blackbox algorithms for interest rate futures

[thomsonfx]

Lawrence, 5Pillars: May I know whether there is anybody switching from Tradestation, eSignal, Wealth-Lab.. to Neoticker, SmartQuant.. purely for faster execution purpose ?

 

[5Pillars]

www.smartquant.com tied to XTrader is the top of the line operation for automated trading imo.....much better data and order execution speeds.

 

[Murray Ruggiero]

If you are interested in interest rate futures you need to look at intermarket analysis. I had a good thread on that a while back I can link you to. I even disclosed a bond system which has worked well for the past 8 years in this thread.

Link to start of thread

http://elitetrader.com/vb/showthrea...6&highlight=intermarket analysis&pagenumber=1

Link to system

http://elitetrader.com/vb/showthrea...6&highlight=intermarket analysis&pagenumber=7

 

[nononsense]

Quote from Murray Ruggiero:

If you are interested in interest rate futures you need to look at intermarket analysis. I had a good thread on that a while back I can link you to. I even disclosed a bond system which has worked well for the past 8 years in this thread.

Link to start of thread

http://elitetrader.com/vb/showthrea...6&highlight=intermarket analysis&pagenumber=1

Link to system

http://elitetrader.com/vb/showthrea...6&highlight=intermarket analysis&pagenumber=7

Why don't ya trade that bond system and grow rich instead of fooling around like a Jack in a box?

 

[dafugginman]

quality post nononsense. guy discloses a treasury bond system for free, which is more useful than anything you've posted in 4700 tries, and you come out with the personal attacks. good idea.

 

[vital-analitix]

Quote from nononsense:

Only losers will provide you with ample ïnformation
Winners know better.

agree, winners have learned not to disclose a system

those who know do, those who don't know teach

 

[vital-analitix]

Quote from dafugginman:

quality post nononsense. guy discloses a treasury bond system for free, which is more useful than anything you've posted in 4700 tries, and you come out with the personal attacks. good idea.

http://www.elitetrader.com/vb/showthread.php?s=&postid=841626#post841626

I second gnome's post, wasted years on that correlation crap

 

[OddTrader]

Quote from vital-analitix:

http://www.elitetrader.com/vb/showthread.php?s=&postid=841626#post841626

I second gnome's post, wasted years on that correlation crap

With limited experience, I would have no problem to concur.

Quote from gnome:

Being a 20+ year "trading the markets veteran", my view.... (A) intermarket analysis is bogus, and (b) if you consider ANYTHING except *price* in the market you seek to trade, you will hurt your overall performance.

 

[Lawrence Chan]

Quote from thomsonfx:

Isnt it all proven strategies base on tick data analysis ? Could you tell me anything we can know on the order book or others for competitive advantage ?

One of the more useful tick analysis is the detection of size trades at important price levels.

The direction of those trades (buying the offer with size, or selling the bid with size) can provide interesting clues.

Unluckily, for most pit traded instruments, actual size can only be figured out by the locals who see the trades happening.

For electronic contracts, the smaller traders now have a level playing field as size is reported.

 

[Lawrence Chan]

Quote from thomsonfx:

Lawrence, 5Pillars: May I know whether there is anybody switching from Tradestation, eSignal, Wealth-Lab.. to Neoticker, SmartQuant.. purely for faster execution purpose ?

Most users who switch to NeoTicker are looking for specific features in the application. e.g. tick analysis, N-sec bars, etc.

Pure execution speed limit is controlled by the brokerage and the connection, not likely an application side issue.