IFoundHoffa - now that you have had your two - albeit identical - postings here at ET - then perhaps you can answer this simple question: How come...
You have 4x margin intraday and 2x overnight - wouldn't this solve your problem?
TSGannGalt - You formulate in detail what I am in the middle of changing my overall system development process into. Great post(s). Thank you....
Futures are too leveraged for what I do. The exposure futures would give to the underlying is too big compared for the time horizon and the...
Hi there. I have been running an ATS for while using to SPY to buy the S&P500 and SH to short it thru a margin account at Interactive Brokers....
Perhaps you can describe in a bit more detail what you do? How often you trade, how long you hold your positions, what your investment universe...
I am curious - what do you want it to be programmed in? And Sky123987 - what did you program the strategies in? Are you building a...
I have all of a sudden started getting this error message thru the EWrapper interface from Interactive Brokers: 162 - Historical Market Data...
I am interested in exchanging ideas but I am not doing anything "high frequency". I work with parameterized models that I optimise with genetic...
I have been thinking about ways to improve the algorithm's short term order placement. Here are two simple approaches I am considering: 1)...
How is this project going? I just did an svn update on a checkout of the main trunk I did a while ago and it is still at revision 149.
QuantPlus - thanks for the answer. 1. Yes. Probably. But there are certain things I cannot test in my back testing setup - i.e. how...
For an example - the model catches the upward trend in gold of the past few weeks but is stopped out on tuesday as the gold price drops sharply....
Hi. I am in process of putting my first automated trading system into production. It uses Interactive Brokers. Part of what it trades are...
I have done SOAP integration plenty of times - expose your .NET NN as a web service and use Apache Axis or Codehaus XFire to access it from the...
As for reliability of the price feeds; even if you go for their CTC interface the quality is probably the same. I have made a setup hosted...
It is. Unfortunately.
Many successful artificial intelligence pattern recognition algorithms look like what you describe. Some input data (i.e. a bitmap image) is...
I am looking Volvo's stock prices around the dividend on the 5th of April: http://finance.yahoo.com/q/hp?s=VOLVB.ST The close price moves:...
I enjoy econtalk: http://www.econtalk.org/ This is a good place to start: http://www.econtalk.org/archives/2007/04/bogle_on_invest.html...
Separate names with a comma.