Recent content by jasonm

Yes you touch on my goal. Why java - I built a strategy that works quite nicely in Java. Some small tweaks, but more than would be needed to switch to C++ completely. C# is nice, but I do not have visual studio. It appears FXCM supports FIX protocol completely, and therefore I will...

I numbered your points to make it easier to respond. on 1 - yes i notice no matter who i look at, there is always a negative review. OandA i could not find any negative input, but then i saw the $600/month and this is too much to ask for me to begin at the moment. on 2 - FXCM appears well...

As an update: I notice OandA charges $600/month for use of its API, while FXCM (appears) not to charge anything. Therefore, I should note that I plan to trade algorithmically using Java. This will hopefully guide responses. Thank you for any pointers.

Hello, There is a mass of critique on many brokers online (read: bucket shops, etc). I am looking for a trust-worthy broker to use as a US resident, that does not offer equities. I work at a bank that requires equities to be traded only through approved brokers but for FX & other products...

@stoxtrader thanks for the response. i am going to need to drill down a bit deeper. i currently have approx 1,400 signals since late april. i am sure this is not a huge number by any of your standards. it is coded to perform in both bull and bear, so i will need to see what weighting proves...

edit: "you now have a total wealth of .9*W available to invest" should be "you now have a total wealth of (1-x)*W available to invest"

hello, i am hunting down some literature regarding portfolio/investment weightings with rolling strategies. my example is: with this i mean: at time t you have wealth W. you have investment weighting x (0<x<=1) at time t+1 you have a signal telling you to invest in IBM based on some...