is Python. The sheer amount and quality of statistical libraries is beyond mind-boggling. So on a day one you...
Go Jigsaw if you can. They have a very sophisticated DOM with a lots of settings to choose from. But it lacks any programming language behind it....
Thanks everybody for detailed response. I have a small amount of L2 ( aka LOB ) data and its crazy how easy is it spot edges in it. Only thing is...
Can somebody with a good quality data feed please tell me how much data E-Mini S&P 500 future produces in x1 day? I need separately - L1 tick...
If you want a really useful answer its best to take it from a pro. Here Dr. Seth Freudberg, who is boss of the SMB Capital's options desk, breaks...
I'm wandering a bit why do you ask a question because simple google search is loaded with both free and paid offers. As well, you need to be...
You might want to think about it this way: you are not alone in this game. There is a logistic chain of other players in front of you and they...
That's on the next level up. I was just trying to give some bearing to somebody who's just staring up.
As well there are few videos on YouTube going into details what investors want. Currently market rates are so called 20+2, where 20 is 20%...
Very interesting discussion. These spikes beg to be traded, only question is from which side. Barclays Bank's US Equity Derivatives desk...
"fitness function stability pool" is, say your fitness criteria is profit, but for some group of values of parameters after a small change profit...
Web scraper can be written that can scrape economic calendars from around the web. I was checking Investing.com and their econ. calendar goes back...
Do you have any statistical sample supporting the suggestion that 8-K forms move market then 10-K?
Yeah, my post editing time expired. I forgot to say, Ross Cameroon had several times shown his broker statements, and one glaring thing that is...
That looks like Ross Cameron's, aka Warrior Trader from YouTube, COVID strategy. He's not trading that any more because post-COVID markets lost...
Python and PostgreSQL Timescale
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