...and then I was rummaging around in the attic. And I found an original copy of the Bible. Which was nice.
Simply pushing the limits of size at one venue will generate the least overall profit. Plus your calculations are based on the whole order book...
Rough rules of thumb: use proxies to get a true TOB and slice at a max of 20% TOB or less, repeated at X interval, where X is based on...
I know only too well. So, I traded 10 real trades with pure intuition when I started out (knowing sweet FA). Nothing but gut feel. And to keep it...
yeah, it'd help if I could cite it - but his son said he'd walked out out on near done deals due to feeling back ache, not just as a one off...
One and the same. Synchronicity forms the foundation of most religious experiences, world over, through time, across religions. And intuition is...
Brilliant. Just deserts for the time I saw him at LSE ripping into an undergrad in a full lecture theatre. Poor kid just mentioned NNT made his...
Career advice aside, be careful of Taleb. Narcissist with absolutist views on randomness that'll sink you as a trader. As he's made a pretty coin,...
No, pretty basic requirement I'd say, but then i have the same problem with MS telling me to backup every bloody file I open to OneDrive. You...
Say what you like about the man but he sure knows how to fuck an economy: ADP NATIONAL EMPLOYMENT REPORT SHOWS U.S. PRIVATE-SECTOR JOBS IN JUNE...
Don't. MT is not suitable for live trading in any circumstances. The broker terminal has back-end shading functions to deliver you a 'special...
Good work - similar, I model off spot then add shading after. I gave up on MT5 for testing because of this and other anomalies, but if you can...
All brokers using MT4/5 do it differently. Some brokers vary by symbol. Unbelievable. If you want some sanity, MQ demo server works consistently...
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Absolutely. If not you could end up creating all kinds of wrong uns— eg a blind martingale system that made 2-300% last year but contingent on...
Is this some kind of all in one tester that's mixed MM and signal in a most unholy way? It gives me the shudders. Personally, I'd be moving...
It makes sense it helped but it's because you've contaminated the signal. Separate out signal generation from execution constraints (eg margin) as...
I don't get why you're asking Mark because I'm 99.9% sure you know. spot OTC = dealer driven, no central order book etc.
Not in FX
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