Search results

OK thanks!

Hmm, not enough for me, I need like 5 years plus... :-(

Hmm ok, will check out, thanks!

Anyone has Hang Seng Futures Data (one-minute bars) please PM me, thanks.

I've used them in the past, no issues so far...

China.

Learn a proper programming language and do it thoroughly from scratch, ultimately you'll save yourself time from migrating from an outgrown platform.

Index futures are rolled over automatically. Use the requestHistoricalData API call to download historical data, don't forget to set the flag to download expired contract data.

You know that Uber has thrown in the towel in China right?

Well, real wages for men haven't increased for 40 years and salaries of women under 30 without children earn 8% more than men, what do you think? That 50% of the population would stay silent? The excessive focus on minorities have led to the rise of the majority...

Also 5x higher competition for those jobs... :-/ I've recently gone from Matlab, C++, C# to F#...

The fact that futures are a zero-sum game is a less important feature, the more important is the high leverage, which means that you'll go bankrupt faster than stocks if you're doing the wrong thing, and vice versa if you're doing it right...

I tend to prefer simplicity, so we're on the same page there. Of course I could always do a simulation with different time window sizes, but would be interesting to hear whether there are any theoretical underpinnings here...

Max one day.

Here's a conundrum I'm been mulling over recently: In the formula for calculation of efficient portfolio weights, one of the parameters going into the equation is "expected return". Mathematically speaking, this is quite straightforward as it's merely a matter of taking the average of daily...

No matter how good you are, every strategy has a shelf-life - even though you're diversified I'm assuming that you still apply the same philosophy/strategy to these, and simply due to the constantly changing nature of markets, there will almost certainly come a time when when your strategies run...

I don't really get what you're saying either, however I'd like to phrase it differently: markets move through different market regimes. In this case, the algo was optimizied specifically for a certain market regime, which contains certain non-random elements. However, once this particular market...

This is a principle i apply in virtually almost every algo, unless I see very stable returns over a long time period (10+ years).

Ok thanks for the hint!

Ok thanks!