Oh noes!
Note that not all limit orders add liquidity. Marketable vs. non-marketable is how IB defines it: https://ibkr.info/article/194 I'm not sure it's...
Stocktwits had potential for an NLP edge, but it devolved into Joe Random buying $STOCK and then tweeting "$STOCK going to the moon!!! Buy now!!"....
This is a great list. Thanks for sharing.
As someone who works in this space as part of his 9-5/non-trading job -- yes, you can do that, but the infrastructure to get firehose API access...
What even is happening here...
A risk-free trading algo would look something like: if $SPY < 0 then buy next bar; else pass; @Brightbreaker -- you're trading psychological...
Makes perfect sense. I trade on a continuous MNQ ticker IB offers, so I'm quick to forget that its has expiration dates.
Out of curiosity, why not use MNQ for backtesting?
That depends entirely on your intraday timeframe. My sweet spot is 15-20c, but I likely trade at higher resolutions (3 min chart) than most.
Different strokes, I guess. If I don't beat S&P over the long term, I feel like I'm wasting time, because investing in a Vanguard index fund could...
What's your benchmark to see if you're beating the market?
No, I didn't eat an investor -- I had pizza tonight. Comparing your returns to a passive market index is a common way of determining whether...
Where do you stream your trades? I'm not a doubter (what's the point?), but would be interested to see what someone's workflow looks like when...
Thanks for clarifying. Wasn't aware how cheap these can be.
I'm always surprised to see that TD -- an otherwise good brokerage -- still charges this much for futures contracts. If you're not sure whether...
Nicely done. You can compare your week against the S&P to see if there's an edge compared to standard market conditions, or calculate a Sharpe...
But that's the nice thing about bitcoin -- it's not trading, it's like a lottery ticket that doesn't expire. You put in your 5k, and someday, it...
IB does offer interest on idle cash, but at a declining scale <$100k: https://www.interactivebrokers.com/en/index.php?f=46385
Have you calculated the Sharpe ratio for your strategy? Based on the charts you posted, it looks like a pretty steady equity curve.
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