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Value of Python is not in Python but in the work of other 1st class people that you can use for free. Just go to GitHub and download all the stuff you need. Not to mention thousands of free articles with strategy ideas on Medium.com that are all written in Python. You won't get that level of...

The best software for algo trading is Python. The sheer amount and quality of statistical libraries is beyond mind-boggling. So on a day one you have all the work already cut for you by the best minds in the world. Once you dig into Python you'll understand that all the trading software vendors...

Go Jigsaw if you can. They have a very sophisticated DOM with a lots of settings to choose from. But it lacks any programming language behind it. NinjaTrader 8 has a very basic DOM, but there is 3rd party DOM called SuperDOM by https://tradingorderflow.com/ that at least looks dog's b...ks and...

Thanks everybody for detailed response. I have a small amount of L2 ( aka LOB ) data and its crazy how easy is it spot edges in it. Only thing is they fade in and out depending on the outside market conditions. But its a new type of programming that is required. Its much easier to code with...

Can somebody with a good quality data feed please tell me how much data E-Mini S&P 500 future produces in x1 day? I need separately - L1 tick data, like Timestamp milliseconds, Bid Price, Ask Price, Bid Size, Ask Size. - L2, limit order book, aka LOB, thanks in advance

If you want a really useful answer its best to take it from a pro. Here Dr. Seth Freudberg, who is boss of the SMB Capital's options desk, breaks down recent selloff cause by unexpected 2.Aug.2024US Unemployment report.

I'm wandering a bit why do you ask a question because simple google search is loaded with both free and paid offers. As well, you need to be careful about what you ask for. Some news sources would not be good for intraday trading, which is as I understand, your way of trading.

You might want to think about it this way: you are not alone in this game. There is a logistic chain of other players in front of you and they all want to protect their backs. They do that by asking you for an in advance deposit that they'll use as a cushion in case you blow up. Now, you can...

That's on the next level up. I was just trying to give some bearing to somebody who's just staring up.

As well there are few videos on YouTube going into details what investors want. Currently market rates are so called 20+2, where 20 is 20% profit-split and 2 is 2% for management fees. But that's going rate for established funds with track record longer then x1 year. If one is nobody from...

Very interesting discussion. These spikes beg to be traded, only question is from which side. Barclays Bank's US Equity Derivatives desk certainly has a strategy and they wrote a nice neat paper about this "Barclays US Equity Derivatives Strategy Impact of Retail Options Trading", as well there...

"fitness function stability pool" is, say your fitness criteria is profit, but for some group of values of parameters after a small change profit changes very little, but for other group of parameter values after a small change profit changes a lot. So, the first group of parameters would be...

Web scraper can be written that can scrape economic calendars from around the web. I was checking Investing.com and their econ. calendar goes back x20 years. That would make for a very good sample. But there are paid sites and programs that can be customized to scrape anything. Tabulated page...

Do you have any statistical sample supporting the suggestion that 8-K forms move market then 10-K?

Yeah, my post editing time expired. I forgot to say, Ross Cameroon had several times shown his broker statements, and one glaring thing that is immediately obvious if you freeze few frames is that 99% of all of his trades are executed within just x30 min after the open. from the opening. So...

That looks like Ross Cameron's, aka Warrior Trader from YouTube, COVID strategy. He's not trading that any more because post-COVID markets lost volatility. Just by eyeballing I would say that you are entering way too late and leaving most of the money on a table, like +10% is very big. Did you...

Python and PostgreSQL Timescale