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  1. C

    Fully Automated Stocks Trading

    This was one idea that did occur to me, however, I thought it would be regarded as too crude. But using this idea it would be simple to plot various metrics as a function of account size.
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    Fully Automated Stocks Trading

    That is...frustrating. I've been asked this question a number of times, to which I've only been able to shrug my shoulders. It's obviously a function of the advs of the issues traded but how one goes from that to an estimate of overall capacity is not obvious. Anybody else prepared to give an...
  3. C

    Fully Automated Stocks Trading

    How do you calculate these figures?
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    What song defines you as a trader?

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    IBKR US servers down 2 mins before close

    All out at 3:50, thank god.
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    Minimum number of trades required for backtesting results to be trusted

    By "strong prior" I presume you mean "a good reason for shit to work"?
  7. C

    IB TWS API delayed order submission

    Gateway.
  8. C

    IB TWS API delayed order submission

    IB has been having some lag with all the GME 'excitement'. My server has a ~5ms ping time to the IB and I've been seeing outlier response times in the minutes. It seems to have stabilized this week however.
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    Thoughts, experiences, or opinions re SMB Capital?

    If you can't trade, avoid like the plague.
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    Drawdown Point Processes

    What does it mean?
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    IBKR Smart Router Efficient?

    People shit on IB's SMART all the time, but I don't see much in the way of real world examples of the supposed problems. In my experience it pretty much does what you tell it to do.
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    Standard deviation for irregularly spaced timeseries

    https://papers.ssrn.com/sol3/papers.cfm?abstract_id=208278
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    Fully Automated Trading Journal - $50k per month goal

    What is a "barbell" strategy?
  14. C

    Fully Automated Stocks Trading

    My 2 cents on the "execution edge" thing, I don't think it's a binary outcome whereby you either have or don't have "an edge". There are many components to execution: latency, venue selection, price, order splitting, timing (potentially among multiple instruments). Of course, any retail trader...
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    Are there posts which show daytrading can be consistently profitable?

    Was being the operative word. So many good posters were driven away by assholes.
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    Sterling API issue

    https://www.google.com/search?q=80040154
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    Interactive Brokers and their ever changing margins.

    OK, I'm sure you said that in some other thread. What are the mins?
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    Interactive Brokers and their ever changing margins.

    But that requires an account size greater than $1m doesn't it?
  19. C

    Interactive Brokers and their ever changing margins.

    Where you connect to a server using TCP and send messages. Like the old Lightspeed gateway or the IB gateway.
  20. C

    Interactive Brokers and their ever changing margins.

    Thanks for the answer. I wish Lightspeed had some sort of sockets interface into their system...re-implementing everything into C++ isn't a pleasant prospect. Is there anything in the pipeline? The question gets asked this way as a form of public venting, the IB API tells you you have 20%...
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