It would be interesting to see comparison of sell at market open vs sell at market close vs sell at +/- standard deviation (Bollinger Band) vs...
VB.NET. More modern and will be easier to maintain going forward. (Assuming you're on Windows platform.) OTOH if your programmer has tons of...
Crystal ball :cool:
It is expected that optimal values will change over time. However. If the change is a regime change you will actually be better off only...
Automated trading is when lots of people flip burgers for you. The operation process involves burger, fries, and a drink. Sometimes this is...
http://lmgtfy.com/?q=pump+and+dump
Gah. Of course I meant to say the sum of the squared deviations divided by the number of items.
Dude. Stdev is just the mean divided by the number of items. Or divided by (number of items minus one) when the number is less than twenty. ......
http://www.trade2win.com/traderpedia/Technical_Analysis#Common_technical_patterns_and_indicators You're looking for indicators that include...
Interesting, forex arbitrage using Haskell. Conclusion: Any possible opportunities have been arbed away instantly, so this method does not appear...
I tend to agree, however standard deviation is easy (fast) to calculate and often it's good enough. Risk/variance prediction is a very difficult...
If your system does any kind of time series analysis or modeling, then ideally it should take into account random/chaotic/noise influence. If your...
Futures preferred. Index OK. ETF third choice. It looks like pitrading is one of the cheapest ways to go.
If it's not random walk, what are the other possibilities? For example you could model data as random walk or white noise or abcxyz. Take all of...
It's really up to your personality/style. FWIW I've tried crazy weighting schemes and they performed maybe 0.05% better which is not significant....
That's good for EOD data. Intraday historical tick or bar data though?
I have been looking for cheap index / futures data for global / international indexes. Unfortunately it's much easier to find ETF data. For Japan,...
One config change in PostgreSQL makes the speed similar to CouchDB, Tokyo Tyrant, Redis, MongoDB, Cassandra and Project Voldemort, and PostgreSQL...
I don't suppose you know anything similar for intraday data? :cool:
Make sure to test any of these new NoSQL databases like Tokyo Cabinet before using them on an actual system that trades real money. For example...
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