Search results

Just a suggestion but http://www.market-topology.com/ is a searchable database. You can very easily compare correlations of stocks and ETFs to build combos and pairs ideas. You could also look into building baskets or spreading baskets against ETFs to do similar types of trades.

Hi thanks for commenting. This is my current plan. I have every Friday off at my current job. It's not ideal but I can test the method and sim trade IB TWS for now until I get more practice (still ironing out stupid mistakes). Pretty slow going when you can only do this once a week though...

I'm no expert on bonds but I'll give a comment. Normally, the yield curve is upward sloping due to the fact that inflation is being priced in. The forward coupon payments and face value are being discounted against inflation. More distant maturities are affected more strongly. So, if the...

So where are you sourcing the data and how do you clean it? Real time? What are the related expenses running?

James Harris Simons is a mathematician of the first rank. If Simmons were here he would agree that the theory is being misapplied. My comment was directed at the conclusions that many who back test are making. I never said that all back testing is idiocy. I myself check that my method is...

These idiots that are trying to make automated systems via algorithm and backtest/optimization have one thing in common. The don't understand the limitations of statistics. Central Limit Theorem Law of Large Numbers Bayes Theorem Gauss-Markov Theorem The postulates of these theorems are not...

Thanks guys. Actually, savings > 100,000 but I'm time constrained. An edge that can't be automated, and that only works during RTH is not very flexible. Basically, you are either full time pro trader or not. Have to be at your workstation pre-market, open, intra and close 5 days a week (plus...

Thanks Bob. I read your other comment about taking things slow and trading your account conservatively. Right now I'm developing some other edges to compliment the above. My goal is to have "super low risk" and "low risk" edges in addition to the above which is basically for the front month...

Actually, it's kind of obvious what to do. I'm looking for some variety of opinion. Surely, some of you have done something of this sort? Or am I wrong about that?

Ha, gaussian huh. I studied all the masters Laplace, Gauss, Euler, Abel, Weierstrass, Weiner, Kolmolgorov, and more.

Rentec plays with billions bro, never said my stuff can scale like that. In fact, Rentec would actively avoid the type of exposure the script is designed to tame.

Let's say I have an edge and it is as simple as applying a very clever algorithm to linear combinations of futures and stock index data feeds. Let's say it's 60 lines of code. A script then generates a "signal" that gives you early warnings of reversals, tops, bottoms, trends and immediate...

The EMD front month has spreads a mile wide and the IJH etf is pretty bad too. It seems like this thing is just not liquid on any kind of short term basis. Anybody have a trick or workaround to actually daytrade the SP Midcap 400 ?

Just go to https://interactivebrokers.github.io/tws-api/tws_rtd_server.html and check out the different options to connect IB TWS to Excel. RTD Server is the newer one that is more recent technology than DDE. I'm not really trying to do anything too serious with TWS Excel API so RTDServer...

Just a suggestion but http://www.market-topology.com/ is a searchable database. You can very easily compare correlations of stocks and ETFs to build combos and pairs ideas. You could also look into building baskets or spreading baskets against ETFs to do similar types of trades. The problem...

Yea, It's funny. I remember when CFTC passed a law saying that all regulated FX brokers would have to reduce leverage for U.S. customers. It was a move to try to clamp down on the abuses that can occur when there is no real exchange and clearing. My first ever real look at trading was when...

The CFD quotes are ES 2850 and DOW 25630. That's where they closed.

Ready for BIG gap down on sunday Overnight?

Thanks, I'm just worried about excel actually, I am gonna be doing lots of formulas on the data and stuff. I'm thinking I'll use RTD Server...

Ok, I'm starting to understand. Here is my opinion. The instruments are not 'perfectly' inversely correlated. Here is why: The market groups that are fixing the prices use high frequency trading and special privileges. They have right to buy 'creation units' which is a large block of shares...