Here is a very simple example You buy $100 of CAD stock. You owe $100 CAD because you did not have the currency. This is expensive over time...
What is roughly the threshold amount? Hope not to cross it so that can still keep paying retail fees.
You should try to estimate how much CAD you need for purchases, exchange a bit more won't hurt if you are consistently buying CAD stocks. Trading...
I remember him saying that he did it manually.
It's mainly used for pricing of exotic derivatives. Unlikely you can make profit as individual.
You are getting 4% when actual rates is closer to benchmark of 9% for huge risk in RUB. Think about it this way, you are investing in a risky...
Are you trading the spot currency or futures? IB swap rates for the spot currencies that you mentioned are not attractive unless you are doing...
What ETFs do you hold?
Hi GAT, can you tell us what is the name of the test? I believe you mentioned it in one of your talks before but I couldn't catch it properly....
Jaffray Woodriff also claims to have achieved transcendence
You can find standard VaR method in Hull. What IB uses is probably a more conservative version and maybe with shock periods included.
Yes stocks, sorry forgot to specify.
Hi does anyone know if a position that is shorted and closed within the same day incurs shorting charges?
Does the study account for the rise of HFT trading seesaw which accounts for all trading volume nowadays?
230 yesterday was Yellen speech. Lots of trading to do in FX and IR futures. So it depends on the day itself. But on most days yeah, you should...
Do you conduct research using pysystemtraded? I remember you mentioned that research and production should be seperate systems. If not, what...
10k in 1 exchange or all over the place? They can easily cancel if hit in 1 exch before u can hit everything... Let's just give our money to hft...
Read this on quora, can anyone confirm it's correct? The stock price is $22.87, and has a fee rate of 3.71% and a rebate rate of -3.31%. The...
Hi, what software did you use to capture the data and backtest it? Did you have to write your own? If you wrote y our own, is it c++? Did you...
I want to test some ideas I have but I will need to record L2 data and backtest on that. Just wondering if there is anything out there before I...
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