The "fakes and traps" are a matter of perception. And, no, it doesn't matter who's causing whatever it is you believe you're seeing. Wyckoff...
It's easier to buy currency if you want to speculate on interest rate differentials. If you hold US against JPY by buying a CME future, you get...
Trading is easy if you are HFT. Turn on machine, profit.
Yes I remember that you mentioned the dead cat bounce was not statistically significant in one of your talks. Say my rule is EMA (4,16) and I...
Thanks for the reply. Sorry but I still don't quite understand (2). Put it in another way, say I have a signal -20 to 20 for a mean reversion...
Hi GAT, you mentioned before that you outperformed AHL previously because of an overweight in carry. Is this the result of your optimisation...
In function get_cash_costs(self, instrument_code): Does anyone know the difference between value_of_block_commission vs...
Hey Isotope, does the current pysystem run with IB or did you write your own integration? Are your positions live or demo?
Almost impossible now. Lots of fake orders because machines can pull it in an instant. The numbers are all fake
I'm getting an error ImportError: cannot import name 'align_to_joint' from syscore.pdutils import align_to_joint, uniquets,...
I think they will just take a small transaction fee from each transaction. The inventor is a genius he covered most angles.
calculate the sharpe ratio, the best ones have high sharpe and most trades
Are the fees for trading or transferring money
Take EURUSD IB is at around $2 for first $100k. 0.1 to 0.3 Pip spread throughout the day not incl news.
Yup IB is indeed competitive, but I am looking to see how to drive costs even lower. Sometimes I can trade a lot on a huge day and the costs...
What's a cross sectional strategy? Basel II/III doesn't apply to smaller prop firms. I don't see how retail can compete with these.
Which commission broker are you using? I use IB and they scale the commissions with size so it doesn't help which coincides with what TrueType said.
Can I check if risk free rate is used in the calculation of sharpe ratio in pysystemtrade? From reading the code it doesn't seem to be. Is there a...
Down gaps don't matter. This strategy is to keep opening positions and hold each trade until it makes money. Bull mkt strat just like yours.
Why make it so complicated. Just go long at end of each day. Sell position when you make 1%. Free $$$
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