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  1. How to analyze and evaluate momentum strategies?

    Hi all, I've heard that many momentum strategies are performing poorly these days. Mine is losing a lot money YTD. How about yours? I...
    Thread by: mizhael, May 14, 2010, 27 replies, in forum: Strategy Building

  2. Looks like the FX forum on Elitetrader is not very active, ...

    where are the more active FX discussion forums? Any pointers? Thanks!
    Thread by: mizhael, May 13, 2010, 21 replies, in forum: Forex

  3. Maintaining market neutrality in high frequency?

    Hi all, In high frequency trading, suppose you want to buy and sell certain amounts to maintain market neutrality. Lets say you have to buy...
    Thread by: mizhael, May 13, 2010, 0 replies, in forum: Order Execution

  4. I am using TT, how to gurantee fill at close with good execution?

    Lets say I just want to hit close price with a pre-defined number of contracts, but it has to be guaranteed to be filled, in order to do...
    Thread by: mizhael, May 13, 2010, 7 replies, in forum: Order Execution

  5. Where do I find FIX server so I can test my FIX program?

    Hi all, I am doing programming using the FIX protocol. I have two questions: 1. Are there sample codes for using the FIX protocol to...
    Thread by: mizhael, May 12, 2010, 5 replies, in forum: Automated Trading

  6. How to gurantee the execution of order at close without bad slippage?

    Hi all, Let's say I want to do automated trading and the trading strategy requires me to submit order that hits market close EOD everyday....
    Thread by: mizhael, May 12, 2010, 10 replies, in forum: Automated Trading

  7. When to turn off and turn back on a strategy?

    Lets say you have a bunch of strategies that are currently running in real-trading, what's a good way to turn off and then turn it back on a...
    Thread by: mizhael, May 12, 2010, 12 replies, in forum: Strategy Building

  8. If your trading strategy and back-test rely on time, is that fishy?

    Hi all, Let's say my trading strategy and backtest rely on hitting the price of "open" and certain times such as "11:27 am", etc... Is that...
    Thread by: mizhael, May 12, 2010, 5 replies, in forum: Strategy Building

  9. Good [open source] high speed trading platform?

    Hi all, I am developing my high speed trading platform. However, I would like to know if there are good open source high speed trading platform...
    Thread by: mizhael, May 12, 2010, 4 replies, in forum: Automated Trading

  10. What would you do with your Carry trade?

    Hi folks, Happy trading... I am a systematic carry trader, in the sense that I don't really do carry trade in a discrete approach. I did...
    Thread by: mizhael, May 9, 2010, 3 replies, in forum: Forex

  11. What's the best way to roll and change positions at the same time?

    Hi all, Let's say I am long 10 June contracts, and I will reduce it to long 5 July contracts the next day, what's the best way to do...
    Thread by: mizhael, May 7, 2010, 0 replies, in forum: Index Futures

  12. How do you construct a portfolio of trading strategies, instead of securities?

    Hi all, Suppose you have a long $100 short $100 strategy, how do I leverage it up? Is long $200 short $200 (double the size of the above...
    Thread by: mizhael, May 5, 2010, 14 replies, in forum: Risk Management

  13. where do I find roll schedule for Sugar in GSCI?

    thanks a lot!
    Thread by: mizhael, May 5, 2010, 2 replies, in forum: Commodity Futures

  14. Has anybody attended "TradersBootCamp"? Any thoughts?

    Hi all, I am thinking of enrolling in the training classes here... Any thoughts? http://www.tradersbootcamp.com/WhoWeAre.html
    Thread by: mizhael, May 5, 2010, 9 replies, in forum: Index Futures

  15. How do you judge systems in real-trading and compare systems?

    Hi all, I have the following problems that I need your diagnosis. I have three daily systems that are running real. From paper trading,...
    Thread by: mizhael, Apr 30, 2010, 2 replies, in forum: Strategy Building

  16. Good traing courses for trading futures?

    Hi all, Could you please give me some pointers to good futures trading classes, including spreads trading and other forms of futures trading?...
    Thread by: mizhael, Apr 28, 2010, 5 replies, in forum: Commodity Futures

  17. When you do spreads, how do you handle expiration?

    Good day! Let's say you do a calendar spread, when one of the leg futures goes to expiration, do you roll that futures into the next...
    Thread by: mizhael, Apr 27, 2010, 6 replies, in forum: Commodity Futures

  18. how do you handle futures roll-over?

    Hi folks, In your backtest, how do you handle futures expiration and roll-over? It's very hard to programmatically keep track of the...
    Thread by: mizhael, Apr 26, 2010, 11 replies, in forum: Strategy Building

  19. anybody had experience with LIM/XMIM here?

    I am playing around with LIM/XMIM software, and try to do some back-test, if you happen to also play around with LIM/XMIM, let's discuss...
    Thread by: mizhael, Apr 26, 2010, 3 replies, in forum: Commodity Futures

  20. Adding more parameters to your model vs. curve fitting?

    Hi all, Please shed some lights on me about adding parameters to your model while avoiding curve fitting... Here is my question: I have a...
    Thread by: mizhael, Apr 21, 2010, 17 replies, in forum: Strategy Building
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