http://www.elitetrader.com/et/index.php?threads/we-are-the-95.228628/page-5#post-3327399
Even the smartest FAIL big emg
http://en.wikipedia.org/wiki/Long-Term_Capital_Management
If my understanding is correct, research on IV ranking, defined by the ratio of Historical-V and Current-IV, was done by Caplan for too many years, published in his Volatility Secret book, and has been used by OptionVue for long time.
Just my 2 cents:
Many books teach that you need to select wisely the right strategy for the right scenario currently appearing to you!
An alternative approach would be that you need to choose and focus on a minimal number of safe strategies to match the reliable risk/reward scenarios...
I can only guess that TradeStation (as a listed company) could be a good idea, considering its established support base and product maturity/reliability, relatively to any others.
https://tradestation.tradingappstore.com/about
BTW, you may pay for 2+ developers for using/licensing their...
My google findings:
http://www.turingfinance.com/algorithmic-trading-system-architecture-post/
http://au.wiley.com/WileyCDA/WileyTitle/productCd-1118129857.html
https://fia.org/sites/default/files/FIA%20Guide%20to%20the%20Development%20and%20Operation%20of%20Automated%20Trading%20Systems.pdf...
" 100 % wins over 240 days
Discussion in 'Automated Trading' started by Spectre2007"
I would probably start this thread in a non-Automated Trading forum! :)
Very good points indeed!
I found the discussion on static and dynamic hedging from the first book below quite interesting. (Don't have the second book yet.)
Sometimes a crash can be quite easy to find.
http://www.elitetrader.com/et/index.php?threads/offering-auto-trading-long-only-options-system-sys13.297294/
And the best teacher/trainer to follow is the live market, rather than any mentors or historical data! :)
However sometimes lessons can be very dear! o_O
My 2 cents:
Climate Skeptics could be proved heroes in the future.
Therefore they should register themselves individually into a database (similar to this http://desmogblog.com/global-warming-denier-database ) in order that their future generations can find the registered names for...