Not all "news" get to the market. There are sometimes speculations or false news on banks traders chat rooms and they all trade in unison as if it...
+ HFT corell trading.
Yep, at the same time that they have 14ts on their book 90% of the population got poorer, with loads of debts because the little guy got greedy....
You did not get it. Registered 2002. This is what happens after 9 years of unsuccessfull holy grail hunting, you get to the point where you think...
I personaly dont understand what you mean by that. Is there a specific reason for JAVA or C++? Cuz they are not the easyest to start with. Sure...
The difference between them and you, is this what you want to know? Like, could I just go surf in the morning, nap during the day and simply do my...
fxpro, dukascopy...
Go on the amazon website and buy the books on pairs trading. When done, if you are not discouraged or did not realize yet that this is 1980 stuff...
I suggest you take a look at the IB API forum. http://www.interactivebrokers.com/smf/index.php
Not available http://www.interactivebrokers.com/en/trading/exchanges.php?exch=ibfxpro&showcategories=FX&ib_entity=llc
Alternatively you could use ninjatrader. After a couple color changes it looks as cool.
Yes in Ninja trader. Not totally obvious but if you search around you can find some examples.
Ninjatrader, period.
:eek: I love ET, man you make my day.
I ran 2 or 3 instances of TWS with other softs and never ran into any real issue. Usually the other charting packages are more demanding than TWS....
Do you receive an error message or something? Can you receive quotes in the Excel sheets?
The examples in the sample spreadsheet should work for stocks. Have you enabled TWS to work with the API?
No, I was not refering about the cointegration vector but about the weights. So I am talking about the % of each stock you use to "replicate" the...
Just got an idea. I guess that the allocation % in your factors are fixed. On way is to change this allocation over time with some filtering...
Registered: Feb 2006!!!! Have you traded something else before?
Separate names with a comma.