It's what I am using. I read key statistics pages from Yahoo and pull data out of it. The bs4 bit ends up looking like this: return...
Modern web parsing libraries also know about DOM, such as bs4 for python. Honestly I think it's moot since you'd be better off using IB and ibpy,...
It looks like you have to pay >$99/month once you take it live. That'd be a 12% drag on your 10k portfolio and I'm skeptical it's worth it. I'd...
Just echoing what others have said, but I'd keep it simple and not far from a plain balanced portfolio. DTB2's suggestion is a good one. You...
I agree, the 1/29 entry only works if it held overlapping the next entry. The 2/5 entry can't have made his stated returns. It could be a...
Sure - I think it's better after reading other systems books. If you're interested in that I'd probably start with something like Trading Systems...
By slippage I just mean the quality of the execution. If RH takes longer to execute your trades and spends a few seconds offering it around a few...
Are you considering entering the world cup of futures? I think Larry Williams still holds the record for % return and you'd beat it handily if...
Reversion strategies that enter pre-confirmation often have better return on capital (vs ror) without stops. You have to trade very small to...
fwiw I found your blog via ET and one of these kinds of posts and it's a terrific resource. Also bought your book yesterday. So, thanks!
Bear in mind that commission is not your only cost of trading. For example when trading stocks IB is < $0.005 per side but your spread?slippage...
There was a good episode on BST podcast about this http://bettersystemtrader.com/036-michael-bryant/ But I think using AI generated systems has...
What about 40%? Trend followers usually have win rates below 50% yet they can make very good returns. TA usually falls into two camps. You can...
Odd, that contradicts their FATCA statement here - could be worth a shot. http://suretrader.com/fatca-compliance/
ThinkOrSwim is now Ameritrade so not sure those deals exist any more. IB is a good choice or any per share broker with such small size....
I was being coy with the short and hold, but if you want to trend trade a basket of 3x ETFs let me know how it went in a year's time.
The short answer is I don't use leverage - at least, not for buy and hold or basket type trading. If I am swing or day trading, then there is the...
How about short and hold? Leveraged ETFs make heavy use of derivatives that expose you to time decay. On a daily basis, the time effect is...
meant to add, see this link for a nice intro to profiling http://stackoverflow.com/questions/582336/how-can-you-profile-a-python-script...
I agree with volpunter - don't mess with multithreading if you aren't very comfortable with it already. You can speed things up by profiling and...
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