Interactive Brokers supports this via their Trader Workstation. I traded WTI-Brent spreads through them, you can trade calendar spreads as well....
I have a custom backtesting framework implemented in R. Have been planning for a while to create a package that can be distributed via R packaging...
And here is a link to find it: www.tradinggeeks.net/downloads/ib-data-downloader/
IB Data Downloader is available for $15 off with a coupon until December 10th. If you want to use historical data from IB for your own analysis...
MatLab is a very expensive option. The problem with it is that on top of the core product you will be required to purchase add-ons if you will...
k p , sorry for repeating your points, just read your comments after I posted my response to Sig
Hehe, I really admire your passion about this. Couple of questions: 1) Why 5%, I thought the official figures state the inflation is at or below...
You sound like either a politician or a Fed official (is there a difference?) In any case someone whose livelyhood depends on winning people over,...
No, not because I simply say so, but because i have open eyes and see the prices I pay for goods and services increasing by waaaay more than 2%...
BTW, Stating that inflation in the US now or has been at any time in the past few years is 2% is insulting everyone's intelligence.
Hmm, this looks like it was posted by a bot.. ;)
With so much talk about raising or not raising - most people completely forget another much more important topic related to the Fed: the fact that...
As usual US foreign policy results in more problems for the US than problems solved. After a wave of shale oil company bankruptcies and the...
Sorry, just dont understand why a person would not be able top skype? Do you live on an island that does not have an Internet access?
Wow, I did not mean to start a flame war or anything like that... I believe it's better to have a variety of tools in your toolbox, and R, like...
Not yet, but I read a bit about it. Does it help with/use vectorization?
Yes, good point. I came to the conclusion that to properly apply R I need to figure out how to vectorize my signal generator functions. This is...
The real computational power these days comes from multithreading/ ability to use multiple cores or servers to process your data. Due to R's...
Any backtesting strategyb should simulate reality as closely as possible in order to avoid nasty surprises when you go live with your strategy....
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