A pre-ordered "Unknown Market Wizards" finally came in this morning on my Audible. Barely had time to listen to it yet but went over Marsten...
There are few things in systematic trading that become pretty obvious the more you do it, examples: Backtesting over any "single" period of time...
In my opinion, in systematic trading, right answer to this + right commissions structure, is literally worth a million $ as it makes or breaks a...
Good points from Mickey, that is certainly a voice of experience speaking. The bigger the better, in general. Unless you are specifically...
While can't confirm your math, stocks in general, are not a high leverage instrument because of regulations. They use to be, then Great Depression...
As someone who went thru this - happy to help if you guys need it.
To keep myself honest I keep track of every single override and my rationale + make regular review later. Is a habit and part of my process now....
In general - yes. To put it simply - the more trades in the sample and the larger the duration you tested over - the better the odds of it...
Classic mechanical trader's mistake. I bet it happens even to guys who've been in a business for 20-30 years. There are so many variations of...
You certainly don't need AWS / PowerBI / Python / SQL / R for all of that, they are actually often a huge distraction and you're absolutely on a...
I have 3 of his books. Which is a huge compliment to the author, as I probably bought few hundred on this topic in total and kept <20. Mostly to...
Did you think of thinking writing your own apps? Some components of automated setup are more or less the same. You basically need: High quality...
Rob Carver has a journal on ET in case you will like his book. Fully Automated Futures Trading. Howard Bandy has few good books. Mean reversion...
I don't believe there is any special support. Though, if you don't require special handling you might just treat them as any other time series. I...
Thanks for pointing in the right direction. I think that's the key after doing a bit more research on this. I was unaware OTC has multiple venues....
Interesting.. It was just weird to see market maker in the exchange field. Thanks for clarifying. I looked deeper at the OTC with the reference...
I'm with IB Pro so I pay per share for everything anyway. IB has IB Lite where they say commissions are 0$. Can't say if that includes OTC. But IB...
Appreciate time taken to reply. Is that IB matching orders internally? I couldn't find any information on this when looked online, and have...
I stand corrected on execution exchange for LKNCY. Entry was "OTCLNKECN" Exit was OPG with "MM" reported by IB as exchange Not sure what "MM"...
For last couple of months I was tapping into low priced stocks and discovering some nuances. A fraction of them are OTC, a fraction of those need...
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