see: http://fxtrade.oanda.com/spreads/recent_spreads.shtml
tight spreads and small/flexible transaction sizes. The only problem I see is that they charge $600/month for their API. Not sure - in case...
Last year I purchased a Dell PC with Windows XP home pre-installed. I asked a sales rep about the cost to upgrade to XP pro and heard I would need...
I'm currently using Tradebolt and am very happy with it. I hope you will add Oanda asap to your list of brokers.
Whenever you run a backtest look carefully at volume * price. If this is low, spreads are likely high, as will slippage be. Many stocks that trade...
$1,500 is a lot of money for this software I programmed something similar in R, but: - no limits to number of stocks and timeperiods -...
I am looking for something similar: a program that allows me to enter my (multi-day) swing trades, import historical data for the instruments...
any statistical software package or spreadsheet program can do this easily, but you have to do a little bit of programming yourself.
Even when using monthly data, October 1987 was still a 4 sigma event.
Can you give us some information how you actually run your simulation?
there's a nice chapter in Carmona's book "Statistical Analysis of Financial Data in S-Plus" how to fit these distributions to your data using...
I ran some walk-forward-tests on a portfolio of stocks for the years 1995-2006 that look too good to be true. I think the problem might be that my...
It is useful to distinguish short-term "averaging-down" trading strategies from long-term (lifetime) "dollar-cost-average" investment strategies....
free, but for how long? http://www.opentick.com/forum/viewtopic.php?t=50
Luenberger's book "Investment Science" has a chapter on this.
For a clear overall picture, read: Stocks for the long run Jeremy Siegel
Garch is also implemented in R (free). Besides their application in option pricing, Garch and other volatility models allow to estimate risk of...
Stoxtrader, You might be interested in this free e-book http://www.library.cornell.edu/nr/bookcpdf.html
Sludge, You're saying you're good at math. You might be interested in: Applied Quantitative Methods for Trading and Investment Christian L....
The Encyclopedia of Trading Strategies by Jeffrey Owen Katz, Donna L. McCormick
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