Recent content by elabunsky

Hello, I like offer my own futures (binance, okx, kucoin) crypto bot for sale with sources (Python). For private usage only. Review backtest (50 usdt per position - if you will trade 500 usdt you will potentially have 10 times more profit). Have long term proof algo. Regards, Eugene.

This is not right way. It's better use self collected data for avoid problems with the model when it'll go live. PS. As I said base period for algo 1 second. It's possible use 1/2 second also.

We collected tick data from Nasdaq Basic Feed (dxfeed). Average PnL showed 2-3% daily. We are using seconds as a basic timeframe and rebalance the positions each seconds after our estimation. It's not possible to use 1 min or 5 min timeframe - the algo will loose because we need to trade as...

Thank you for advice.

Bad humor...

Hello, Some time ago I wrote the article “Pair trading died - hello massive trading” From then, I changed the trading model, collected good quality data, that can be used as a proof of concept for the algorithm (Nasdaq Basic Feed ticks). Data collector used C API and developed on C++. It is...

Numpy/Sklearn/Pandas for research and any C++ API for release algo

TT is not direct access platfrom. Best trading platform available for private investor is Rithmic imho

CME Direct Access (DMA) need if you have model that need low latency and able invest capital. Best way contact with prop. company. They will able setup server for you, offer 1 usd per round trade fee etc... But they will ask % from profit and all setup costs. And of course you need hire C++...

No one still. I'm focused another project now. How long time you will be ask me again and again as little boy ask his mother "mom mom mom look look look"?

Hello all. FYI: Review PnL that algo generated live. Binance margin coins. Regards, Eugene.

For example, 1 (one) thread for all processes, latency

C++ only. Do not use Python for production