Minor execution detail left as an exercise to the reader :p
I have even a better strategy, buy Amazon in 1997 for $0.1 and sell it today for $155, 155000% profit babe! You can pay me $1000 for more stock...
You can pass the function object to other functions, which can then call the object without having to hard the code to use a specific function....
I'm saying the opposite :)
Yes, I have been through this exercise of generating truly random charts that look to a human as if there was a tradable signal and that look like...
Exactly because it's only 90% :) If the markets were truly random this number should be very close to 100%
Strong claim from someone whose following sentence is nonsense :rolleyes: If the price movement is random there is no difference from a monkey...
If random walk theory was true, then there were no consistently profitable traders and everyone who claims so is a liar.
Check "Putting the Kelly Criterion to Use": https://www.investopedia.com/articles/trading/04/091504.asp
Hi @fan27, For backtesting I just evaluate a selected trading algo for each candle. It's a simple loop that iterates through the candles and calls...
I think a part of confusion is what people mean when talking about HFT. If you talk about the lowest latency HFT then you talk about FPGA servers...
You would first need to know what inputs the trader uses for the trading decision and try to minimize that input. E.g. if the trader does naked...
Microwave towers are for noobs. My PC is quantum entangled with the exchange.
Interesting, I don't hear much people here talking about using GPUs. I'm currently working on doing algo parameter optimization on GPUs. What...
Time to upgrade from floppy disk drive.
Why are you using GPUs for HFT?
Looks like optimizing my stock database (1000+ stocks) even for a simple algo takes ballpark 24h which is unfeasible for iterative algo...
Graph showing the peak in download speeds: [ATTACH]
Download speeds seem to be back to normal again. Looks like there was ~4h window around 1:30am UTC where the download speeds were abysmal. Not...
Without taking a stand who provides correct data, there are different sources giving different prices for the date though. Here's for example...
Separate names with a comma.