Recent content by mwahal

Who is your vps provider where you are running Linux? Is it running on a dedicated setup? Thanks

May be I am naive or too new in the VPS, but the host location is irrelevant for a retail broker, because you are sending orders to your broker, and not to CME/CBOE/etc directly. Your broker server may be who knows where! Unless your broker claims that their servers are colocated in Chicago and...

There is a lightweight IB Gateway software which can be run in place of TWS if you are using some APIs to place the trade from Excel directly. But, if you are using TWS to place the trade, then good luck! I don't think it's meant to scale the way you want. You are better off running FIX...

BTW, you got me into using swigibpy a few years ago when I was looking around for some framework for IB Python for my automated trading system. Thank you for that!

I just watched the video. Very informative. Tip: Watch at 1.25speed to save sometime. Also, probably can be edited to take out some Q/A which were obvious or not contributing too much value to the video.

Yes, R has lots of stuff. I saw a few projects, but they were above my ability to comprehend since I have yet to learn R. I have been avoiding it so far to learn R but I guess I will have to start it someday. Thanks

I think pysystemtrade looks promising, will look into it. Thanks

Toonerdy Thanks for taking your time for writing detailed response. The system trades between CASH, TICK1 or TICK2. TICK1 and TICK2 are different values, thus the trade shares (size) will be different, sometimes as much as 5x. Regarding the capital invested, yes you are right. The capital...

Something which doesn't want me to open account or run only on Windows. I was looking for something in opensource etc running in java or python or even C/C++. I am more of a Linux/Mac guy. Thanks Mwahal

Hi Is there any open source software which can analyze your trades and spit out risk/drawdown/maxdrawdown/sharpe ratio/etc etc. I have a list of about 200 actual trades with date, time, stock price, # of shares, buy or sell. The format is in the file...

But what makes me curious is why only IV30 is jumping and not IV15 ?

I am more looking from intraday point of view in short term to take some sort of swing trades based on how different IVs are moving. Normally, IV Short/Term rises when the underlying is falling and vice versa. But looks like oil behaves differently.

So the spread is all over the place, from +1 to -1 and now again 0.5. Ideally, the spread should be negative (1M-3M) since 3M vol is usually higher than 1M vol. But oil being so volatile, I guess people are taking bets all over the place.

I see your point about the USO IV30 itself. I can see it's sitting at a 3 month low. It has been beaten down a lot (this is google chart of OVX index for 3 months). Also attaching the chart from May 11 onwards, which shows how the OVX has spiked up both days, which may have caused the behavior I...