Is someone using flipped price level data for doubling amount of historical data? Did it prove to be beneficial in out of sample results or is...
Could buy from me! Il accept bitcoin
I can relate to that, 6+ years in that path. At beginning i had multiple "profit increasing" bugs , as i coded everything from zero, including...
Ugly
Those who say don't know. Those who know don't say. --Lao-tzu
Ask yourself why did they become "gurus". The human world is full of BS.
Im afraid historical yearly inflation is higher than 3-4%. Renting real estate would also be higher return.
The domain is down.
At <than half the spread lots of opportunities to make money open up. Might have ended my research into market dynamics long ago if 0-0.5x spread...
I tested the idea , spreads eat all in my case. How the hell is high freq trading even possible at current spread levels.... Must be beneficial...
At some point beneficial to start buying up rare petrol cars?
0.5M to get micro bit of painting and relative position of sun on watch ...
Luxury+performance ,My fav audi a8/s8. D2 s8 suspension not as soft as less powerful a8 models but later ones have adjustable air suspension. D3...
In my half decade of algotrading experience building all of that is nothing compared to how long it takes to find and alter strategies. Coding...
True. Without spread it would be possible to get enormous numbers out of the market, with almost linear growth without noticable drawdown. But if...
Amen.
What instrument has so low spread that you would need under 1 sec data? +bid-ask tick data takes serious memory, especially if using multiple...
Hi, I have IB api implementation in Qt/C++. I dont code in python.
Interesting ,Are spreads higher than IBKR for FANG stocks?
Once per minute 1-2k stocks coverage would be fine. I see no options under 200usd yet.
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