I think it would be ok if it be a margainal tax? First 100 trades in a month charge 0%, next 1000 charge higher, next 10000 charge higher then...
The only one to hit the low of the day. That’s quite an achievement!
The data source is Dukascopy. Tickstory is just a downloader to find the download links and download automatically. Been around many years.
When you say that i feel sad as I have a need to feel respected. referring to single digit microseconds I am correct as I stated. It’s a matter of...
I don’t know why you argue. We are talking about what’s important. what’s important is contextual and subjective. And since we are talking...
no thats a myth. not really. on x86 its all about the same. the whole thread is ridiculous anyway. i dont see the purpose as this guy is a...
its a pretty over the top reaction to what i wrote. so ill write a bit more to help you not misunderstand it. firstly the total transit time from...
the programming language is the last thing you need to worry about. Use JavaScript if you want. There are 100 other things to solve before...
so You are doubling your trade sizes so you can test scaling issues?
This is from automated trading perspective, human trading any of them should be ok. CQG is slowest. they dont even have colocation endpoints in...
yes Historical. If I start recording my live microsecond feed I’m going to be waiting a year!
Nanotick have been out of action for a few months. They are unable to help at the moment. (I’ve been trying!) Though they are pretty cool....
Futures are centralised not like the dodgy de-centralised stock market
Why can’t anyone do it? All mdp3 is time stamped so every distributor should have it.
where can I buy one year of cme microsecond data? Really really hard to find.
Interesting fact, Actually diamonds do spurt out of the ground randomly. They are forced up from deep in the mantle at random times in history and...
It’s more likely the case of people taking credit for computer strategies.
That’s not curve fitting in the sense used here. He means overfitting. So you’re actually saying ‘there is nothing wrong with overfitting’,...
saying it will fail does not depend on the outcome. you need to think in probabilities. i dont think the word is used differently unless they are...
This is the actual reason: Curve fitting means you looked at the past and built a model on the noise during that period. It’s the same as...
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