I am looking for open source tick filter algorithm examples (to detect and filter out "bad ticks"). Anyone aware of anything available in C#...
I need a Bars class (C#), and am trying to determine what type to use. I need something that will construct as time bar, range bar, renko bar,...
I need to store and work with large numbers of ticks (last traded price) in memory. Can I store these ticks as float rather than double? I...
Axel Troost, a member of the Left party, said today that âWe want the FTT to wipe out HFTâ. Back in February 2011 Angela Merkel and leading...
I'm coding some custom order management / handling for unattended automated ES trading during Globex hours (by which I mean between specifically...
http://www.economist.com/news/finance-and-economics/21568741-hedge-funds-have-had-another-lousy-year-cap-disappointing-decade-going
Can anyone tell me point value and minimum tick size? And direct me to a link with this info? (I'm referring to the Rupee values on the NSE...
Are there any retail platforms for Automated Option Trading?
First Law: = = = = = = Every filled buy order matches an equal volume sell order that filled at the same point in time. Second Law: = = = =...
For my first time, Iâm writing code (for NinjaTrader) to handle overfills / order errors / order safety. While understanding that the...
Just learned eSignal doesn't provide historical intraday data for Korean futures... hmmm... Any ideas where best to get this? I would need at...
Whereas historical stock/future ticks represent a time, price and volume at which a trade was transacted, I understand FX ticks are different;...
Had an interesting conversation today with a trader (successful swing trader, with many years under his belt, currently at a bond futures prop...
https://www.oxfordtoday.ox.ac.uk/hedge/ ... 40 per cent of hedge funds mislead investors by routinely revising historic performance data......
After setting strategy parameters on âtrainingâ data, an often repeated recommendation is to run with these same parameters over âunseenâ...
Ooops! Sorry, KingOfSHorts! I jumped the gun on that one
Hong Kong is the world's most developed financial market, according to a World Economic Forum report, overtaking the US and the UK for the first...
https://www.mckinseyquarterly.com/Economic_Studies/Country_Reports/How_the_role_of_equities_may_shrink_2898
Iâm studying how price evolves after a specific event occurring at T1 (when last traded price is P1) to compare it with how price evolves at...
How do you store price and time data in your database to avoid rounding errors and preserve accuracy: For prices, I use centicents (so...
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