Algorithmic Trading

Discussion in 'Automated Trading' started by birzos, Sep 29, 2016.

  1. Zzzz1

    Zzzz1

    Which currency spreads don't you like? I find spreads in majors and even most crosses with my broker extremely appealing. Certainly a lot tighter than spreads in most stocks.

     
    #11     Sep 30, 2016
    931 likes this.
  2. 931

    931

    No problems with liking.
    Small patterns may be there only because spread wont allow take them away.
     
    #12     Oct 1, 2016
  3. Zzzz1

    Zzzz1

    With liking I mean they allow me to algorithmically employ profitable strategies, both low latency and those with longer holding periods.

    I pay 0.1-0.3 pip spreads in eur and usdjpy pairs with an additional 9-20 usd dollars charged in commission per 1 million, traded. That is quite reasonable given I am not subject to corporate actions, short sell restrictions, pump and dump schemes, low liquidity as most in the stock market are. And I can express my macro views by entering into major fx pairs, emerging market currencies, and commodity currencies.

     
    #13     Oct 1, 2016
  4. Humpy

    Humpy

    " Out there " is very vague. Just where is the average Joe going to find a very profitable algo and at what price ?
     
    #14     Oct 1, 2016
  5. Zzzz1

    Zzzz1

    Nobody finds profitable strategies "out there", neither for sale, nor free. Strategies are found via research and development, testing, and implementation. I have at least in 15 years never come across any other short cuts.

     
    #15     Oct 1, 2016
  6. Totally agree....well said.
     
    #16     Oct 3, 2016
  7. Zzzz1

    Zzzz1

    #18     Oct 3, 2016
  8. just to illustrate, that even if you go step by step and explain a method, most peoples egos prevent them from adopting the system. The systems are "out there", its much much harder for implementation secondary to all the hurdles.
     
    #19     Oct 3, 2016
    birzos likes this.
  9. gkishot

    gkishot

    Do you have it coded?
     
    #20     Oct 3, 2016