Regarding the offer of implementation, testing, capital and trading of black box systems⦠Can someone use some of these services but not...
I need to get a temporary replacement car ($5K budget), something for comfortable highway cruising. I've been checking VINs on Ebay motors. A lot...
The date range is 8/1998 through 7/2001 on about 300 CDROMs This data contains every trade and quote for every issue traded on the NYSE, NASDAQ...
I agree with what youâve read. An edge that exists across multiple markets is likely more robust and stable over time than a single market edge....
excellent advise!
Of course they will if they want capital badly enough and believe in their methods. A real time demonstration is a very small price to pay for...
By my calculations max drawdown is 29%. Non-compounded rate of return is 12.5% per month, 150% per year. Monthly compounding gives 389% per year....
There is no inherent need to disclose methods. He just needs to demonstrate real time results that are in line with historical (backtested)...
Excellent results! Do what you can to get more capital. Or if you can figure out how to lower your capital requirements it will let you delilver...
8) Do your systems use constant size or variable size positions?
Sounds robust if all markets trade with the same parameters. I calculated your monthly Sharpe ratio as 0.68 which is excellent. Based on the...
Some people come up with great systems that by design require more capital, data or CPU resources than the designer can afford. Capital is...
Everything I use is custom code, written in C and Matlab. Real time data is accessed through the IB TwsSocketClient API. There probably is 3rd...
You should be able to log real time data for 2K stocks using Realtick over a T1 or from a co-located server, or maybe over a fast cable/dsl...
I use pure Bid/Ask price levels and depth to simulate market orders. If you have bid/ask data, why use the last at all? The last price can be a...
Ok. I understand now. Since your method is complex and canât easily be automated, the trader must have enough discipline to follow the rules...
I agree on the first part. Doubt of oneâs methods can kill profitability, either from lack of understanding, lack of discipline, or inability to...
And I kick myself for not automating my testing as efficiently as I do now. I'm testing some parameter aspects about 100K times faster now than...
My input data is the entire message stream captured via the TWS API, compressed and logged to disk. This is converted or filtered in various ways....
Are you talking about spot checks? I sometimes verify backtested trades manually, kind of like spot checks. Mostly I run a 4-way automated...
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