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Here is an overview of most methods and EL code also. http://www.tsresearchgroup.com/en/articles/public_20020402010706.php

I am one in the same yes. I trade to make a living. Whether this is yield curve spreads or other markets I use tools at my disposal. Been many years in business and spent last 3 mainly doing STIR spreads but been working on directional models since trading for futures fund in 1994-8 when I...

Ultimately the discipline in directional trades is the same as for scalping. If you cannot be disciplined enough to follow a defined directional methodology, then imagine you were probably not that disciplined as a scalper either. With directional trades it is essential that you have...

IMO backtesting and optimisation are very valuable tools. I would not dismiss either as they are an excellent way to test and improve a model. Problem is that people new to this think that by searching for the highest return over 20 years of data by testing umpteen variables for hours on end...

Do not understand your first sentence. I use Tradestation for most of my work. Rina systems portfoliostream interfaces with TS and can perform the monte carlo and also apply lots of different MM algorithms. It is expensive however. There are other options out there, probably the most cost...

I have done quite a lot of work over the past year on this. there is no doubt that it pays to have a defined out on a system at some point when it stops performing. A classic example were the trend following FX systems that worked so well in 04 but fell apart so far this year. If you trade a...

I have seen quite a few posts here that ask opinions about systems and post some results whether in the form of an equity curve or stats. This is a total waste of time and unfortunately only shows the ignorance of the poster. Any idiot who has a rudimentary knowledge of a package such as...

I have read this thread this evening. I think it is correct assumption that people who are confident and making money with a strategy will not share it. A lot of strategies that get posted to bulletin boards are by people who have a workable idea but not the balls or capital to trade it for...

Lon Eagle. Yes it is.

The new office is just around the corner from Fortis and since the office is run by them the trading & IT support will be direct with onsite Fortis people. There is a large comms room and an office of about 20 desks which I was told was just for support. They have only kitted out one of the two...

I think the software is all they have left, didn't their arcade venture fold when people realised they were holding onto rebates? Somebody told me that they had seen the charting stuff a couple of weeks ago and that they were offering it to arcades. As for costs seems Alliance is cheaper...

I thought Mac costs were lower than you state. The traders alliance thing is starting at 54 Euro cents per rt for Eurex which is 20 cents lower than Macs starting rate and 14c over exchange fee. I heard Mac start at 70p for Liffe now which is 14p over exchange and the same as that offered by...

Depends what your definition of rates at "cost" is of course

Saw office, looks very nice. It is to be hosted by Fortis as they own the space and are sticking in their own guys too. The traders alliance have a deal with Fortis to take space and have filled a few desks already. As was suspected the space is knitted out and ready to go and Fortis are merely...

I am actually going to look at it today. Will revert with impression. Apparently it is not open until first week July. I agree on the Geographical fixed cost argument but think it is aimed at beating the deals that are already offered around the city, where after all the major population of...

I have no financial interest in this business whatsoever. I have been a self funded trader for years and this looked interesting so I decided to look into it and when I saw somebody started a discussion about costs I posted the link, so don't flame me you cynical b*stard.

I think the reason they are in Bishopsgate is twofold. They already have a deal on office space which is under lease and vacant so losing them opportunity and also they know they have a ready pool of locals that already work in the area and live all over London who will be looking to move across...

I believe the idea is to charge traders cost pricing, although obviously the clearing business will still make a decent margin. I understand that everybody involved i.e. the traders, will know exactly what they are paying to whom and as volume increases so costs will come down. I think this is...

It is one of the large clearers. I am not sure which one.

Check out this. www.thetradersclearingalliance.com You will see costs come down everywhere once this gets out.