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Not all "news" get to the market. There are sometimes speculations or false news on banks traders chat rooms and they all trade in unison as if it was real. And when it does not flow into Bloom or Reuters it is asumed as false. I doubt banks call themselves and move the market a couple ticks...

+ HFT corell trading.

Yep, at the same time that they have 14ts on their book 90% of the population got poorer, with loads of debts because the little guy got greedy. It's all an emotion game.

You did not get it. Registered 2002. This is what happens after 9 years of unsuccessfull holy grail hunting, you get to the point where you think the system is rigged against you :D Just kidding, it is interesting, keep them comming.

I personaly dont understand what you mean by that. Is there a specific reason for JAVA or C++? Cuz they are not the easyest to start with. Sure you can do complex things but the barier to entry is high if you never programmed anything. Matlab or VBA would be much better to start with. Or even...

The difference between them and you, is this what you want to know? Like, could I just go surf in the morning, nap during the day and simply do my delta hedging at the close and profit from it? The answer is most likely not. Why? Transaction fees (institutional rate vs retail). This is the only...

fxpro, dukascopy...

Go on the amazon website and buy the books on pairs trading. When done, if you are not discouraged or did not realize yet that this is 1980 stuff that does not work that easilly anymore then you can go to the Pairs trading thread and talk with the folks using Pair Trade Finder on stocks...

I suggest you take a look at the IB API forum. http://www.interactivebrokers.com/smf/index.php

Not available http://www.interactivebrokers.com/en/trading/exchanges.php?exch=ibfxpro&showcategories=FX&ib_entity=llc

Alternatively you could use ninjatrader. After a couple color changes it looks as cool.

Yes in Ninja trader. Not totally obvious but if you search around you can find some examples.

Ninjatrader, period.

:eek: I love ET, man you make my day.

I ran 2 or 3 instances of TWS with other softs and never ran into any real issue. Usually the other charting packages are more demanding than TWS. But IMO it is a good practice to have more than one PC when you are asking yourself the question. 500$ PC or 700$ laptops should not be an issue if...

Do you receive an error message or something? Can you receive quotes in the Excel sheets?

The examples in the sample spreadsheet should work for stocks. Have you enabled TWS to work with the API?

No, I was not refering about the cointegration vector but about the weights. So I am talking about the % of each stock you use to "replicate" the ETF. The stocks that "explain" the movement of the ETF vary over time so the idea would be to change the weight of each stock over time so that the...

Just got an idea. I guess that the allocation % in your factors are fixed. On way is to change this allocation over time with some filtering techniques. This is what they do in hedge fund replications. See Thierry Roncalli An Alternative Approach to Alternative Beta or Hedge Fund Replication...

Registered: Feb 2006!!!! Have you traded something else before?