I like it. It was the sentiment that really got my attention after this rally. For so long we've seen people buying into every break. Now longs...
Instynct, thanks for such an in depth reply. Trading at constant size for me was really a compromise. It was an easy way for me to stay sized up...
Something I think would be interesting is to see how you do trading all-in/all-out for a bit. I only say this because I personally find it...
All that needs to happen now is for these moves to be true step functions. I was short into that and I still had time to cut without eating the...
I think you can submit an order without transmitting it, so you can set up your bracket, then modify the parent order to transmit it. I'm not...
A huge amount of the arbs in futures are against similar products, not the 'true' arbs. When gold got bombed a few weeks ago, the bots...
If you used switch for this, it would look something like the code below. What the code attempts to do is create an array of strings (dayStr)...
I use return because it's returning a value from a function. You can try to restructure the code so it doesn't use a function if you're looking...
Try this: function DayOfWeekName() { dayInt = DayOfWeek(); dayStr = WriteIf(dayInt == 0, "Sunday", WriteIf(dayInt == 1,...
How about adding in some indicators from the daily charts? Does your 5 minute RSI buy signal work better when the daily RSI is below 30? Why...
nitro, try moving the begin/commit out of the loop. I get about 2x speedup from your original. SQLiteTransaction transaction =...
I totally agree. Brokers might as well use client funds to write teeny puts, keep them off the books, and pay the premium back in lower costs....
The problem with IB is that it's a boat in an ocean full of thieves and asshats. The entire industry seems to be based on the principle that if...
http://research.stlouisfed.org/fred2/series/DGS1?cid=115
Here's a blog that talks in a few posts about using markov models. May be good for a few trading-related ideas:...
I'll give a few reasons why it matters: 1) If I'm looking to make money capturing trends, I need to know that trends exist. Maybe it seems...
How do you deal with the fact that the efficiency ratio gives the same results for step functions as for diagonal lines? I spent some time...
It's not a matter of whether it's necessary or unnecessary, it's a matter of how confident you are that the feature you are exploiting exists in...
Thanks for the input. How about a benchmark for the curve, though? Is there a single or 2 spreads that everyone watches to get a pulse of the...
What a rabbit hole. Without a background in finance, the interest rate stuff is like a foreign language. (To add to the links for posterity,...
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