Thinking further about the above, I suppose some edges seek to exploit some specific aspect of trader behavior/psychology (rather than some...
IMO, here youâre asking âShould [Edge] Work Across All Instruments[?]â. Ask any group of traders âWhatâs an edge?â and I doubt...
Europe has turned the corner; while the numbers will lag for a while, the paralyzing fear of financial collapse, widespread just a few months ago,...
http://www.elitetrader.com/vb/showthread.php?s=&threadid=206926&highlight=slippage
... or test on data from several providers to determine how sensitive your strategy is to a specific provider?
Is this any good for you? http://www.truefx.com/
Can you download the data into Excel for each underlying leg of the spread, and recreate the spread data there?
I have autotraded in the recent past with this set-up which used Excel (see "RTD in Autotrader").... worked fine. You get the solidity, quality...
Whose "sentiment" do you mean? Perhaps it makes sense to consider different trading styles as distinct? Investors' sentiment? Perhaps you can't...
Yes, that looks correct. And thanks miscsales for the correction on R.
"Kelly Criterion ... a mathematical formula relating to the long-term growth of capital... currently used by gambers and investors to determine...
Many thanks. I use eSignal and IB data sources.
OK, fair enough ⦠⦠either itâs a stupid question and youâre all too polite to say so (somehow I doubt thatâ¦), ⦠or no-one has...
If you are a retail trader using a retail broker, you need to think about colocation proximity with respect to your broker's order servers (rather...
Has anyone measured this? Or could estimate it? I'm after an idea of how long NinjaTrader 7 takes - once it has received market data - to...
Processor speed has a negligible effect compared with latency to the market. See the following ......
I am certainly no expert on statistics, but doesn't "1-Lag" just mean that the analysis focuses on how the return from day [x+1] related to day...
http://www.elitetrader.com/vb/showthread.php?s=&threadid=204223&perpage=6&highlight=ping&pagenumber=1
Are the markets random? ----[a] Or are they not randon (but with a very low signal-to-noise ratio). ----[b] IMHO, the answers to your...
Many thanks. I'll take a look.
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