Recent content by spacewiz

Agile and Scrum (one variation of an agile methodology) definitely have their place and can increase productivity. Unfortunately, too many times they are applied by ignorant people, who bought into hype but do not really understand agile methodology and do not have the right mindset, or simply...

Just noticed that Trading Geeks is offering 15 dollars discount until end of June on their IB Data Downloader. http://www.tradinggeeks.net/downloads/ib-data-downloader/

brynno, I'm in a similar situation as you. I've been backtesting my own systems for a while, using IB historical data, and now i'm implementing my own "algo trader" which will trade through Interactive Brokers API. I think instead of forcing my system to deal with bad-quality data- the...

You have to remember that the "free" code online is not actually free... If you spend 4-5 (or more..) hours looking for decent code, even if it works, although most of the free IB API projects online are abandoned and not maintained , then testing it, fixing bugs, and then putting together in...

http://www.investing.com/economic-calendar/

I was under the impression we were discussing developing trading algorithms, not operating systems. Maybe you would also suggest using Assembly language? Way better performance , and using all that high-level stuff (as in C++) is for lazies ;)

Just a little background: I started as a C++ programmer about 20 years ago, since then programmed in Java, Python, Ruby, Scala, R, VBA, JavaScript... so I know what I'm comparing. Starting a flame war is the last of my intentions, but I wanted to clarify some things about C++ so that people...

If you are just starting : C++ is not a good choice. While it definitely has it's strengths and is still popular - it's an outdated language and one of the hardest to learn. Productivity is much lower even for seasoned programmers because you have to spend a lot of time dealing with low-level...

Some useful guidelines on backtesting metrics: http://www.tradinggeeks.net/2015/12/trading-strategy-backtesting-guide/

To take drawdown into account - you may want to check out Calmar ratio: From Investopedia: "The Calmar ratio is a comparison of the average annual compounded rate of return and the maximum drawdown risk of commodity trading advisors and hedge funds. The lower the Calmar Ratio, the worse the...

TD Ameritrade allows login into ThinkOrSwim from multiple devices - I often have it open on my desktop and iPhone at the same time. Would be nice if IB allowed that as well..

Gold will keep going up as long as the dollar will keep going down.

Cost of production for Saudi Arabia is under $15, Russia : $30-40. Cheapest US shale oil : $40 (and average probably about $55-60), You can see who has the most to lose if they don't cut.

Gamma helps you keep track of delta changes. Also, one of the most (if not THE most) important things about trading options is understanding volatility. Read up on implied volatility and historical (realized) volatility. Without a solid understanding of these - you will definitely lose money...

Anyone thinks sugar (No.11) will resume it's move up? The fundamentals haven't changed in the past few weeks and demand is still on track to exceed supply this year. Now that it's corrected a bit - is this a buying opportunity?