Search results

"...everyone would be doing it" This is a stupid argument I hear all the time from limited mindset people. There are opportunities like this and people getting rich on them every day! Most people believe in 9 to 5, that's why they are doing 9 to 5. These opportunities may seem "easy" at first...

yes, that's pretty much correct, although it's not plain LSTM or CNN technology, it's something more sophisticated that works better ;) I'm in the process of testing it with bunch of Futures CME contracts. Still early to say if my system can find an edge or not on these instruments. Collecting...

From my experiments so far, I can tell you order book flow has a definitive advantage over analyzing price alone. From what I've seen the best edge is to analyze: order book flow+price+volume+correlated instruments. Speaking about algo-trading in short term time frame.

what is your definition of Holy Gail?

Well, it's illegal and there was a guy doing that and he's going to jail :(

Actually FULL order book (some call it L3), not the crippled L2 some people use. Contains tons of information. For example when someone want to buy tons of shares or contracts they won't post it at once, but you will definitively see it, if you know what to look for. Say there's 400 contracts...

Yes, any robot profitable trading against Forex non-ECN will be rendered unprofitable by the broker. Anyone who is trading against these companies especially scalping and making serious money is basically extracting their revenue. One time I was at the Chelsea piers in Manhattan and saw huge...

why not? you don't like free money?

Great work Adi!!!! Don't be discouraged by the idiots on this forum. I know you were working hard on this for years, and they will dismiss your system in a 20 second judgment. I'd suggest you have 2 accounts: #1 low risk low leverage, and smaller #2 high leverage account or this one you should...

ok, did you ask for their signup bonus? did they give it to you?

Thanks everyone. I'm not really a beginner, I'm just trying to find the best combination of broker/market/pricing structure for scalping from a scalper practitioner, since it's very much sensitive to fees.

thanks everyone, so far I have this list: CME ES S&P 500 Index futures CME CL Crude oil futures CME NQ E-mini NASDAQ-100 Futures CME 6b GBP/USD Futures (British Pound) CME 6e EUR/USD Futures (Euro FX) CME GC Gold Futures CME ZB U.S. Treasury Bond Futures CME ZN 10-Year U.S. Treasury Note...

What market, broker, and instrument combination is the best for scalping from your experience? It can be any market: bonds, stocks, futures, FX, you name it. Regardless of strategy, or trading method, in terms of tick to trading cost ratio and volatility that is conductive to capture 1-5 ticks...

work FOR or work WITH? what's the difference? you defend them as if it was your own company. Check out the attached screenshot. It says spreads from 0.0 pip, in the US it's called deceptive advertising, but I'm sure you operate from a country where no such laws exist, so you're ok.

:) the 0 BTC spread claim was removed from their website, so that's good! We keep them honest! Also the full list of spreads was totally deleted from their website :) I'm not blaming the broker for offering 100% deposit bonus. I'm just saying it's a very strange thing to do for a "Pure ECN"...

I'll probably do that. thanks

Where can I get my hands of some quality L2 order book tick data? Market replay would be great. I am using nanotick, are there any other solid sources? Any market.

I am not being attacked for my AI statements? oh, wow :) If anyone is interested in my AI experiments, follow me at twitter @QuantRob. I have like 2 followers already! But please no hate, I have nothing to sell and no agenda other than to connect with like-minded people.

yes, I totally agree... unless I develop self adapting AI that constantly trains itself and adapts to the market, so when it starts failing in one time-frame it will progressively switch to another time-frame by self adaptation ... better yet, having an ensemble of 100 diverse self adapting AI...

ok cool. What kind of patterns?