Search results

any software available to port signals from Tradestation to Sterling? Or any programmers that can be recommended to automate strategies for sterling?

Looking for help coding something like a tradebolt that takes signals from Tradestation and sends orders etc. to a Brokers API (Sterling in this case) for an ATS. PM or reply if you can help. Would rather have someone who has done something similar then goto rentacoder.com etc.

Not necessarily more volatile, your just comparing percent moves to percent moves.

I've contacted Pairstradefinder and suggested that in the new version, the log ratio is used as opposed to stock1/stock2. Using the log ratio allows you to compare stocks with different prices-be cautious trading pairs with different prices until this is incorporated as you can get skewed...

Fantastic results!!

If your trading frequently you will run into problems with excel/DDE positions, there is latency and is too unstable for most high frequency trading apps.

Little to no opportunities it seems this last week on intraday pairs although a few daily pairs converged significantly. Deviation occured but hardly any snap back so ended the week slightly negative all in. Unsure if theres anything to be learned other then chalk it up to poor conditions...

Anyone have contacts or experience with institutional equities sales/trading in India? Sales Traders handling institutional and hedge fund accounts?

Emailed ARCA and the reply is: Mixed lots are charged same price as round-lots. Thats it, you can send 560 shares to ARCA without worry unless your broker is a douche....

Nice, how did you make it today? Today I had even worse day then yesterday although nothing catastrophic! The unrealized losses are slightly heavier today, the longer term spreads continued slightly wider much to my chagrin. I looked back and made some changes to my indicators - to be more...

Interesting. I too am sticking with intraday trading reversion but I will keep overnight and possibly add to positions if it aligns on a longer timeframe. It seems that you convert your pair into a directional/dispersion trade should the market start making a move? I think I understand, if...

Normally would never both with odd/mixed lots but started something with small initial account size and would like to position size according to equity percentage-which basically means I would like to trade odd-lot share sizes. I've searched and googled but still have some questions: 1) ARCA...

Yesterday was a fine day but today was sh*t again, very low intra-stock volatility. Spreads of stocks i watch widened in the am and oscillated at new levels-never really reverting. I'm sitting on unrealized losses which is not the norm but felt reluctant to take the loss since the individual...

Yobo, This sounds more like a dispersion trade?

Curious if anyone noticed the response today to stat arb intraday? Volatility at the open was followed by an immediate lull as everyone waited for the Bail Out decision and created low volatility but trending (downward) prices. Many of the intraday spreads I trade widened significantly and...

Stat Arb Cleaning Up Lots of independent corroboration that stat arb is making a lot of money in this tumult. Stat arb is basically trading based on the theme that stocks mean-revert over short horizons, and is based on statistical patterns. When applied to hundreds of stocks simultaneously...

An informative and simple test would be to backtest your pairs using your correlation drift signal and only take the pair when it is drifting, stay out when not. Would be interesting to see if isolating trades to positive drift improve results in a highly successful pair and an average pair...

Cointegration is the econometric tool used to measure reversion to the mean. It can be a complex idea for non statisticians. I have also read some stuff on Pearson Correlation which is a variation of standard corr. However, correlation is NOT the best measure IMO but obviously it works somewhat...

If I understand this correctly this is like a 'straddle' on vega? You risk is the path dependency on the underlying and some theta exposure? Just to clarify for myself, you wouldn't ratio spread the calls to account for the skew because your d-vega exposure would be too great on the call...

Wayne, I don't hate you brother, I just think your getting ahead of yourself. I've seen many iterations of what your talking about but eventually all end with the same results (save 2, those that employed discretion in their entries and adjusted MM accordingly). Start trading first and put...