Before I embark on a crazy project like this, does anyone know of commercial or open source software that allows one to capture order book data...
Why are all the big firms engaging in spoofing and market manipulation not criminalised but you only hear of small guys getting the short end of...
To be avoided for short term trading
Somebody said that ES is fully automated. So I was trying to find out relatively which futures market is not. Guess it's a ranking of how fully...
Please state the contract and why you think there is minimal automation.
Did IB pull market data for OTC Pink? How do I subscribe for it as it is no longer under the usual list?
I don't remember all the details, but you can go try it. What are the states that you are gg to pick? What distribution of returns are you gg to...
I tried using HMM (hidden markov model) before. Just using price as a single factor will not give you an accurate model.
Hi GAT do you know what type of strategy Rentech is using based on your experience? How are they able to beat everyone else?
Did anyone find a solution to trading products on ICE, say Nybot without paying $120 in data fees?
Instead of rolling out our own, why don't we just create another thread for understanding the nuts and bolts of PySystemTrade. I'm interested even...
What did you adapt your trading into? Swing and longer holding periods? But that leads to lower sharpe ratios no?
$800 per cross connection is daylight robbery. It is cheaper to write FIX and connect to banks directly! How can anyone even consider using Baxter????
Is there a way to make the patterns more generic? How about clustering them based on some similarity measure?
Hi, what is the minimum account size needed to open with Baxter or Pepperstone? Do they act as prime broker and connect you with the banks directly?
Stocks for now
Is there a place to check the fees and commissions charged by each individual exchange
What is the cheapest exchange to route to ?
Do you have serious infrastructure or found something in a niche market? If it's infra, how much did you invest in it?
How do u calculate returns when futures are leveraged?
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