Recent content by fliesch

Any help? 1. In a backtest is a buy at market order filled at the current inside ask or not (exact realistic fill)? 2. Is it possible (concering RAM/speed) to backtest barwise e.g. 1h and filling on the at barclose durrent bid/ask price for e.g. 1 year of data? How quick? 3. Is a...

Several questions before I might purchase MC: 1. In a backtest is a buy at market order filled at the current inside ask or not (exact realistic fill)? 2. Is it possible (concering RAM/speed) to backtest barwise e.g. 1h and filling on the at barclose durrent bid/ask price for e.g. 1 year of...

Several questions before I might purchase MC: 1. In a backtest is a buy at market order filled at the current inside ask or not (exact realistic fill)? 2. Is it possible (concering RAM/speed) to backtest barwise e.g. 1h and filling on the at barclose durrent bid/ask price for e.g. 1 year of...

CME. Anybody?

1. What is the usual delay to send an order from Europe to the broker/exchange? I heard about 300msec. 2. What is the delay from the US-Broker to the exchange? e.g. IB, Globalfutures... 3. What is the delay of exchange servers processing an order?

realtime, raw data and not too expensive? Any idea?

my opinion: Currencies are damn efficient! I have systems that work on stocks,bonds, commodities, real estate - and most do not on currencies. I know several currency traders (discretionary traders) that perform well - so it should be possible - but automated? maybe not. The mainproblem in...

I am developing trading systems since 6 years - my experience (very much shortened): By the way: Trendfollowing defined as: - entry +/- setup: procyclic - exit: trailingstops or procyclic (e.g. x-period low) - no targets - comments concern trading without t-bill returns 1...

"Join a trading group WITHIN a prop firm. You just buy B Class LLC Shares. They are incentivized to help you become profitable. Obviously the question of safety of funds comes up, but your initial exposure will be limited to 5k. " What do you mean by that? Does this tradinggroup trade a pool...

Funny. Another INTJ ;-)

"On a serious note - look at some buyside firms that might be searching for people to analyze biotech/pharm stock." Thought about the same, too.

What about the possibilities for an M.D. to work for a hedge fund? I am developing systems for two years and I am not happy with them up to now.... I love maths, though I haven't used it for a while. Once thought about studying it. Anyway. What do you guys think my chances are to get a job...

It's a pitty. But I think if those data are so expensive there has to be a reason for it! I will start to catch my own data - starting with the major indices. fliesch