It depends on where you live, I've averaged a visit to the data center every half a year or so, to upgrade the OS, fix problems, replace hardware...
If your trading is fully automated, then consider server colocation at a good data center.
Thanks for the quick reply. Do you remember the source? Or a keyword to look it up with?
Say you have two accounts under your name, is it legal to have the two accounts trade with each other? I'm thinking this is a fast way to...
Got it, thanks!
Thanks for the reply tradelink. Is there a convenient place to grab EarlyClose.csv or did you create it from this page?...
How do you do this in an automated system, for holidays and short sessions like today? Thanks.
Hmm, I'm always watching out for my strategy to die a fiery death too. We may well be on the cusp of a big change. How often do you get a...
How many distinct positions do you hold at one time? The only perfectly market-neutral strategy is to have no possessions. The fewer positions,...
With a scalping strategy, it's inevitable you get strings of consistent gains with the occasional larger setback. Are you holding back because...
I don't have direct knowledge. I just trade small stocks and do relatively large volume, so it has always looked to me to assign all the...
Are you trading small sizes of very liquid stocks? If so IB's paper account does a good simulation of live trading. If your size is large...
I feel your pain. Had some major code changes and was hoping to test it today too but the paper account was not working. Same problem. I've had...
What % of the average daily volume are you trying to buy/sell? If it's 0.2%, MOO, MOC, limit order mid day would all be fine. If it's 1-2%,...
What about for a strategy with holding period in the 1-5 days range? Not on size, unfortunately, market is mostly efficient, after all...
Are those performance numbers based on out-of-sample testing? If not, it's just a quack website.
They better match. If not, it's time to turn off the strategy, go back and figure out why, voila! another lesson learned on the road to consistency.
Ah it is called the Calmar ratio. I don't know about you guys, but more and more it's the only reward : pain ratio that matters to me. I never...
What's a good rule-of-thumb to this ratio? I'm thinking anywhere above 5 is good enough...
There was a discussion thread about this a year ago, and it was decided that an API trader can use IP restriction instead of the security device...
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