A great systematic trading should return 15-20% annualized and has a Sharpe Ratio of 2 and above.
Good Question. Trade Execution is exclusively through IB TWS but I'm not sure about the alternative data source.
Look at ButtonTrader made exclusively for IB. It's an amazing order management tool. http://www.buttontrader.com/swf/ButtonTrader_Videos.html
Verizon Wireless Broadband is quite robust in NYC. With a USB modem on a laptop, you get ~1.5Mb/256k download/upload speed.
http://www.youtube.com/watch?v=lZc0fLZ4EQM http://www.youtube.com/watch?v=-KpqOePUXn4
Alex, is there a problem with TWS's high-frequency data quality or its order entry and management? What broker, data provider, and order...
You don't need directory location. Do these steps to transfer bookmarks! From "Bookmarks" menu option choose "Organize Bookmarks". Once in...
Stay away from C++ if you have other choices. Although powerful, C++ has a steep learning curve and takes many months of good programming...
If you activate electronically too many times (possibly due to PC/OS crashes), you'd reach a maximum number of activations after which you cannot...
I've integrated 4 short sound clips (<1s) into my setup. Three are for the neutral, uptrend, and downtrend regimes. The 4th alerts a significant...
Thanks. I do consider higher time frames and totally agree with you. I've also found, painfully I must add, that the damage of being "tagged" in a...
Agree, you may have some spy processes using firefox to broadcast information. I'd suggest downloading a trial version of Zone Alarm Internet...
All feedbacks are appreciated. It's great to see various suggestions although this makes the answer rather subjective. It seems there are multiple...
Thanks guys. Based on your suggestions, exiting a winning trade immediately after a swing high is not a good practice and one should take the...
I am looking for some suggestions on how to deal with retracements in a trend following setup? Lets assume you're long the market which is...
order ticket --->
It does not make sense to me. A typical sell order ticket has a (mkt or stop) order to sell the market + two child orders connected through an OCA...
This is odd but similar cases happened to me with IB market orders by getting filled 3 ticks outside of the bid-ask range to my disadvantage!? I...
I'd suggest MATLAB connected to your data source provider through their API particularly if you consider making your analysis more sophisticated....
Profit, although your higher returns has brought your Sharpe Ratio lower (due to the increased volatility in your PnL histogram), if you wait...
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