Recent content by grahamglover

Sorry for very late answer. I recommend adding audio for one market initially. Then once you are used to it add some clearly different sound effects for a second market. Tick by tick sounds for more than two markets gets a bit full on but you can add Auto alerts and other volume alerts for any...

Thanks for the feedback Spectre2007, even if I am a bit late to the party. Hope it is still making a difference for you. Audible information is a highly undervalued resource. There is a reason sonification is used in all sorts of high risk areas to represent the environment. Of course some...

@bladerunner2049 - A lot of prop traders rely heavily on their trade sounds in the X_Trader DOM in a similar fashion. P$ is an extension of that concept.. @wintergasp Thanks for the rat traders link - that is both hilarious and fascinating. Suppose training rats is some weird parallel with...

This site pretty much has anything you need on ML: http://www.jeremydjacksonphd.com/quantitative-finance-resources/ http://www.jeremydjacksonphd.com/category/deep-learning/ And these coursers are held in high regard (though Andrew Ngs course I think covers everything. Also look for Andrew...

I have listened to a few of the TiML (This Week in Machine Learning) podcast episodes where they talk to cutting edge machine learning experts in different fields. The consensus seems to be among the ML community, by industry leading experts who have the finger on the pulse, that the ML...

Wow I guess I just spammed the thread in one post. Sorry for that. Writing from mobile and the text kept disappearing. Lottery jackpot indeed. In short - get your ideas live asap instead of chasing a 10000% return on a backtester. You might just come up with a 20% return system that works in...

There is probably a reason why TT don't have a backtester. ... or any sort of market replay data. You gottsta get those stats from real trades. That's hSo take your best idea and start there. You won't make 10000% in a year unless you win lottery. Ever wondered why TT don't do a backtester or...

Wondering if full Sierra chart functionality is enabled...Specifically, can traders still use the Sierra DTC Server for interfacing their own systems to execute and receive trade data from Sierra?

Does read like that.. I am more familiar with Eurex. Still... Worth investigating. Plus why not just start with a prop / arcade considering the benefits if swinging that many rt a day.

While you are starting out / getting back into it - you could apply for the CME New Trader Incentive Program. Eurex also have an equivalent. Can save you buckets on exchange overhead for the first few years. Tradovate (have said) they would accommodate any incentive program as I am sure most...

Well I have managed to dedicate a bit of valuable time to understanding this beast during the month. Some days it seems very trad-able, others extremely manipulated, and others dead as bat shit. Business as usual. Definitely the opening few hours seem to be where its at - though the afternoon...

Cheers for the suggestion / feedback. As mentioned earlier it certainly is a goal to have something automated in the end, but not sure can mimic intuitive trading in software to the extent it matches discretionary performance. Benefit of the software is that it does free me up from staring at...

Not sure if I will get any clear entry signals out of it (or if I've ever been able to define my trading in clear signals). More like volume picked up, someone continually sticking the bid, correlated market moved up and bids stick, see some games screw over some traders then finally work a...

Yep is Vwap. Finally got all the data into charting platform. Now working on some sort of historical order flow visuals to review - pretty much looking for things like @MrMuppet discussed. Sure it's historical but I hope to get a feel for how much liquidity pulls up price action, what sort of...

No matter how smart I try to be about who the participants are - most of the volume is traded against market markers, probably in any futures market. As @learner2007 has stated, over half volume accounted for is traded with AMRO, SG and ML alone. Now if I am a short term speculator in this...