Sim vs Real Money Trading

One of the things you need to code. All my sim algos had this built in.

 

Why do you think most can not "eliminate the emotions" if its quite so easy ?

wrbtrader

 

I thought all HFT are automated?

 

Ya! We love getting married. To positions.

 

They are, but they not really trading, just technology advantage to front run so to speak.

 

Isn't front running illegal?

 

It is if done on the floor by broker for example, but totally legal if computer does it. Go figure.

 

What if a broker uses computer to do it?

 

You don't see a problem with this? Unrealistic Sim gives you unrealistic results, that's all.

 

Front running based on inside info (like holding/knowing big customer order) is illegal. Computers guess that there's big order. Now, the controversy comes when exchanges allow some order types that may be used to extract info.