hi, I have a question concerning carry interest when the partnership derives its income solely from short term futures transactions. I would...
very interesting thread...I've been using TS historical data for backtesting. Does EL have similar bugs to NT when it comes to looking at future...
I think it is more difficult than you realize. You are correct in that the number of parameters tends to be low for a system to be robust....
You misunderstand my point, you always have the common scenario, the raw data itself... I'll give you an example, I challenge you to decipher...
IMHO opinion, it is misguided to worry about someone reverse engineering your algo. The basic problem is that you do not know how many...
Hi rttrader, IMHO optimization reports on their own are of little to no value. It is always possible to generate a better glowing report that...
Not sure what the context of your post is...The thread's assumption is that HFT is a profitable endeavour and driving away prop traders. You...
I don't think anyone will be willing to post account statements. Nonetheless, the rapid rise of HFT over the past five years didn't occur in a...
The definition the WSJ touched upon is pretty broad. There is no mention of the regulation(s) being discussed. Is a FTT one of the scenarios being...
In my experience, using any type of soft computing technique is an indication that you don't have insight into the problem you are attempting to...
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