We use Quandl Steven's Futures to get the raw cleaned data and then construct continuous and backward-adjusted ourselves. Always been happy. Their...
Most guys involved with penny stocks blew up at some point. On the long side for obvious reasons, on the short side due to recalls and squeeze....
Ok so... the below is how it works with my counterparties, might not apply to everyone's relationship: - if you sent an order and you received a...
Not all-in, that's for clearing only. Some venues just don't negotiate their fees (e.g. FastMatch charges 5$ for matching, it's non negotiable),...
Hi folks, I am running an HFT strategy in FX and have an infrastructure that costed me quite a lot of money (and still costs a lot monthly). I'm...
I looked at this quite a bit and came to the conclusions that: 1) There are actually much less opportunities that you can see due to fairly high...
The reason why we like IB is because they're overly cautious. Why don't you try to close your position instead of hedging it with an opposite...
What is your budget per hours ?
I'm bored of the "if he has money why not just trade his own money". Learn to do simple multiplications on 2% / 20% on 1 Bn$ and see if he can...
I work in a UK based hedge fund. A few points about UK financial statements at companies house: - They have to be audited so you can be fairly...
@Mtrader @Van_der_Voort_4 @algofy You guys should chill out. It doesn't matter who post here and whether I'm a fraud or not. I'm not selling...
@Commodity_Trader You mean a market order of 7000 contracts? Sorry if this wasn't clear. When you get bigger sizes, you have to model your...
How much ? How often ? What execution algo ? What latency ? If all they say is "I have slippage after 10 contracts", I assume they're not serious...
I trade in clips of 10,000 lots. Any financial futures you will be able to manage without slippage, either using market orders (up to 500 lots) or...
Ahhhh the good old days
https://www.quora.com/Algorithmic-trading-How-to-get-started-building-an-algorithmic-trading-system Google will get you more results.
Yes you should. But be prepared to have a high budget, nobody serious works for less than 250$ an hour in this industry and if you have to model...
Look at the spread between the two months (e.g. plot it on a chart), if you think it will get higher in the future, buy Dec, otherwise buy Nov....
Correct I forgot dividends, this is still very mediocre when you can find 20+ managed futures funds that made 20 or 30pc on average with the same...
This is what kills the hedge fund model.... investors look at a short meaningless time-frame such as 12 months, then a tail event happen and the...
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