To speed up strategy parameter optimization, I have been considering adding GPU support to my trading platform. I have thought this mainly for...
Implementing the strategies in terms of trade limits
Depending how you have designed your trading system, you could eliminate slippage caused by latency.
Sticking to the stocks only for now since stock's only thing I can trade atm. Got my hands full getting my trading platform working even with...
Overrated by who? If you ask general public with limited understanding of AI, then probably yes because they think AI can do miracles. If you ask...
It would be an interesting test, to see what parameter optimization strategy would give the best results.
I give you that TWS nor the server side doesn't exactly appear to be a pinnacle of software engineering. I once went back and forth with an IB...
The "order slippage" is the delta between the algo limit price to trigger an order and the streamed market data price. That could be caused by the...
I measure two types of slippages both of which can have significant impact on P&L. One I call "order slippage" which is the slippage of getting...
I definitely need to improve the order execution and that's on the todo for my trading system. I'm using market orders current to ensure the...
Yeah, not sure what's going on. I see this occasionally happening when submitting a batch of ~15 orders at the beginning of the day (~9:31 or so)...
That's not what I'm asking. I'm asking how realistic the paper trading fills simulated by IBKR are. The market impact of retail trader orders is...
Hi, Has anyone done recent comparison how realistic the fills simulated in IBKR paper trading are vs real live trading fills? I'm more...
I'm no expect so take this with a grain of salt, but with FPGA you implement the trading algos straight in the hardware, with the main idea of...
That's some sweet ping time compared to my >100ms ping from home :)
Cool, and got one of your books in my library, still have to find the time to read it though :) [IMG]
HFT firms have their servers running in the exchange and pay a lot of money for that benefit. They also develop trading FPGA boards to shave off...
There's quite a bit of edge I can have with a custom solution when I'm not bound by the limitations of existing platforms and being on the mercy...
C++ for sure isn't the easiest language to get started with, lol. I was thinking the other day that if I was to make my platform available to...
Power interruptions are the main reason for me to think of running the live trading on VPS (and stable internet and hopefully lower internet...
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