Recent content by GlobalRaider

All: I want to set up a system with Amibroker and Interactive Brokers. However, I don't have the time to learn all of the coding and systems integration techniques to do so. Is anyone interested in setting up such a system for me on a freelance basis? This would get me started back-testing an...

Sergio77, do you care to contribute to the conversation?

I am building a FOREX analysis spreadsheet in Excel. I am interested in importing the WM/Reuters Overnight Benchmark Interest Rates using the 'Data from Web' function. I found the dataset located in a sub-table at Interactive Brokers' website (https://interactivebrokers.com/en/index.php?f=1595)...

I have tinkered with using Interactive Brokers' API data stream to Excel to calculate skew for underlying assets. I can only envision it operating on a point-in-time basis however as it will be a manual refresh. It would be nice if there was something that allows data visualization streaming in...

Sorry to back-track to a sidebar from page 2... Question 1: Would you also use a basis swap (USD denominated floating interest rate swap) or a spread trade in futures (Fed Funds vs. 10-years)? Question 2: I'm trying to improve my understanding of the interrelations of International Interest...

What are the most popular strategies used in high-frequency trading? Vikram Rangnekar Pair Trading - Trade two stocks which naturally track each other an example could be Coke and Pepsi, make money when they fall out of line on the idea that they will have to revert back to tracking each other...

I'm trying to keep away from placing stops where institutional traders place theirs... A large quantity of stops at one price may generate price slippage due to increased supply at big stop strikes... or stop-running by the machines. Please share your thoughts on using the following to select...

This thread is to collect information about tactics, techniques and procedures used at institutional trade desks. By studying the behavior of the big money players, we might better understand how they will move given similar market conditions. Please add what you know. Thank you.

cvds16, Thanks for responding. You are probably right. I do realize stop strike information is guarded and proprietary to the institutions, so I'm not merely soliciting the easy answer. Perhaps a better question for the sake of discussion is: "If we were institutional traders, what analytical...

Further, I want to know how the whales generally select strikes for stop orders so I can develop a complimentary option strategy. I know the answer is probably 1-sigma, 1.5-sigma, 2-sigma,... I thought I'd ask you gents to help me out with your sage wisdom. Thanks!

This thread is to discuss institutional behavior in sell-offs, esp. methodologies employed by institutional portfolio managers when placing stop-loss orders. This is an effort to better understand the ratcheting-down of stops in recent 2-sigma downside events, especially 2011, Q4 2014, AUG-2015...