The breaking of a wave cannot explain the whole sea.
- Joined Feb 2006 | Status: Blah blah blah | 1,410 Posts
The breaking of a wave cannot explain the whole sea.
Trade another day through Systematic Trading 203 replies
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QuoteDislikedBecause spot currencies are traded on multiple venues rather than on an exchange, CalPERS uses a number of electronic-trading platforms to access the liquidity of various banks: LavaFX (acquired by FXall), Credit Suisse Advanced Execution Services (AES), FXCM and Barclays Capital’s platform.
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By using these platforms, you will have access to various pools of liquidity and not just banks — you might get a better price.
QuoteDislikedThe five verbs with highest negative impact on stock price are hereto, comparable, charge, summit and green. If the verb hereto were to appear in a financial article, AZFinText would discount the price by $0.0029. While this movement may not appear to be much, the continued usage of negative verbs is additive.
The five verbs with the highest positive impact on stock prices are planted, announcing, front, smaller and crude.
DislikedHello all,
I decided to open this thread to discuss about systematic trading and development of strategies in "quantifiable" way.
At this moment I have decided to move away from metatrader that I have primarily been using for my trading strategy testing and development [silly, yes I know]. I have been reviewing all kinds of platforms and all of them seem quite not what I'm looking so I'm going to build my own testing platform during the thread and discuss the process [more about it during the thread].
I'm going to go a bit different...Ignored
DislikedSometimes NP is a funny place...first they bitch about him sounding like an idiot...and then they bitch about him leaking to much important info...Ignored
DislikedThere are some links to open source platforms on the end of the post #1 of this thread.Ignored
DislikedI'm roughly in the same boat as you are, in that I'm building up my own little system from scratch, and trying to reuse as many open-source chunks as possible to make it easier.
Regarding the dukascopy tick-data, I'd recommend to not convert them to CSV files, as it's both much larger on disk and slower to use.
Stick to the download php script, although I'd suggest unzipping the files you download to make reading them faster. Or you could just leave them alone for now and unzip them on first read.
I bumped into this page http://ta-lib.org/hdr_lnk.html...Ignored
DislikedWhat I'm currently thinking now that I've started working on the backtester...
Using a MIDI controller for rapid strategy prototyping and chart navigation.
http://glanzunion.de/wp-content/uplo...0/dsc_6857.jpg
The controls would be mapped to various settings.
For example, the last set of knobs/sliders could be used for chart navigation:
- knob for timeframe selection (from W1 -> tick)
- knob for candle width (so you can fit more on the chart)
- slider for selecting the period displayed on the chart
Another set would be for...Ignored
DislikedSounds like you know a lot about computers Adal, Does it take much knowledge to put together your own computer? Do you know any good websites to look at for components?Ignored
DislikedI have an interesting question:
Is anyone trading non-profitable systems to get lower combined profit curve volatility?
I have gotten some quite interesting results by also including non-profitable systems to the possible strategy mix.Ignored
DislikedIn a few interviews with automated trading guys they said that they quickly cull non-performing algorithms. I don't believe it's disinformation. I'm sure they are aware of Parrondo's paradox. That being said, the paradox is real. If my research would show that it's better overall to include a losing strategy I would do it. Science all the way. I don't expect that to happen through.Ignored
DislikedA new gaming method, overload the competition (http://www.nanex.net/20100506/FlashC...s_Part4-1.html):Ignored