I do not try to start a debate on which one is better Technical Analysis (TA) or Quantitative Analysis (QA), QA also referred as Quantitative...
Thank you. I can start my forward test with 1 contract next week :)
Just to confirm, that I can trade Emini s&p 500 on interactive brokers as many as I want, no pattern day trader applied. Is this correct? Thank you
This is for order execution module, applying the algo to a rolling window of data. For algo discovery, I will use python or R. Thanks, I will...
I am working on 1 minute strategy too, still back testing.... What do you trade with your two 1 minute strategies? (e.g. stock/forex/future?)...
Wow, multiply by 6 in a year. That is really impressive! I am keen to see what would be the true alpha. Please let us know.... By the way, I am...
I am collecting historical data, market data and order book from Interactive Broker (IB), currently just focus on E mini S&P 500. Planning to...
Apologise for my ignorance... Just would like to confirm my understanding. Vectorized backtesting can deal with a single sequence of related...
A very interesting thread, lol. I learnt a lot from this thread.
I re-read @Ghost_of_Blotto's post, especially on "the information is not in the data" Thanks for sharing the setup. I am looking into RabbitMQ,...
I checked the CME membership website. It seems we can apply for membership, by filling form and submitting passport copy, $2000 application fee....
Hi, There are a few order types that I am interested in, for example 'all or none', 'minimum quantity', 'hidden', would it be possible to submit...
One tick in ES is 0.25 cents which represents $12.5, one point in ES is 4 ticks. Is this correct? What is one handle?
You will need to apply for margin account, I am with Interactive Broker. When you said, you are extremely successful scalping future, is it on...
Thanks for the links, I am going to use Amibroker for to test an idea quickly, then implement in c++ or Java
Johanmul, Thank you for your advice. Here my honest self-assessment of my skill set: Machine Learning: intermediate to expert Algorithm: expert...
I will have to try this automated trading things for a year, either success or fail, it is ok, I still have my day job. If success, I will quit...
Thanks for the info, at least, now we know it is possible. The information is not obvious in the data. It is hidden. Understanding the data, in...
Oh, I see, thanks, I will get IQfeed when I complete my work on Emini S&P.
Could you please confirm, 50 cents profit per contract and 50 thousand to 100 thousands contracts per day? So the profit for this ES trader would...
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