Arbitrage system forward test

Discussion in 'Forex' started by Znail, Apr 24, 2017.

  1. Znail

    Znail

    Hi, Lee , Thanks for your informative reply, to cut thing short, Hedge-Fund using code base progress, nano seconds execution, 6 digits quote, and fast computer, to deal with LPs . For retail level, I admit that not all brokers are Arb able because they are (most of them are SCAM). As you know that the most effective strategy in financial market is the latency trade and even faster these days, but brokers prevent their pockets on B-book by just trading against you. Also, LPs and Aggregators plug-in your executions on prevent their pocket. So at retail level to make ARB to work, one should read client agreement of regulated broker before commence anything else, and make sure that you don't do strategy against agreement. Then with a little application of Hedge-Fund methodology to trade them. We will file lawsuit to their regulator to shut them down or until they pay us, if they refuse to pay.

    Brokers has been robbing traders for a long time, name it, B-book, plug-in, spread widening, slippages, etc. How long are we going to let this keep going.
     
    #11     Apr 25, 2017
  2. Znail

    Znail

    Hi GAT, the best way to demonstrate the test is to post my fx book with verified account and track record, but you should know why i will not do that. I will say it again, my intention here is only give market idea IF ARB DO-ABLE, that's all. I will keep update the same way, fake or not please use own judgement and be patient.
    Plus, ARB opportunity is not as rare as you think, trust me. There are many fake opportunity, most old methods
    take all opportunities and failed. you need to select them carefully.
     
    #12     Apr 25, 2017
  3. Znail

    Znail

    Starting Test Date : 18 APR 17
     
    #13     Apr 25, 2017
  4. Znail

    Znail

    Hi SimpleMeLike, definition of ARB is easily found on internet, the problem is how to implement it in real world. Some think that it just buy/sell assets knowing that price will rise/fall (At institution grade, e.g. brokers, you can do that to trade against client on B-book), but at retail level it needs multiple strategies to make it happens.

    I am not claiming myself professional, but when it get to coding, please concern these factors;
    1. efficiency of coding language, some easily code but slow execution, some are fast without platform to support.
    2. Some platform offers institution grade interface, but lower standard when comes to execution.
    3. all depend on your strategy to work comfortably with which coding language.
     
    #14     Apr 25, 2017
    SimpleMeLike likes this.
  5. truetype

    truetype

    When someone claims his tick-to-trade is in the nanos, there's no point reading the rest of his posts.
     
    #15     Apr 25, 2017
    bone likes this.
  6. Lee-

    Lee-

    Well, I sort of disagree with you. I could provide an arbitrage solution that is sub microsecond measured from last bit of the frame that contains the quote message to first bit of the frame that contains the order, but this would be a hardware based solution. In general, I agree with you though. He basically said he's using software and probably has no concept of the issues that arise when dealing with nano (or even microsecond) scale such as inaccuracies in software based methods for measuring latency, the impact of the scheduler, or that context switches are a bitch.

    I don't doubt that there are counter-party forex brokers out there that have bad market making algorithms that can be exploited in various ways (including arbitrage). If OP found one, good for him!
     
    #16     Apr 25, 2017
  7. Thank you Znail for response,

    I use NinjaTrader8 to program and back test different strategies ideas for me to make money. I only see to trade 1-3 contracts.
     
    #17     Apr 25, 2017
  8. Znail

    Znail

    Hi Truetype, please kindly carefully requote in full phrase, and do not leave out important message that will distort meaning. "Hedge-Fund using code base progress, nano seconds execution, 6 digits quote, and fast computer, to deal with LPs" and "Then with a little application of Hedge-Fund methodology to trade them".
    I would not be here posting here if I am Hedge Fund.
     
    #18     Apr 27, 2017
    SimpleMeLike likes this.
  9. Znail

    Znail

    Hi SimpleMelike, from my experience with Ninja platform, coding them is not a hard task, the hard bit is speed of people who process the code outputs. As I say the platform is superb, but broker who use them slow their performance by process not platform structure. One reason I can think of is that Ninja provide many market information that crucial and important to trading strategy, so broker might has to put little magic to the executions and you know why.
     
    Last edited: Apr 27, 2017
    #19     Apr 27, 2017
    SimpleMeLike likes this.
  10. Znail

    Znail

     
    #20     Apr 27, 2017
    SimpleMeLike likes this.