Recent content by master718

Hi Guys I've build a few forex systems using NinjaTrader and recently decided to try out the Optimization tool in the Strategy Analyzer. I realize that this is somewhat a subjective questions, but do you think the optimization tool is the epitome of curve fitting and has no value, or is there...

Hi How do you get level 2 data for penny stocks? Does Interactive Brokers offer that data? Thanx

First, I have to admit I don't have too much options trading experience. I've been in high frequency stock trading for a number of years, but options are somewhat new to me. I am also not overly quantitative. I've been looking at some of the options strategies out there. Last month I sold...

Hello I work on Wall Street and realizing how unstable the markets can be, I would like to diversify my income and invest into a business. If anyone here is doing the same or has an idea of something they want to open or has already opened something and needs an additional investment please...

http://www.thespoof.com/magazine/index.cfm?eID=4932

what kind of holding time does your strategy use so that the latency makes a big differance?

Pretty similar to what you guys are talking about: http://seekingalpha.com/article/110600-doubling-up-on-losses-with-taxpayer-dollars

I believe you will find what you are looking for with these guys http://www.kytegroup.com/

There are tens of strategies that can hold for that period of time. Also I guess I should mention that I was talking about the equity markets.

Hey Guys I am looking for examples for high frequency trading strategies (holding time 10 seconds – 1 millisecond). I am not looking for any trade secrets, just out of the box ideas or general examples. Thanks