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  1. RealTick - $0.0035/share Cobra Trading Special Offer

    what is your commission for trading ES futures? thanks.
    Post by: ssrrkk, Nov 13, 2011 in forum: Events

  2. local extrema detection

    Not errors, just fluctuations that I don't care about. I am specifically interested in the SPX. So if you just looked at every bar and it's...
    Post by: ssrrkk, Nov 13, 2011 in forum: Strategy Building

  3. local extrema detection

    What is your favorite way to detect local minima / maxima on noisy timeseries? For example, if you looked at every single bar that is above it's...
    Thread by: ssrrkk, Nov 13, 2011, 27 replies, in forum: Strategy Building

  4. Managing and efficiently implementing code

    By the way, I also know of this package: http://www.knime.org/ I am thinking that may be I can use this to organize my code. This might be a...
    Post by: ssrrkk, Nov 12, 2011 in forum: App Development

  5. Managing and efficiently implementing code

    I essentially do this with python but with a little more structure. I have several base classes with re-usable code snippets defined as methods. I...
    Post by: ssrrkk, Nov 12, 2011 in forum: App Development

  6. Do you see patterns in Random Walks?

    Yes, this is one of the first things I also noticed when I started looking at the markets. I found this not only applies to price/volume or...
    Post by: ssrrkk, Nov 12, 2011 in forum: Technical Analysis

  7. collaborations

    Thanks kut2k2, you are right, I just replied a post there.
    Post by: ssrrkk, Nov 11, 2011 in forum: Strategy Building

  8. Is Trading Just Guessing?

    This is so true. But I might add that some, in fact perhaps the majority of the population, lead a peculiar life trajectory that is counter to...
    Post by: ssrrkk, Nov 11, 2011 in forum: Risk Management

  9. Backtesting and Interactive Brokers... your solutions?

    Java, mySQL, Python, R
    Post by: ssrrkk, Nov 10, 2011 in forum: Strategy Building

  10. collaborations

    I appreciate this discussion -- it's like a breath of fresh air compared to wasting hours and hours arguing whether statistics and probability...
    Post by: ssrrkk, Nov 9, 2011 in forum: Strategy Building

  11. collaborations

    hi braincell, thanks to your probing questions, I have actually realized something: since I am indeed sampling the data, the frequency content of...
    Post by: ssrrkk, Nov 9, 2011 in forum: Strategy Building

  12. collaborations

    hi braincell, yes I do understand the minute bar discretization is not a real low-pass filter -- however, the act of using 1 minute...
    Post by: ssrrkk, Nov 9, 2011 in forum: Strategy Building

  13. Question for Neural Net Users

    I am generally of the same opinion -- specific rules that you can come up with usually perform much better than relying on a machine learning...
    Post by: ssrrkk, Nov 9, 2011 in forum: Automated Trading

  14. collaborations

    Actually I should back up and say, there is a good reason for me to use minute boundaries (bars) for trading as opposed to triggering using the...
    Post by: ssrrkk, Nov 9, 2011 in forum: Strategy Building

  15. collaborations

    Thanks! Same to you and everyone on this board!
    Post by: ssrrkk, Nov 9, 2011 in forum: Strategy Building

  16. collaborations

    hi braincell, That is an interesting idea. I haven't ever considered going to that extent because I deliberately make my IB trading algorithm...
    Post by: ssrrkk, Nov 9, 2011 in forum: Strategy Building

  17. collaborations

    As I said, until you verify each and every trade even for a short period in your forward tests, you really cannot tell what is going on....
    Post by: ssrrkk, Nov 9, 2011 in forum: Strategy Building

  18. Question for Neural Net Users

    I worked on a statistical modeling / classification project once in my day job, and I tried out clustering, Bayesian methods, SVMs, logistic...
    Post by: ssrrkk, Nov 9, 2011 in forum: Automated Trading

  19. collaborations

    By the way the reason I started talking about slippage and commission after you (braincell) mentioned the high number of trades is because...
    Post by: ssrrkk, Nov 8, 2011 in forum: Strategy Building

  20. collaborations

    hi ES, thanks for your reply -- I understand that this might be a controversial topic but I was too curious not to ask. I would say this, not to...
    Post by: ssrrkk, Nov 8, 2011 in forum: Strategy Building
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