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the above statement has a few inaccuracies. stocks with similar and high betas do tend to be fairly correlated. however, if correlation is at 100%, it does not mean the betas would be exactly the same. to illustrate, imagine stock A always moves the same amount as the market (eg SP500) and...

I would go for #3 or preferably #4 if I were you. from my directy experience, Redi is ssssllllloooowwww... it's ok for working a few orders or trading into the screen but anything more hardcore (higher freq, many simultaneous orders) was not workable for me. i had to switch to a FIX / dma...

Sometimes this board is unbelievable. TSGG, despite his occassional outbursts and crazy threads, is one of the more accomplished and advanced system developers / traders that I know of on this board. When posed a serious question he almost always responds thoughtfuly and helpfuly. Then you...

lol - no it doesn't. all you say is 100% guaranteed. you mention no liquidity constraints. otherwise the price is totally dependant on the constraint, which you don't even mention. but let's assume i am somewhat restricted by liquidity. you still qualify that it works for 100% return...

guartaneed 100% pa? congrats - you've produced a candidate for stupid question on the year award. you might as well ask "how much would you pay for a machine that turns water into crude oil" or "how much would you pay for access to endless free cash". bottom line is you are asking...

what do you need more specifically? which stocks / exchanges? how far back?

Don't want to sound like an asshole but your serial thread-starting habit is pretty annoying. why don't you focus on generating some decent trading strategy ideas before you worry about high-end trading and backtesting computing infrastructure? if the link below is anything to go by, you...

I hear you mate. The costs of dealing in the UK and Europe generally are WAY above trading US stocks. I trade prop so the deals on offer were a little better. But even then I've had to hassle them for months to get my fees down. Out of interest, how are you putting your pairs on? Do...

:) don't panic. nothing wrong with spreadbetting - esp if you are just looking to dabble a bit. but if / when you decide to switch from targetting making a few quid to doing it for a living / serious side cash, then you might want to reconsider

tradingtrading is right. i trade here in london - US, UK, European stocks. given you are getting serious and starting to play with more significant money, i would switch to trading the underlying stocks or swaps / cfd's based on them. personally, I would look for a reputable broker and...

I also program in c# and use WinForms. To be honest, the my GUI needs really aren't that advanced. Just some basic input and button click type stuff for when I need to intervene with the automated processes and some outputs to display positions, orders working etc.

lol - just to be clear, your "strategy" is to buy when you think the stock is more likely to go up and sell when you think it is more likely to go down? hmm - with innovation like that, you'll be rich in no time!

TSGannGalt - you're normally a quality poster on this site. Why are you wasting your and everyone else's time with this?

sure. i'm not a trading (or pairtraiding) naysayer. i trade full-time, including some pairs stuff. risk is all part of the game. my only question is whether pairs like this particular one (ebay / ostk) represent good risk reward. but that's down to the individual i guess.

i agree. but the trouble with spreads like this one (normally with one stock v small compared to the other) is that they look good until they blow out, then they look terrible. there is no "warning period" where the quality of the spread slowly deteriorates. instead you just get raped as the...

careful jonny. not sure how far back you like to backtest, or how far PTF can go, but this spread has not always been so stable. Back in 07/08 the spread ratio tripled (from 1.0 to 3.0) in a couple of months, near straight line then came all the way back even quicker a few months later. only...

Hello ladies and gents - haven't checked in here for a while but been enjoying reading the thread each day. April was my best month of the year so far, although still well below the run-rate I was hitting at the end of last year. Today was decent - up $2980. For the month +$33,300. ps...

for one production license u'll probably pay $1,000 / month. but go for a free trial too. i got a couple of months out of them. it's a proper institutional level product - many of the big banks use it.

if you need free, QuickFix is the way to go. I use Appia from NyFix - bit more money but I found it pretty usable right out the box, performance is excellent and support is decent too. Their product has served me pretty well. I code in c#.net FWIW.

agree with Syprik. Your best way forwards will depend on the timeframe / frequency that you want to target. Splitting broadly into 3 categories: High Freq (seconds, sub minute timeframes) - ie Looking to "arb" the spread and target a couple of ticks. ES vs YM is not a pure arb of course...