@nonlinear5 i think you have a pretty strong understanding of the first half of my question. Thanks for doing a better job expressing my concerns...
Well, if you look at the mean variance optimization approach (what they teach us in school), obviously, the covariance matrix depends on the...
While I am aware that trading two accounts is possible and indeed may have advantages in certain cases, I'm a bit unclear as to how this would...
I'm sure someone has mentioned this already, but @Q3D, the Fibonacci sequence is not random as your title states. The lines plotted on your screen...
While I agree with the posters above, I think we may have conflated volatility and what the OP actually wants (which I wouldn't knock you for as...
I do mean to say correlated. If the strategies trade the same asset and are any good, there should be high correlation between signals during the...
Consider a situation where we attempt to trade multiple strategies on the same asset with varying returns, volatlities, trading frequencies, and...
I hate when people on here come on my threads and derail them with critiques instead of answers, but I gotta interject a bit. I'll make you a deal...
Any further word on this?
@IAS_LLC does this mean we can stop coming up with crazy Bayesian stuff for Q position? Doesn't sound too bad...
The real issue w/r/t speed and cost is not the cost of physical infrastructure as you've alluded to above, it's the cost of services and payroll....
R | API provides a whole framework for writing indicators yourself. Look at their API docs for more info.
Something analogous to ladders exist for equities, yes. It's called level II. Ignoring the nonobivious intractability of trading in this manner...
I see what you're saying, but if any trader in the prop or hedge fund community risked according to Kelly, they would be in serious trouble with...
I've had plenty of father figures. Sinclair, Natenberg, Hasbrouck, Cont, Harris... The problem is that once you find a good father figure, you...
Disturbing lack of ladders for me to dub this the next big thing. That being said, if the middle lower right is supposed to depict a vol surface,...
I appreciate you bringing more links to the table. Yes, 100 is not cheap by ET standards since few people here shell out significantly for data,...
For daily data, quandl is the simplest and cheapest option. $100 a month for U.S. equity options.
I see, with this in mind, I'll mention that I investigated what a low latency set up of interest to me would cost with Eurex earlier this year. I...
You know, ultimately, I'm just a guy on the Internet. I'm not Eurex, nor am I your FCM or CQG. I can tell you that if I tried to pull your set up,...
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