Recent content by bizhobby

Great initiative! This is related to latency, but might be off-topic - for automated futures traders, what's the best place to host to get the fastest access to your data? The assumption is you are hosting in the same datacenters as the exchanges, but if not it would be good to get the data...

Ok this is quick & dirty but ... may be close to what you need. Still need to set tick size and multiplier manually

If this suits you I could try and make a quick & dirty google spreadsheet template where you can just enter account size / % risk and instantly see multiple instruments without taking too much screen space. Other than that, I could also make it a web page to do exactly what you want. But...

Had the same issue in my IRA. Then I realized that cash settled VIX options are actually allowed. On top of that you can trade the VIX futures in a margin IRA.

While I generally agree with sticking to mature languages, I want to point out that because it is built on top of JVM, it means you should be able to use and import any existing Java code, so that alone is not a reason to not use it.

What is your opinion of QuantQuote? They are not cheap, but certainly not $13 mil. Supposedly has delisted stocks info as well. Last time I checked the cost is $20K for tick data for all instruments. $9K if you just want 1 min bars instead. I'm still considering them, but have read mixed...

Out of curiosity - which stock was that if you don't mind me asking? Mainly curious how liquid it was. Market orders are not guaranteed to fill. Here is a simple logical proof: If there are no bids whatsoever, who is going to take the other side of your stop market order? Some crappy CFD broker...

I've always wondered if it would make sense to short both bullish and bearish 2x ETFs. (Equal $$$) and perhaps rebalance once in awhile if you are ahead of the game. In theory they should both decay and you would capture the difference. Say you take a short position $10K worth of SSO and...

Bill, don't you think price action patterns would be of much greater value if you apply an estimate of their probability in the current market conditions?