Recent content by clearsign

Hi there - great thread! I'm by no means a FIX expert, but I have been researching it recently with view to a similar level of implementation. I'm not sure if the following will be useful to you but thought I'd chime in just in case... There is an open-source FIX engine here...

benajnim & mmccormac: I've looked at this "perfect hedge" idea and I don't understand how it can work. * You go long one standard lot on the GBP/JPY on Oanda with USD and the unleveraged amount you'll pay is USD$196,000, the interest you'll earn is 4.63% per annum. This works out to $24.86...

Wow, hot topic. Check this for a study (with equity curve) regarding a random entry strategy: http://newsletter.neoticker.com/?p=237