Recent content by naifwonder

35% or higher. However, this is not necessarily me taking the bet. I'm operating in hypothetical circumstances right now, and how others would react in these circumstances. Would opinions change if I said 20% instead?

I wanted to get some feedback from others regarding a semi-abstract scenario. Before jumping into the reaction pool of "gold will go this way, this is right, this is wrong", please take the time to read this post in full. The primary goal is to see how people would invest $2k to $4k if they...

I think this sums it up well. Taking the custom route is a decision to be weighted carefully in terms of what benefits it poses - both short term and long term. Like other aspects of trading, it is an investment, and it must be assessed if it is the one with the highest return. For me, custom...

Please keep in mind that I am not exclusively arguing in favor of retail platforms. I am actually the one that started this thread about building a custom platform in the first place. I am pointing out that for certain applications, retail trading platforms are sufficient. I have had excellent...

I think retail trading platforms are ideal for certain types of projects. For that niche, these platforms are great at what they do, and for the most part, they are reliable within reasonable limits. I do not think retail platform developers churn out unreliable products. They do not have...

The types of strategies I am programming are far beyond the scope of what any retail platform I've mentioned can handle. Some of the things you've mentioned I am using. One part of one of my systems would take around 20 days to run a back-test on if I used a traditional retail platform. My...

I think I misstated myself. The platform is extremely modular, and the layer is, in some sense, already there. However, actually implementing a system utilizing multiple instruments factoring in currency-variable relationships requires a level of mathematical analysis that would employee aspects...

Here are two key questions to ask a programmer for how they approach programming both in and out of the financial sector: 1) Are you familiar with object-oriented programming, and do you use it frequently? 2) What error testing methodologies do you use? These are very basic questions, but...

Hey guys, I can in someway understand the jump on Ghostrider, but he is asking perfectly valid questions. I'm the CTO for my company, and I've learned through numerous discussions during the software development cycle that different people approach the feedback process in very different ways. I...

Conventional trading platforms are designed for analyzing smaller data sets, and almost always require you to load all the data into memory that you want to test against. For example, if you want to build a system to testing trading 1 minute bars from October 1, 2001 to October 1, 2011 for...

Thanks for the feedback. You're spot in regarding the OMS comment - that is the area I am proceeding with the most caution. I am most likely going to use a retail trading platform and interact with that via some form of API rather than directly interacting with the broker. This would give me a...

If you're serious about performance, the guys over at Percona are the definitive authority on such matters. They charge a premium rate, but they get the job done. If you are insistent on doing it yourself, firstly you want to look at your slow query log. Enable slow query logging, check out...

I've been working on testing out some ideas that involve analyzing a great deal of data across multiple assets. The amount of data to be analyzed in combination with the nature of the systems I wanted to build made my project unfeasible for typical retail trading platforms. As a result, I built...