Wow, well that's pretty broad. Did you google this question? What discpline of finance? For example, Stevens Institute of Technology as a...
You can buy tick data directly from the CME. It won't be continuous contract, but there are well known ways to create continuous contract pricing....
Hence my statement re: much more to it. IMO, you're better off having a strategy that is so obviously simple the programmer will happily collect...
Have your programmer create the software but don't provide the inputs, if you're strategy has them. Also, there's much more to it than just...
There are really only two options: (1) Continue on or pull the plug. Note I consider this the same option as it is based on emotion. (2)...
Ok... you asked... :) Yes, you're high on crack. This is a dumb idea. Not trying to be an arse. You asked. Remember? :) Take care, Louis
Liquidity, leverage, and regulation. You can get the first two from most spot forex firms, but you don't get the regulation. These instruments are...
The original poster's question is easily answered, as you implied, with an emphatic 'Yes'. Now, you have to be a little careful because "automated...
Check out Jack Schwager's books on futures. A Complete Guide to the Futures Markets and Schwager on Futures: Technical Analysis Also,...
Standard practice is to use a continuous contract that has been adjusted using one of several well known methods: forward, backward, etc. This...
Ah, sorry, not too familiar w/ equity side, I'm mostly familiar with futures. Take care, Louis
What instruments, markets, etc? Louis
http://www.futurestech.com.au/
cmaxb, What software is this? Thanks, Louis
Spreads fluctuate with liquidity. OANDA is probably raising spreads today because it tomorrow is a holiday.
Interesting synopsis on that link about John's talk. Position sizing is one of the heavily emphasized topics in Van Tharps book. Thanks for the...
tortoise, Go read Van Tharp's "Trade Your Way to Financial Freedom"... the title is hokey, but the book discusses system development in detail....
Reuters has an API for this. https://customers.reuters.com/developer/ I've never used it. Take care, Louis
frosty, Awesome thread, keep it up. I'd love to watch the EOD strat as well, and you'd definitely get a gold star IMO if you posted the day...
Well, from what I can tell this equity curve says that you turned $2,500 into more than $200,000 in 7 days. I don't want to sound like a...
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