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Hello! I developed @ES algo that need all 505 stock prices for trading (yes, stat. arbitrage) and tested it in SIM mode (X_Trader + DXFeed). This is not low latency and when I tried trade live I got 7-7.5 usd slippage for market orders (Of course, I tried limit orders). It mean that I'm on...

May I ask you - is it possible trade BTC futures via your company and Rithmic API? PS. What is the average ask-bid spread for BTC and BTC micro during the USA trading session? Could you share screenshots? Thank you.

You can't find AmpFutures web site? It's easy google it - https://www.ampfutures.com/

Rithmic is futures only. Try AmpBroker. IMO this is the best retail futures API (C++)

Much better doing synt. index with minimal dispersion from all symbols from EFT and trade this estimation. For pair trading you should keep your position from several days till several weeks

FIX will allow you trade most top FX liquid providers and with lowest latency. You can use open source fix engine http://www.quickfixengine.org/

You need move to FIX

Hello, Let me present algo for SPY, QQQ, DIA and related futures. Review the Walk Forward Test enclosed (PnL is result of @ES futures one lot trading based on SPY prices). Walk Forward Test used prev. data for calculate parameters and proof the algo stable factor. This is EOD algo, not HFT...

Hello, May be can talk more. DM me, plz. FYI - SP500 walk forward test (I hope u know about it) based on @ES execution (25usd per round trade totally fee). Regards, Eugene.

Hello, Happy XMas! I need ask download Forex quotes (and related continues futures) from TradeStation downloader. Please, let me know if you can help me. I have 2012-2016 data and tested my algo on this data. Review the EURUSD SIM test (system is adaptive and recalc params each 10 days)...

We started live test already... Aroun 24 hours result with 500 Bitmex contacts below.

Sent order over best ask/bid price (+$1) and then waiting when last trade price will be over (lower) limit price. One order is active one time.

I'm not USA citizen and do not live in USA. What's the problem?

We do not have more tick data collected (5 crypto exchanges quotes). But the system made over the 5000 trades during this period and it's allow suppose that system is stable. Of course need more time for prove - I agree. We can manage risks only for now.

Hi, I'm looking capital for trading system that can work BitMex or Derebit (because they paid for MM). This is stat arb MM system backtested during the 1 month. System do not have stops - change position logic only. Estimate backtest for BitMex. Execution based on strong conditions - trade...

Hello, Could I ask somebody download from TradeStation or another platform continues futures for research for last 3-5 years ? I need 5M, 15M timeframe @6A (AUD), @6C (CAD), @6E (USD), @6B (GBP), @6J (JPY), @ES (SP500), @ZN (10 year t-note), @CL (crude oil), @GC (Gold) I used data from Bitfinex...

You can send me something by email - elabunsky _ gmail . com

Really more profit with two side arb? Could you show me something?

Please, estimate below samples. SPY and DIA trading system. Both are WALK FORWARD TEST. Both have a lot of trades. Both uses same params. Both are stat. arb (the same 100%). Used 1000 lots as 1 lot (below chart show position size) and 30 usd per lot transaction cost. No problem if execute system...

Thank you! Could you email me on elabunsky _ gmail | com? And then I'll get you more info.