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  1. wintergasp

    Frequent small profits, rare large losses...

    @nxt7 That's the only comment worth reading.
  2. wintergasp

    Where do you get historical intraday stock price data from?

    So that's not 'lasts' data tho ? That's just 1 min data ? I have a TS account and I have whatever balance and RT volume required. I also have a 4K$ monthly bill split between two data provider. I give you my opinion, I don't see your point.
  3. wintergasp

    Where do you get historical intraday stock price data from?

    @comagnum My friend Try 1 minute data Then try 'lasts' data, export to excel and compare it with expensive lasts data from cqg, for a given day Then you can talk about whether your review is critical or not The reason why i have expensive data is because when trying to get lasts or even 1...
  4. wintergasp

    Where do you get historical intraday stock price data from?

    Hmmmm tradestation gives you only 10 years of intraday and the data you receive is very low quality, throttled with no api
  5. wintergasp

    Can a CPO also be a Third Party System Developer?

    Yes an Operator of a Commodity Pool can be a third party system developer, @Robert Morse I don't think @beowulf is talking about the pool itself but rather the operator.
  6. wintergasp

    Spain prepares to take over FCA-licensed financial entities exiting the UK

    Yes. I'd say 70% of the business in London is with the US, China, SouthAm and Africa. The question is can you "hold yourself out" on European countries if you lose single market access. You can always say you work from a Lux branch to "hold yourself out" and sell your product in European...
  7. wintergasp

    Man....Go is FAST!

    Is it like a public website you have ? (If so whats the url) I have a similar setup where i use a web app for the front and multiple runners written in c# that just sit in the cloud and wait for backtesting tasks, then backtest it and return the result. I backtest about 16 years of intraday...
  8. wintergasp

    GAMBLING ON THE INEFFICIENCY OF THE OPTION FORMULA

    This thread is getting funnier and funnier
  9. wintergasp

    Programming and Back Testing Volume Profile and Value Areas

    First smart response I read from a Broker. Probably in my life. (the "it's hard and useless to automate" part, not the links to the blog)
  10. wintergasp

    Where do you get historical intraday stock price data from?

    OMG Where did you find intraday data on stocks for 100$ per month ? I'm spending 4k$ a month, and up to 20k$ when dealing with a new exchange, so if you know any "flat fee 100$ data" provider I'm in
  11. wintergasp

    Man....Go is FAST!

    Hmmmm Do you write loop-based simulators or event-based ? I tend to believe that backtest speed is more the result of good architecture over language used. Go is very bad in binary tree so you will have a very hard time crunching using half machine learning techniques available.
  12. wintergasp

    Spain prepares to take over FCA-licensed financial entities exiting the UK

    lol We'll stay in London and open an office in Luxembourg or Malta and save 90% of taxes. Banks will likely go to Paris and Frankfurt but nobody really cares where banks' back-office go.
  13. wintergasp

    Principle based day trading strategies

    Buy high sell higher.
  14. wintergasp

    UK Spreadbet firms to be investigated by the FCA

    If you hedge 100%, your marketing cost is way above your brokerage commissions. In Europe you have to count 1,000£ in marketing expenses to open an account and an account is on average 4,000£ in funding. Usually you are tagged with a color-code, you start by not being hedged and if you actually...
  15. wintergasp

    UK Spreadbet firms to be investigated by the FCA

    Any source of what you say on HMRC's website ?
  16. wintergasp

    UK Spreadbet firms to be investigated by the FCA

    If you read the Terms of Services, you see that they can quote you whatever they want, they don't need to keep it connected to the underlying future.
  17. wintergasp

    Transition to full time trader quitting school and work

    What hedge fund did you talk to, who laughed at you ? I work in a hedge fund. Just saying.
  18. wintergasp

    UK Spreadbet firms to be investigated by the FCA

    Spreadbetting is only tax free if it is not your main activity. Otherwise you pay capital gain taxes. If you make a lot of money out of it.... then likely it is your primary activity. Also, if you have a job but the main source of income is trading from spreadbetting, they will consider it as...
  19. wintergasp

    UK Spreadbet firms to be investigated by the FCA

    You've made money from them for 20 years and never figured out you could trade the equivalent on regulated exchange-listed venues such as futures ? ... waouw What you say is completely wrong. CFDs providers can have automated stop hunters because a CFD is a proprietary OTC product. Futures...
  20. wintergasp

    UK Spreadbet firms to be investigated by the FCA

    No, this is false. I know this because I worked as a liquidity provider / market maker and dealth with CFDs and OTC providers directly. They may hedge some using futures but unlikely in 90% of the cases.
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