No posts for last couple of days but it's been real quiet for me. +149 and +370 nets thurs and fri. today was slightly better +$432 anek -...
Exactly. Not so much an issue for small / retail traders but if you run high frequency auto trading, reliability is a key factor. That is why...
if you have a large sample of data, you could do a test for serial correlation in range size If you're looking for something more accesible to...
Hey - STAN is not an ADR fyi. The info is out there - check google finance for example. Lists comps for each stock, including double listings....
Had to happen some time - new biggest losing day for the strat. -$1,639 net Nice trading Nordik
Powerfortier, Moriatron - nice trading For me, it's not huge but i'll definitely take it. +$749 net
today was ticking along as a normal, fairly quiet day for me. then some guy made a silly mistake and sent a bunch of orders to market. 30 secs...
If you are committed to learning a language, C++ is the way to go. Most algo firms use this for their production level development. This is...
Done for the week. +$715 net today Thanks largely to Monday, this was my best week with this strat so far. +$8979 net on the week. Have a...
An ok day +$670 net
fairly light trading for me today but caught a couple of nice winners so the good start to August continues (I know I'm tempting fate here - lol)....
nice day whilhacker2. basically breakeven here
Thanks Nordik, 5001
Today was one of those days where everything just seems to go right. New best day ever!! :D +$6,162 net
This is not an arb. The two contracts have different, if similar, underliers. There is no certainty that they will converge whatsoever. I'm...
Good way to start the month +$1825 Have a good weekend everyone
Hi all - I know there are some computer experts out there so hopefuly someone can point me in the right direction. I have 2 PCs set up on a...
Well, managed to end the month on a slightly better note. +$1,279 net This brings me up to +$13,800 in July. I'm content, if not delighted,...
+$499 net. the strategy has had a fairly dismal July so hoping to finish on a high note tomorrow. have a good night all great trading 5001!
v slow day SCV - v impressive trading.
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