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- Sunliner replied Aug 6, 2011
I'm biased to say that "correlations" definitely would fit in Quant trading. While about the patterns.... it could be a little bit tricky. Because if we talk about very complex price "patterns" which are analyzed from raw price data, then again it ...
- Sunliner replied Aug 6, 2011
Probably we have different interpretation about what is "developing a profitable trading system" , but if you employ a systematic plan the "size" issue is eliminated. (just to be sure, when you say "size" you are referring to trade size, correct? if ...
- Sunliner replied Aug 6, 2011
if you are referring to my post, here is my opinion: 1. yes you are right, once I have a plan properly established it becomes much easier from there. But arriving at that point in the learning curve is.... unbelievable hard. But even after that, the ...
- Sunliner replied Aug 6, 2011
reres, Yes, short term arbitrage requires a very expensive trading infrastructure(colocated server next to the Exchange matching engine servers) optimized proprietary softwares for efficiency and so on. Combining different algorithms with fundies is ...
- Sunliner replied Aug 6, 2011
Hello. reres, I already posted this 2 pages ago here but my post had to be approved by moderators manually because it was my first post on this forum. So probably you didn't saw it because it was approved 6 hours later. Anyhow, now everything being ...
- Sunliner replied Aug 6, 2011
Yes, because they lag and plain simple it is just a "smoothed" price and don't really have a prediction quality. Then, if you add the: spread, slippage, commissions, negative swap and other trading costs, it will loose money over long term.
- Sunliner replied Aug 6, 2011
Hello reres, I will respond systematically: 1. Yes, I agree with you that TA doesn't really work. Or if the TA provides an edge, it is very small and can't cover the expenses(spread, commissions, slippage and so on) over the long term. If you want ...
- Posts by Member Search: 'Sunliner'