Search results

  1. fan27

    Adventures in Automation

    It is actually three strategies, two of which are very similar. One uses EOD data and has been backtested since 1999. The other two have been backtested since 2006 which is all the minute data I have. I backtest using ES but trade using MES because I can dial in the position size. These are...
  2. fan27

    Adventures in Automation

    Results so far this year. Nothing new to report strategy wise...just working on commercializing my strategy builder.
  3. fan27

    Question about Java implementations and frameworks for algorithmic trading, and relevant techniques?

    Forget Java...instead go with the elegance and speed of Malbolge.
  4. fan27

    "No coding required" solution for algo trading

    "No code" is not entirely accurate, hence the reason it was put in quotes. Adding components to the framework definitely requires coding. Using the framework does not. As a developer, if I have to construct each new strategy from scratch it terms of coding, the process is very sub-optimal...
  5. fan27

    The Biden COVID vaccine

    Pfizer did the US a favor? LOL. You make me chuckle.
  6. fan27

    The Biden COVID vaccine

    Trump agreed to pay $2 billion for the vaccine. It's amazing what can be accomplished when a $2 billion purchase order is waiting for you. Feds agree to buy 100 M doses of potential Pfizer vaccine By The Associated Press July 22, 2020 8:28 am 1 min read The U.S. will pay nearly $2 billion for...
  7. fan27

    Where's the top?

    LOL! Nice summary, but eventually the piper must be paid...even for the honey badger.
  8. fan27

    Copy trading platform for Futures day trade? Not C2

    With IB you can have sub accounts and the platform I use (QuantTerminal) apparently has the ability to take advantage of that though I have never tested it.
  9. fan27

    International Women's Day ?

    We already have it...unfortunately it is not properly promoted. March 14 https://en.wikipedia.org/wiki/Steak_and_Blowjob_Day
  10. fan27

    MNKD ready to explode

    Going to be a Master Exploder!
  11. fan27

    C# based quant developers/consultants

    Nothing....just a larger ecosystem of quant related libraries.
  12. fan27

    C# based quant developers/consultants

    I realize python is the ideal language for quant research in terms of available libraries, etc...but for a smaller shop (me) that cannot afford to do research in one language and then porting to C/C++ for execution, C# does the job just fine.
  13. fan27

    Riding the oil bull with CLR

    Thanks for the post...so far the market is proving the Morningstar analysis flawed. Let's see what happens.
  14. fan27

    Riding the oil bull with CLR

    I got in CLR back in December to ride the oil bull...looks like it wants to go back to ATH at 70. Here is an article describing the state of affairs with CRL. https://seekingalpha.com/article/4352367-buying-continental-resources
  15. fan27

    The mom contrarian indicator

    This would not work for me...mom has a good track record at timing stock purchases.
  16. fan27

    I'm back. Hopefully better and more realistic.

    Just buy some oil/commodity stocks and re-evaluate in a year or two. Much less effort and the results will be superior to your current approach.
  17. fan27

    Midnight rally

    Currently long from the open...getting ready to buy more. That being said, @Rickshaw Man is suspiciously silent. @Rickshaw Man, now would be a good time to rally the troops!
  18. fan27

    Minimum number of trades required for backtesting results to be trusted

    Sample size can be misleading. I can take thousands of temperature readings in Alaska during the summer and get an average, which will tell me little about the average temperature over the course of the year.
  19. fan27

    A funny thing happens at $15 per hour...

    All this talk of minimum wage is a waste of time. Just listen to your leader and learn to code already.
  20. fan27

    C# based quant developers/consultants

    The framework is not fully "commercialized" in terms of users being able to download it, use a trial license, etc. I use it for my own trading as do several clients I work with.
Back
Top