Recent content by tere

BofA had great inflation graph somewhere on the web... Like 20% of the money printed in 20+ years was printed during corona.........

http://www.nanex.net/Research/IsNBBOIgnored.html Found this article giving bit more insight. Where else could i find useful info?

Are they using black box dices?

What sort of dices they use?

If it happens in short period of time , how can you jump when they jump/ed?

I learnt some basics , Im ready to roll the dice now. How many sided dice would you recommend to use? Should money management related stuff like position sizing also be rolled?

Are they not good at hiding their prints?

"Lets say some broker writes 80% lose money..." From what point is account/user considered a loser for the stats that brokers use in disclaimers? It could be conflict of interest , and beneficial for brokers to show better numbers. How can one know that the stats are accurate?

If you would be from estonia , you'd already know.

Dont worry about trust, its not like someone is going to throw their strategic sources. But trading source components surrounding testing environment for strategies would be an option. My idea is more about finding common goals for developing surrounding tools . Not so much on sharing...

Yes , better one would probably require historic order book etc. By using quote sizes i mean limiting fills for limit orders, using bid and ask offer size data. In short , Do you think using quote sizes gives bit more accuracy to the test?

If there are gaps in trade data of exchange tapes. Does no trade data in some region mean limit orders in the middle of the gap would have gotten no fill?

Goal is to do limit order simulation. So far i have used NBBO{bid , ask , bid size , ask size} data in simulation. Utilizing historical spread and offer sizes at all stages...stop loss , take proft , order entry etc. Also for quote sizes offered i can set percentage of fills for simulation...

Hi, Have been developing datamining/backtesting/trading related algorithms for a while now... Lately started to look into collaborative approaches and found it hard to find people with decent trading related insight while outsourcing some tedious aspects. Also specialization would take time...