No one does this type of trading?
I work at my official job for about 8~9 hours each day(even though my boss is expecting more like 10~12 hours). Then I go home and work on system...
Does anyone have any idea on the limitation of excel in terms of number of symbols and data feed update frequency? If a strategy trades 2000...
Does anyone have any insight on how to realistically implement this entry method? Buy intraday if a stock penetrates 20-day high. Do this on...
I have a newbie question regarding how basket order is handled. Let's say you use a basket order to submit 1000 limit orders on 1000 equity...
Thanks for the replies. They are all very helpful. I searched for "multi-strategy money management" and didn't get useful result. Sorry if I am...
Suppose I have an account with 1 million dollars(I don't) and I want to trade 5 fully mechanical strategies on equities for diversification...
I agree that a certain level of programming expertise is needed to program API. But even with enough knowledge, it would still be a faster...
Thanks for everyone for the inputs. Does there exist any step-by-step guide "for dummies" to program this? I mean for some of the most...
Hi Charlton, I am aware of the IB API with AB and TS, but they are just not my brokerage of choice. I need to automate my strategies with either...
Hi, I am already using AmiBroker to backtest the strategies. I don't really need to program a backtesting software. What I really need is an...
Background: I self-taught C++ in high school and majored in computer engineering in undergrad, so I am not totally ignorant of programming....
Are most high-frequency strategies either stat-arb or market making? My general idea about arb is that you enter when a price discrepancy is...
Of course I don't expect anyone to give away the strategies. I was looking for more general ideas and the concepts behind them, like stat-arb.
I am just very curious on the nature of these mysterious high frequency strategies. What kind of strategy would make tens of trades "per second?"...
I think if AmiBroker just add automated trading to its functionality, that will put other vendors out of business. I have been backtesting...
Thank you.
Hi bespoke, Do you mind describing your data feed, software setup, and broker for your market scanning strategy? It seems pretty close to how...
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