Congrats GAT on both the performance and the book! And its good to have you back on this thread, however fleetingly :). I wonder if I could ask...
Indeed that is a possibility, thanks. Its a tradeoff between one-off extensive set up time (with some unknown operational risk) against using up...
OK I see. In order to run paper and live account in parallel, you actually need 2 gateway instances with separate logons and configurations. 32...
Seems like a big effort to set up. You are duplicating everything so imho you have to be extra careful one doesn't collide with the other. Sounds...
GAT, you are right. Having given this further thought, I have concluded that the benefit of merely getting extra marginal data does not justify...
Sorry at end of first para, meant: '...about execution and costs)?'
I was wondering if anyone here has used a dual setup on their machine running both a live account and a paper account? I am considering setting...
To report back, after I raised this issue with them (repeatedly) it appears shortstg prices finally have the correct mintick attr. I imagine IB...
GAT/Quiet1 thanks - I have dug a bit deeper and if you check the ICE website, short stg does indeed have 0.005 tick value (as both of you have...
Thanks GAT, the needle did move briefly and I saw a 1 cent spread on Mar 21 but its back to 0 spread again. Mar 20 hasn't budged from 0. I think I...
Any rates experts out there? Don't know if anyone can see the posted image but in summary the bid/ask of stg stir were equal at 98.68 all...
I just logged on to post the exact same thing, as it took me two weeks to get a response out of them. In any case, hope everyone is managing to...
Ok thanks for the response guys. Just checked again this morning. I got the 1100/1102 error codes showing the resets, which would indicate all is...
I am finding if I manually restart the server after the daily reset times(a few minutes during the 0445 -0545 window - UK time), Gateway is pretty...
Arguably the band went commercial some time ago, in view of the fact they released the original chart topping single for purchase in the first...
I have read the book and its an interesting and compellingly simple approach, but I am sceptical for the simple reason that the last 40 years...
Sorry to butt in but my less than 2c worth (blame the recent drawdowns) is that the Computer says 'probably Yes'. Of course if it was me and...
Ok, its helpful to hear that it takes a bit longer if you include optimisation. I have also found scipy to be the main speed bottleneck. As...
@isotope1 - for the sake of benchmarking, I was wondering if you might be kind enough to share, for your backtest, how much load you give a worker...
I can see the problem. However, and speaking as a non-expert, -ve correlation of returns to me does not necessarily mean -ve correlation of...
Separate names with a comma.