they have a RESTful webAPI... which works well with Python or pretty much any other language...
Python is a low level language? :O
I see what you mean, with underfitting the strategy looks bad when training and it also looks bad when generalizing to out of sample data... but...
Hi guys, The biggest problem I have with this idea of "rolling window" where the old data gets dropped out, is that I can't see a cost effective...
I think that Slacker's advice is right on the money. Python is a language built to be friendly to people who are completely new to programming,...
Some things are very hard to backtest, like the workings of the queues in the order book... with enough book feeds data and some creative logic...
You could use the IB API with excel through DDE, or you could use their API with several programming languages...
The idea that the market is a heterogeneous mix of participants with different investment horizons (from pension funds to hft) is central to the...
If the stock goes down, why will the Calls be exercised? (that should happen when the underlying price is >= to the strike price)
Big players may shake the market when they have a large order to fill. Listening to the squawk box and taking note of who is buying and who is...
3 and 4 are the same.
what kind of leverage do you get on intraday?
are you allowed to carry overnights?
Good point. I havent thought about it that way. :)
The execution engine at the market runs on FIX mate. It doesn't matter if the brokers API is binary, it must translate to FIX in order to execute...
Any order that is not FIX needs to be translated to FIX at some point. Since all of the execution engines that run the markets speak only FIX...
metatrader's language is pretty close to C++ too....
Have you considered that maybe you found a delay on the quote feed?
the order book can give a lot of information about the context of the market at a particular time... the L2 feed is several times the size of any...
Why not FIX8? http://www.fix8.org/
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