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Its strange to see these kinda of research. It seems you arent thinking hard enough. What if I used a 2.5% standard deviations or rven 3 for this kinda of events (where the last day pop or drop touched the 3 stdev mark - being 98% confident) and see if its ok to buy/sell after the 3rd day...

It was an addiction until the day i single handedly brought my algorithmic server live. Nowadays it just boots up by its own, powers up my program and IB TWS, starts trading real time, sends an email report to me via email at market close, and shuts down by itself (to save electricity)...

U find customers to trade under your acct, thats FX sales. Its a sales job, not a FX trading job... u get it ?

I always believe optimization is something like = algorithms where you write specific details about how do a particular action or calculation, smarter and better inteligent than if there wasn't any in place. A trial stop is one that beats a dead stop loss. A percentage-base stops loss may...

Well it's quite expensive. Just recently the "COE" (a piece of blank paper that says you can drive on Singapore roads) costs about SGD$80,000, not including the car. A 2 bed-room, assuming its a private apartment or a condominium costs somewhere 700k-1.2mil, depending on location. Foreigners...

I started writing algorithms and strategies with forward testing only after I had a stable and complete system, and knowing in mind what I wanted to write (hypothesis). Tested them onto several strats on a wide array of securities, stocks, and futures in global markets. Next I started to...

This is funny, the answers are all over the place and u r still asking ?

When i manage to run live for 1 year and have good positive returns every month, including the standard figures like sharpe ratio, win loss ratio, percentage, average ticks of win/loss ... bla bla etc...

Its not how much worth is your simulator. The problem is the simulator cannot simulate real market conditions, but only the current bid ask and price, and then do something to fill your order. How can your broker simulate someone hitting your LIMIT ? Theres about 60 exchanges in US so ...

imo your experiences has 0 inputs of algo/quant work. - Part of my time is spent at identifying good stocks/futures on any tradable exchange around the globe for movements (intra day of at least 50c to $1 movement) and ensuring systems close their positions EOD etc - Another part of my...

In the first place the test acct fills at LIMIT.... is just a simulation. You know what real market trading is ya.. Hit Market orders if you want o fill straight, or break down the 1000 in to 200 x5 something like that.

TS - why don't you just trade it ? Then you won't so many questions about if the strategy works. IMO thats one of the least of things im bothered with.

8 11 14 16 19 Algorithmic trading :)

Its simple , a few more years of trading and u'll understand. 1) The prices have an appeal factor. Trying buy/sell a stk that's $9000 vs a stock thats $15. 2) Option pricing. The smaller or bigger the prices, the impact on the options markets (which generates alot of volume, hence the term...

i learn to cut down on low prio stuff, ie replying noobs in forum. yes im illiterate, only high sch standard. We both walk away, now wat u gain $ ?

:) you can google my nick, search up my posts in this forum and other forums, and see what you get :)

Well im a musician myself, armed with a abrsm merit in piano/theory, reading Score sheets to composing to performing arts. Though I listen to all kinds of music, i guess some parts of trading is similar to music itsself... 1. There r rules in both music and trading 2. There's some amt...

how long hv u been on markets ? I want it in per hours. eg. 8 hours of pm asset allocation/research/day trading = 1 day. No point explaining to u if u r <2 yrs

Sure, in fact Im looking now at colocating my operations on virtual cloud computing in US for the latency, or put it up on C2 for performance review. Let's see how it goes.

maybe by then with a 30,000 AUM I'll get 200% and then my sharpe ratio may still be < 1. From the way I look at the use of Stdev across pure data of just 12 sampling, the samples can range very big ie. highest 1 month I get +9% and lowest 1%. Thus the stdev will be def higher than that of...