Listen, a Cray doesn't do anything for you if you don't have the right colocation arrangement.
Let's say what you're saying is true. That would mean people with value-based forecasting systems would see a huge mispricing and sell, right?...
:D
Or a retarded firm. You can never tell just from the hardware.
If you're crazy. Nothing wrong with taking risk and trying out ideas, but trading systems require a great deal of skepticism. A 36% drawdown...
Ok, now the data all makes sense. Thanks for your help, though. Was very enlightening.
Hey, this is really great information. Wondering if you split the data up by time of day on the fill? My opening fills kind of match your...
What's a realistic slippage parameter for backtesting NYSE stocks, assuming I don't trade right off of the open, if the stock trades 1Mil shares,...
Thank you!
Is there any web site that has a list? Yahoo has a screener, but the user interface is a bit annoying. Just looking for a flat list. Worst...
Well, I'd like to do what you're doing -- tick-by-tick stuff -- just to increase the overall trade frequency. I've got a set of working 5-minute...
Fair enough. I've seen enough of your posts on ET that you've done more than enough for the community, so I will take your advice. Mind if I...
1) Can you export historical trades from the charts system? I've been trying to figure out the PnL from a strategy without having to save the...
Can you actually generate backtest reports and optimize strategies for baskets on radarscreen? I've got every window up for every component in a...
It's always one thing or another in every platform. I've never found a platform I like, other than the ones I write myself. And for the ones I...
Say I have a strategy that works on hundreds of stocks, but that I don't want to create a window for each stock that it can apply to. Is there...
Hmm, seems like you are in a similar state of affairs as me. Perhaps we should PM and discuss what our experiences are regarding these systems,...
Just a question for you guys: how much statistical edge per trade are you looking for per basket/pair in your backtest? I've done...
TradeStation has a lot to be desired. Can't execute custom, mixed baskets, difficult to hot key orders, hard to prioritize routes, etc. It's...
Haha, I almost went to Penn State. It's not that bad a school, kind of peaceful out there in the middle of the hills. I don't know if you read...
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