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    IB Chat Box

    You play Tinder too much. I am being serious.
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    IB Chat Box

    Currently, I am using IBHK PRO. I sometimes have some questions about IB advisor account/ institutional account. Last time, I used IB chatbox and chat with one IB staff. However, I want to know where the guy comes from. If I was chatting with a US IB staff, how could I trust him? Can IB...
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    Trying to open an Interactive Brokers account

    If that person is a dice player, he is called "dicer".
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    IB, you really suck...

    Just like marriage.
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    Methods to test robustness of your algo trading strategy.

    I seldom do paper trading. Reasons: 1. My strategy doesn't cause a market impact. 2. My strategy is interday trading, not intraday. I mainly trade at market close. Besides, paper trading is sometimes uselss. Imagine the current price of stock A is $100. Best Bid ...
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    Market Data Differences?!

    If those data feeds are not used in backtesting, it doesn't matter.
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    Why does IBKR still have a 30-60 minute wait time to speak to a CSR?

    IB CS service is only one of the terrible examples. Price updating speed, incorrect High&Low prices, non-DMA system, and also JAVA environment?............ but I keep using IB because this broker has a low margin rate. What a shame. PS: 2 days ago, IBHK has a server problem
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    Book Reference/Recommendation for Order Types & Algo's

    1. Algorithmic Trading and DMA: An Introduction to Direct Access Trading Strategies written by Barry Johnson 2. High-frequency trading written by Maureen O'Hara 3. Trades, Quotes Prices: Financial Markets under the Microscope written by Jean-Philippe Bouchaud
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    Living in Hong Kong.

    Living in Hong Kong.
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    Methods to test robustness of your algo trading strategy.

    Methods are shown below: 1. Resampling 2. Monte Carlo 3. Regularization--Number of Variables (no. optimization steps<= no. datapoints) eg. LASSO 4. Regularization--Structure (early stopping, drop-out) 5. FWER/Deflated Sharpe Ratio (I don't use them because no. of trials is not the only...
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    Island ECN (nsdq) dont send odd lots (<100) to level 2 anymore or is just my broker ?

    so if I use fixed commission plan, choosing highest rebate does not help me? (I always trade extremely high liquidity Stocks/ETFs, such as SPY/XLK....,etc.)
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    IBKR Smart route and order fills.

    I have already sent you my email. please check your mail box
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    Island ECN (nsdq) dont send odd lots (<100) to level 2 anymore or is just my broker ?

    +1. I always submit SMART (Island). Despite it is called smart routing, it seems all my trades are routed to Island and get filled. Does anyone know why?
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    Would you buy Money Market ETF's?

    Over the past few months, I try to change my base holding from USD to money market ETF (eg. IEF/SHY/SHV). However, you can lose money because of commission or market slippage. (Currently, I am using IBKR, so if you cannot gurantee your money market etf profit > commission, holding USD is...
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    Fundseeder?

    I want to know how much money FundSeeder will invest if someone enters into FS Score Rank Top 50? If yes, how do they give you? Because I am using IBHK individual account. Also, does anyone know more details about FundSeeder’s passive index fund?
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