What the hell is the kind of government which puts up posters slandering an individual anyway. It's sick.
I'm doing this, don't got anything statistically significant yet though as it's just been running for a week. Seems as if it's not doing quite so...
W/ adverse selection I mean adversaries selecting the same trades as I do, but faster, thus leading to a worse price for me (manifesting as higher...
Yeah, that's what I mean by "using average slippage". I deliberately targeted these ETFs due to the low spread the algo by design might seek to...
It is tick data that has second precision rather than millisecond precision. Yeah, it's pretty silly but that's the terms of the data provider to...
A big problem is I'm also working with second stamped tick trade data without bid/ask, so there's a limit to how far I can take my simulation....
Ok, so I basically made a Sharpe 8 algo (trading IWM/SPY/QQQ), with the chief unrealistic assumption being that fills are executed at the last...
Separate names with a comma.