Your pair trading strategy works because market is going up. If it goes down, you will lose money. In other word, you strategy is useless. Why do...
It's good thread. Which one do you guys think the best bet? 30 yr, 10 yr or 2 yr T-bond or note? Thanks.
In IB TWS, there is Auto Log Off timer setting. Does anybody know how to disable this. I run my trading program from Sunday to Friday. So I'd like...
I'm interested in a programmer position in Hedge Fund or Investment bank. So I contacted a couple of recruiters. One of them told me with current...
Thank you for the info. Does TA-lib support C#?
Are there any APIs to get technical indicators(like RSI, bollinger band) from IB? It seems that no APIs for that. But just in case.
No. Most of time, SPY is higher than SPX. Look at the prices before 12/17/10(before dividend)
I know why price drops after div. My question is how to calculate SPY in general(I know how to calcuate SPX - s&p 500).
Then does anybody know how SPY is calculated? Why it's a little higher than SPX?
SPY used to be about 4 point higher than S&P 500. But from this morning it dropped and now it's almost same as S&P 500. Does anybody know what...
bone, actually I have a question about considering volatility. For example, there are a pair saying A and B and the avg ratio is 10. One day A is...
Here is example of yesterday and today's es/cl pair. Yesterday, prices were stable and they converged well but today price movements are largers...
I think es/cl is strongly corelated nowadays because of current economic situation. But it's not permanent. And if you guys are interesed in...
Hi, Does anybody do intraday pair trading successfully? Can you find edge even in intraday and does it converge well? Before doing backtest...
Hi, Are you guys doing program trading or manual? I'm curious. Thanks.
Thank you for the info. About iqfeed, can I download historical data without any limit? I only need historical data once for backtest. So can I...
Thank you. It seems to be what I'm looking for. Before ordering that, I have some question. Did you purchase the same data? If so, the data is...
I'm a programmer and so far I could get historical daily data from Yahoo without problem. For intraday data I could get from IB. But IB has...
Sorry. I'm using IB API with Krs.Ats.IBNet which is c# wrapper.
I tried to get snapshot of SPX Call option. So I created Contract like below(I'm using Krs.Ats.IBNet for c#) and then called RequestMarketData()...
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