I've seen a lot of discussion on buy/selling relative to the bid with limit orders and also more indiscriminate entries/exits using market orders...
Looking for a way to test some Python code on a csv file of static symbol data. All I am trying to find is something that I can use to generate...
I was wondering if anyone could share a bit of insight in regards to the differences between Institutional and Retail risk management trading...
Technical question regarding exiting vs hedging... Scenario A: Started with 100 Calls and sold off the excess delta as the value of the...
Ok assuming I miss read the article I am basically trying to understand the below question. Does an unleveraged HFT account turn over the whole...
Sorry ... the way I wrote my calculation was a bit confusing. It was $.001 cent gain per $10,000 position. Not 1/1000th% per $10k position...
I was reading an article on High Frequency Trading that covered basic math on the subject. $10,000 - Position Size x $.001 - Expectancy x...
I am fairly familiar with the concept of pyramiding into trades, and have seen quite a few articles on the subject. One of the things I haven't...
There seems to be variations that were intended to track/predict the more nuanced movements of an instrument and then kind of at the other end of...
I have been researching price movement modeling recently and noticed that there is notable difference between daily and intraday modeling...
Sorry for my lack of follow up the last couple of days (holidays ...need I say more). My original question was more of a theoretical one in that I...
Its definitely a balancing act to a large extent and mathematically determining how to balance it is no doubt tricky. I find that a lot of...
I am not disputing that such things should be calculated in advance, but back testing is a test of effectiveness not mathematical validity....
I would like to say I am mathematically inclined, but it wouldn't be true :) ...For those of you who are, I was wondering if it is possible to...
Thanks Ronblack, that was definitely in the ball park of what I am looking for. Do you happen to know if this type of analysis has a conventional...
If you went back and looked at a performance report on a series of trades your going to see things like ... Run-up, drawdown and various...
I would be interested in knowing where I could possibly find more information on the subject or even a search to term that might narrow down my...
With access to historical data we have the benefit of being able to go back and look at what happened in the past and compare it to similar events...
The closest thing I have found is TradeStation. I wouldn't say they went out of their way to design a system for just such a use, but they have...
What about in situations where it opens just about where it uneventfully closed the prior trading session ?
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