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This applies to any broker, not just IB. But I think a great feature would be a new web-based report that is an unofficial account audit. Every customer could (optionally) assign a password and they could email that to potential auditors; eg investors. This would reduce auditing costs in...

I'm working on an application using IB's API right now, though in Java not VB. Basically I'm doing it in small steps. My first application did not enter orders; it simply is using IB's datafeed to obtain market data. I actually insert the raw data into a Postgres database. The next step...

You should examine the dependency of your return time series. If there are statistically significant forward-tested relationships in your strategies' return set, then it is possible you could increase performance further (particularly if there is some logical reason that explains it). In...

I just edited another comment. Anyhow, welcome, hope it helps! :) -Taric

Pat, It looks excellent to me. Basically the ideal correlation is as close to 0 as possible, and most cells in the matrix are around 0.2 which is very, very good (uncorrelated). There are a few rows in the .5 - .6 range, but it is hard not to have a few like that with 7 systems. 1.0...

Thanks again rufus.. very interesting. -Taric

The central theme here seems to be a) yes it is possible to crack some strategies and it is done however b) it is quite costly, so it is generally done just for very large sized trading. That said, I'm curious if employees at retail brokers are able to look at which retail traders are making...

I agree. But for someone who isn't a programmer already, I would not try to learn Java at this stage. First start with TradeStation's EasyLanguage or something of similar easy of learning. -Taric

It depends on the following 3 things: 1) what is your skill in programming (Excel only? or C++ / Java ?) 2) what is your budget (free software only? or $1 million?) 3) what is the complexity of your system (simple TA or a neural net)? Tradestation seems to be a popular choice for most...

I use IB's Java API to get market data and that works great. Now I'm at a stage where I need to program automated order execution / order management. In general this doesn't look too hard, but I was wondering if anyone had insight or experience with programming order management to...

I'm running into a sort of similar issue as well. I have more data including bid + ask volume + whether the trades happen on the bid or ask (not tick by tick but at least on 5 second intervals). I have a short term trading system that so far forward-tests / real-time sim-tests profitably...

Would this really happen though? When Florida got hit with natural distasters the last few years, house prices haven't slowed down. That said the scope and markets are very different. I have no experience in this.. but just curious. I agree if prices do in fact go 50% lower it would most...

I must admit, while during the stock bubble I researched prior bubbles and correctly identified it, I was caught wrong-footed on the real-estate bubble. I had really just assumed that once stocks drop substantially, it would mean people would have less money and would have to sell their houses...

In my experience, IB has consistently been 1-2 seconds faster than eSignal for ER2 and ES. -Taric

joesan, Very interesting thoughts, thanks for sharing! It is difficult to predict the future (even for us traders sometimes :)), but in your opinion do you think over the next 20 years how likely is it that the Chinese government will reverse or slow down economic reforms? Or do you think...

You can get this data from IB (Interactive Broker)'s API. They don't charge anything extra so the cost is $10/month (or less) + exchange fees. Keep in mind it isn't tick by tick data; some data is aggregated and delayed by up to several seconds. -Taric

While there are some issues certainly, I think the Heritage data is reasonably good. But I think you have to look at not only the relative score, but also the direction. The scoring systems doesn't go back 30 years, but if they did I'm sure you would see China at or near the 5.0 (worst) range...

Ok, so I guess Communism now = - opening of trade barriers - increasing the rule of law - opening up barriers to foreign ownership and investment - switching to a stable monetary policy - eliminating many government set prices and allowing the market to set them - creating a stock market...

Hong Kong: GDP per head ($ at PPP): 2000: 25,671 2001: 26,173 2002: 26,830 2003: 27,700 China: GDP per head ($ at PPP): 2000: 3,980 2001: 4,340 2002: 4,720 2003: 5,180 edit: typo -Taric

Ok, how do you explain the unbelievable success of Hong Kong the last 40 years? They have roughly the same standard of living as the US (about 20 times better than China), and they have had free trade for a very long time. They have been FAR more exposed to outsourcing, trade, etc with China...