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did you try asking their support channel?

maybe using something around VaR ? where you estimate the min % a position could lose within a given probability by sampling from a distribution of returns. (technically not a forecast)

there's money flowing into the FX from banks & othe business in the real economy. import export, wite transfers, etc... (read western union's 10K for a good example of this) This flow of capital means that it isn't a zero sum game, not everyone participating of the market is there to make a buck...

i don't quite remember the R syntax but the basic idea in pseudo code: big_frame = DataFrame for ticker in list_of_sp500_stocks: big_frame[ticker] = getSymbols(ticker, src='yahoo', from=start_date, to=end_date) it'll basically create a 3 dimensional frame where each page is a ticker. each...

Whenever you receive premiums from an option transaction your max profit happens when the option expires worthless, since you keep the premiums. Whenever you pay premiums your max risk happens when the option expires worth less since you lose the premiums. A buyer of an option will normally not...

There are plenty of resources outthere that can teach you to write code, like MOOC's and books. But at the end of the day nothing beats practice, it takes some effort to learn how to think about problems programatically and at the beginning you'll struggle with syntax... but one day, out of the...

ML and AI are just tools for statistical learning. They do provide answers, but one must learn to ask the right questions. There is no tool in machine learning that can excempt us from human learning. ;)

Strategy comes from the greek Strategos, which is roughly translated as the "art of a general"

Why do you think Ruby is a good fit for the task?

i've seen a few... (luckly there not common) it's the guy who (always after "years of quiet lurking") decides to make his very first contribution to initiate, or fuel a flamewar... its a lovely specimen.

I dont know what is worse, a 1 post schill or a 1 post angry troll... d

a big part of those great things in the archives are from your old posts! :D

a looped backtester in R??? Im not THAT patient!! lol... I use R mostly for modelling on data samples, and if possible I'll try to use python first... I've done a looped backtester in Python and it was too SLLLLOOOOWWWW for my taste... now I have the looped backtester implemented in C... and...

Python & R are great for data analysis and prototyping but tgey don't have the performance or memory optimization needed for a production system.

LCH.Clearnet acts as the central counterparty for all LMAX trades mate, and they are an MTF regulated by the FSA... in LMAX you trade against market makers and other participants, not against the house... They don't "send your order to the market" like STP brokers... they are a market.

volpunter, you're missing a big point here mike from quantstart actually knows what he's talking about... when he describes a system in python he points out the limitations of such a system... and he also includes systems build on C++ in his page... and has a book on C++ for quant finance...

Some of us are still interested in your results. volpunter can just stop following the thread if its such a distraction!

well... he did mentioned something about the "number" account from a Swiss bank... and I know that Switzerland has had some issues with the whole FATCA rules... so it could be something around that neighborhood...

It sounds to me like lmax is applying FATCA or some other PITB regulation mate... No need to get pissed about it.

I remember reading the rule when I was preparing for my series 4 test... I'll see if I can dig it up. All in one table? As in adding it as long as u get a quote for it ? Could work...