Robot Trading on futures - ES et al

Discussion in 'Journals' started by iuykcif, Sep 3, 2009.

  1. iuykcif

    iuykcif

    Yes I'd say so.
    How you call it, symmetric wrt x (time) axis ? (a reflection, like a mirror image)

    y=f(x)
    y=- f(x)

    (or more in general y=- a f(x) + b, a>0)

    Like pairs of inverse ETFs (eg SDS/SSO). Example:
    http://tradermike.net/2007/03/list_of_inverse_short_bear_etfs
    http://www.stockrake.com/inverse-etfs-inverse-mutual-funds-and-inverse-etns~2007~09.html
    http://etfdb.com/type/equity/inverse/

    etc.

    [Problem is that even that, I am afraid, wouldn't help much probably ... ]

    Tom


     
    #71     Sep 13, 2009
  2. The robot was designed by a top Wall Street trader and two software developers together they created the bot.

    Equity Trading Alert Stock Trading Robot works by using mathematical algorithms and technical analysis to analyze real-time market data and historical market data.

    The system is capable of running thousands of complex trading strategies simultaneously.

    The system is programmed on a “state-of-the-art framework”.


    http://www.EquityTradingAlert.com
     
    #72     Sep 13, 2009
  3. HEY DAYTRADERBB...................YOU ARE A PIECE OF POND SCUM!!!!!!!!!!!!!!!111
     
    #73     Sep 13, 2009
  4. iuykcif

    iuykcif

    What's this? a blame attempt to get me kicked out from the forum ?

    I can only guess this is the frustrated loser ET-cop at work again, right ?

    In case were not clear, I am not connected in no way with the poster daytraderbb, and ask the mods to kick out that user.


    Tom

     
    #74     Sep 13, 2009
  5. iuykcif

    iuykcif

    I kind of doubt that simple tricks would lead us anywhere, as, if it were so easy, everyone would do it.

    As I said, while the option way is a possible one, I'd rather try all means to avoid it. Options are too "greedy".

    Perhaps, a direction to aim to, or at least attempt, is, while we have a scalping algorithm, to employ *another* algorithm for the sole purpose of hedging.

    Clearly, the second algorithm, although not necessary profitable, should not be a big loser, just do well its job of hedging.

    Ideally, one would like at any dangerous time to be close to the situation:

    Acct1 N
    Acct2 -N

    (for the same instrument or highly correlated), so that whatever happens he might close all at any time (possibly with a profit), and in case restart, when the positions grow too big for the accounts.

    Now the big problem is, first of all, to determine whether such an algorithm exists at all. And, second, find an instance of it.


    Tom




     
    #75     Sep 13, 2009
  6. You give up too easily. I'm bored. This is a perfect last post number for me. I'll let others ellaborate.

    I got some rice to boil.

    Bye.

    http://en.wikipedia.org/wiki/Calculus_of_variations
     
    #76     Sep 13, 2009
  7. For the record, user "iuykcif" is "COLD". He admitted this to me via PM, I still have the PMs in my inbox.

    He is a tricky one :)
     
    #77     Sep 13, 2009
  8. So what? Seems many have multiple identities on ET. Lets focus the discussion on Robot trading of futures.

    Think through the high frequency offsets versus what is required to adequately hedge the risk.

    I see advantages in the high speed game particularly if a longer time frame hedge can mitigate a substantial portion of the trading risk. Not 100% but 75% is a tolerable risk/reward ratio.

    I don't care if the Hedge is options, another robot trading the same pair offset month, cross exchange instruments.

    All I know is I want some form of a longer time frame hedge in place to cover the robot's activities. Reality is this game is so fast that by the time you see your position is in trouble your late to the recovery party.

     
    #78     Sep 13, 2009
  9. iuykcif

    iuykcif

    _

    Is it Play time ? I see some people are tired to think and they want to relax! :)

    Even if irrelevant, let me say I don't have currently any multiple identity and have little idea what Raskolnikov is talking about.

    The funny things is I did receive, among the tons of PMs, one funny PM from him saying "I commend you COLD".

    Actually, I believed that was some kind of compliment referring to the fact that a trader must not have feeling, or something along those lines because I did not respond to some provocations.
    Now should I understand that's someone else user name on ET ?

    I perceive going adrift and I just guess that this thread has become too long.

    Tom


     
    #79     Sep 13, 2009