. yet you recommend US citizens living abroad should setup S.A.'s to avoid taxes? if you're an american, based on what you've been saying, the...
fwiw, 50 trades/yr isn't considered "high frequency". the indsutry uses that term when referencing much higher turnover, ie usually multiples of...
... and the infrastructure to pull it off. good post,
Regardless of the cost? No. But in grown up adult world when you have unfinished property sitting vacant, city/county government hits you with...
pre-backtest prototyping for simple stuff: wealth-lab everything else: custom c++ most relevant: c++. almost everything i've seen API wise...
imo, historical, same for most other data checks that influence position sizing. it's not much fun to throw out a big fat short on a $100 stock...
anyway... yea, onelots is the way to do it. i don't limit trade frequency as i like to get a sample i can look at, but if it's super high...
yup... funny thing is, it's also the highest cost with inefficient and error-prone programming... either way, you pay.
risk distribution/control, scalability, frequency, time criticality, objectivity, workload offloading... to name a few.
for model-centric low-frequency strats, sure, maybe, but for execution-centric strats it's nowhere near trivial... and at the end of the day, once...
i don't know where they teach the hands on details anymore, but there was a pretty sophisticated program at upenn sponsored by lehman a few years...
thanks for the links, have actually been a fan of most of those sites for years. for the most part though, those are primarily quant based...
yes, i'd also like to know of this forum of thousands of automated traders... pm if you'd like.
to the OP... if you just want to prototype, amibroker or wealth-lab will get you there for the mid-frequency stuff. i'm sure there are other...
you can save a bunch if you just use old comps for the nas boxes. old mobos with decent nic's will destroy most of the aftermarket boxes..
i see. so, if i have 500k in my "acct" at bright, and someone blows that 10M out. my money is 100% segragated from that blowout and 100% safe rgt?...
really. so, each of your trader's accounts are segregated and are SPIC insured?
vxx vxz should do the trick
anybody tried these?
a lot of people on this thread are making the assumption that if a prop firm exceeds their bp, then the shit hits the fan, the game is over for...
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