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I've heard of people compartmentalizing it by hiring seperate programmers to work on seperate 'chunks' of it, but obviously there are some real...

Post by: Asada, May 17, 2008 in forum: Automated Trading

time horizons...

Post by: Asada, May 15, 2008 in forum: Automated Trading

I think you'll have to define "risk of what?" in order to begin finding an answer to your original question.

Post by: Asada, May 5, 2008 in forum: Index Futures

MAESTRO, would it be possible to get your definition of risk/reward ratio? It seems to be at least somewhat uncorrelated to sharpe or (more...

Post by: Asada, May 5, 2008 in forum: Strategy Building

Ah, thanks very much for your help.

Post by: Asada, Apr 15, 2008 in forum: Data Sets and Feeds

Assuming globex FIFO rules: Trader 1 sells 10 contracts at the bid Those 10 contracts are bought by traders 2, 3, 4, 5, and 6. They each had...

Thread by: Asada, Apr 14, 2008, 2 replies, in forum: Order Execution

I'm considering buying some futures data from Tick Data. Can you explain some of the frustrations? I'm guessing from your post that them...

Post by: Asada, Apr 2, 2008 in forum: Data Sets and Feeds

Umm, I've heard of a runaway bot in FGBL...

Post by: Asada, Mar 30, 2008 in forum: Index Futures

Looks like it's A: http://www.cme.com/files/GlobexRefGd.pdf Dang, that could have been fun. (Sure somebody's already thought of it, though)

Post by: Asada, Mar 29, 2008 in forum: Order Execution

Is a large sell 'market' order on the globex e-minis submitted as: A) sell ordersize@limit [current bid - (.5 * no bust range)] or B)...

Thread by: Asada, Mar 28, 2008, 1 replies, in forum: Order Execution