Recent content by Guava

Unless you are trading at sub-second level (like milli second matters), then most of the data should be good enough even for FX, assuming your broker is trading enough volume. At a minute bar or higher, the changes in data wrt other brokers will be minimal (because you are compacting a larger...

I chickened out. luckily at small points loss because of the dip in the morning.

Why is GBP going up so much against USD ? any ideas ? Needless to say, I am short GBP at 1.4720 and kind of worried. Thanks

Just wondering, how many of the equity trading systems are market neutral ? I suppose the real high frequency ones need not be market neutral but those with lower frequencies need to hedge that way ? Thanks

Occam, thanks for the info. You guessed it right. I have never traded with an automated system. But I have worked those type of hedge funds in the past. I will stick with IB for now.

How do you develop a 4-10 tick strategy from a 5 min bar data ? (it's not a tick data). or do you mean 4-10 intervals of 5 minutes each ? I think that if you can test (and have positive results in test) by always crossing the spread (i.e. limit-market order) and the order quantity is...

Thanks for the replies. I didn't know I could trade through prop firms. Do you know any name that allows this ? Occam: lightspeed does not better IB for 200+ share/order but it is better for 100 share/order range. I will look into Genesis and Line again. They don't clearly specify the...

Hello, here, by high frequency, I mean about 1000 trades/day for about 100 stock symbols. So, it will be about 20,000 trade/month and at minimum order size of 100, it is 2 million shares/month. I have been searching for brokerages which offer really low commissions to individuals (i.e...

(I posted this on the 'stocks' forum. Guess it was wrong forum for that Q. Hopefully, this is the right one). Hello, Are there any equity risk factors like those by Barra available in the public domain (i.e. at no cost) ? Am not merely seeking some free stuff. I don't mind working to...

Hello, Are there any equity risk factors like those by Barra available in the public domain (i.e. at no cost) ? Am not merely seeking some free stuff. I don't mind working to come up with some approximations and don't mind that (work) being public if someone if ready to work along...