Many thanks Bone. But wouldn’t the hedge ratio and chart ratio be different? The hedge ratio would be the monetised volatility of spread 1 /...
Hi all, Please can I get some help in working out spread ratios and price ratios for when 2 markets have completely different tick values or...
I’m from the U.K. we just had our own election with a crazy Marxist. He got so desperate towards the end he offered something free every day....
Yeah I was actually googling to try and find out what commission rates were back in 70’s and 80’s to see if they compared to $30+ for a 1 lot in...
I tend to agree with gkishot. Never say never. Bernie pretty much neck and neck with Biden who is practically senile. Wisdom suggests Trump...
Hi I don’t really want to turn this into a political debate. But Sanders (along with a few EU govs) are musing over a financial transaction tax....
Ah thanks, thats interesting, i think i looked into that but don't think the spread charts are great are they? More just a line produced as a...
Yeah its only their Integrated Client account that allows for autospreader/backtester (and I think even the ability to chart synthetic spreads)...
Yeah CQG and TT do it but pretty pricey. $4/500 a month plus extra per lot fee. I can pay it if needs be but once you add in the per lot fee...
Cheers ZBZB, thanks for letting me know. Do you know if it allows you to trade ratio spreads automatically or you have to leg into the spread...
Hi, I'm considering switching accounts to trade through MetaTrader5. I currently do my systematic trading via NinjaTrader but they don't support...
I understand that to mean you assume all market movements are random?
Guess it depends what side of the fence you sit on. I know a couple of guys up close to a million this year mostly trading Trump tweets. Which I...
Fair question. But it’s a technique some people use both for robustness testing and also staying on top of the system so it adapts with current...
Hi, Thanks for that, good response. Yeah I tested from 2014-2017 to build the system (averaging about 1 trade every other day so lots of samples)...
I partly agree and partly don't. I've been a prop trader for 11 years and had massive edges that lasted for years, sometimes went months with...
Hmm walk-forward optimization is considered a standard methodology in strategy development. Optimization is likely to lead to curve fitting and...
So you're against all forms of systematic trading/ research?
Hi, Just wondered what your thoughts were on walk forward optimization as a way to test the robustness of a system? I have done conventional...
Hi, I've been a professional futures trader for 12 years. I am looking to learn coding for obvious trading/career benefits. My plan so far is...
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