Yes it requires stationarity. This is one of the main differences between playing gambling games where the rules of the game tend to provide...
People that are back-testing systems use MC to get a more representative idea of profit and max drawdown. This is a simple process of just...
you could try some of these http://www.tradingmachines.net/dir_brokers.html
I think this was only posted as an example of what an edge looks like or has looked like. If a system shows performance that is consistantly...
I was very impressed how he managed to use so many words to say nothing in that book. How about "Trading Systems" Secrets of the Masters. Joe...
www.tickplusdata.com This source has the full tape including trade and quote data. www.olsendata.com Also has quote data but is more expensive
Great post and good advice. it's all about the edge but unfortunately the edge can never quite be relied upon in markets. Once all the analysis...
Air conditioned offices and frequent air travel are a new feature since the last pandemic. If the bug does mutate into something transmissible...
In a nutshell, yes. It is simply a contractual arrangement between the broker and the trader that avoids stamp duty whilst otherwise being...
This is still not competative due to the stamp duty problem. The direct access CFD providers e.g GNI, etrade e.t.c are cheaper for trading UK...
Thanks for responding. I agree with everything you have said. To add to your point about trend followers being correlated if the underlying...
Hello Acrary, Have read through this thread and am interested in the way you are combining systems. I have a question about the validity of...
There is a list of software here that might help. http://www.tradingmachines.net/dir_automation.html Quanstudio has a built in FIX engine so...
I think you have to have the terminal. You might also look at their reliability record to see if it meets your requirements.
If you just want a terminal then there is quite a bit of choice. If you do really want a feed covering the markets you described then the...
FCE and FTI both roll monthly. Not sure if there is any good reason for it other than the French just being French.
There is a directory of analysis and automation software at http://www.tradingmachines.net/Directory.html
The change is now delayed to August.
Took a small hit in yesterday's FTSE market but only enought to leave me in a bad mood. Annoyingly, I would have been fine if the markets had...
It is only easy to convert signals to systems if it is something simple and standard. If it is something out of the ordinary or is complicated...
Separate names with a comma.