We all know that it is not a good idea to override your automated trading system (ATS) if it has been thoroughly tested (both backward and...
Yes, I learned the lesson about overlapping drawdowns sometime ago. Now I calculate the exposure assuming the perfect correlations among different...
my best friend who used to work at GS said they now cannot print anything that are not authorized, let alone to send them to a private email address.
I found that adding a new strategy tends to increase the overall Sharpe ratio even though it's own Sharpe ratio alone is not so great. So far I...
Sorry I was not clear. I meant to ask "how many new strategies do you put into production each year"
As everyone knows, systematic trading is very competitive and one has to reinvent himself constantly to stay in the game. My question is how many...
A friend of mine has used c2 but according to him it is not very useful and the cost is too high. Keep us posted in your endeavor.
ok found it. it's IBController.
I remember that there is a software that can reload TWS automatically. Does anyone remember the name of the software? Thanks in advance.
trading on a 10" surface? I have large fingers and the risk of fat fingers is too big for me.
has anyone called R graphics from C++?
Thanks. I do use VS but want some high-level graphics package.
what graphic package do you use that can be linked to or called from a c++ program in a windows environment? I don't need a complicated one, in...
Thank everyone for your inputs. Actually I want them denominated in USD. S&P 1200 seems to be a popular index, yet the historical ohlc daily...
People Congress of China is largely a rubber stamp, and thus mostly symbolic. Many members are not party members....
I would like to find a world stock index that goes back a long way and is relatively cheap to get. Which one would you recommend? Thanks.
In China, any billionaire is automatically appointed to the People Congress.
I have a newbie question and hope someone can help me. Suppose I have a long position in qqq and want to sell it five days later at 3:50 pm,...
yep. set exchange to "ECBOT" solves the problem. thanks.
Separate names with a comma.