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
Nonparametric Association Measures in Systematic Trading 57 replies
Anyone use Systematic from Alpari? 1 reply
A Systematic Approach to Markets 68 replies
Systematic Trading vs. Discretionary Trading 14 replies
DislikedWithout wanting to flog a dead horse, as they say in the article, this is also one of the advantages of stocks, you have more markets to choose from, one can construct synthetic pairs etc, where as in forex it's all a bit circular. With crosses, you really need ECN access to get the lower spreads.Ignored
DislikedExcept from stocks, I would be interested to combine metals (or other commodities) with FX pairs and see what comes out. Does anyone have any experience about this? I suppose we would need to trade a future on the metal, right? Is there other way to "bet" on metals? spread betting perhaps? (but I realise spread betting is probably available only for the UK)Ignored
DislikedBy the way has anyone read this book? I'm thinking of ordering it, especially the parts about market microstructure sound very interesting.
http://eu.wiley.com/WileyCDA/WileyTi...fContents.html
edit: uh apaprently no because it's not released yetIgnored
DislikedSo my question is, is there any longer term data available on news releases, something like the front page of FF but longer term.Ignored
DislikedHere is a good source for euro data (if someone is interested)
http://epp.eurostat.ec.europa.eu/por.../bulk_download
The thinng is that I'm spoiled and trying to find data similar to ff front page, csv or xml. Does anyone know where ff gets the data?Ignored
DislikedI don't know if can be useful, but if u open the folder of every news on the ff front page you find the source with the link.
Lubo.Ignored
DislikedMaybe I should hire few indians [or any other low wage country people who are advertising their work online] to write a csv of news events in the past.. Not really an impossible option.Ignored
DislikedI don't know.... , maybe,...... but u have to find people able to do it....Ignored
Disliked10 years of minute data (2,8 million candles), simple donchian 4/1 week system with fractional position sizing = ~1.1 seconds runtime.Ignored
Disliked2.8 million candles in 1.1 second...??? Oh my... long way to go (for me) to achieve something even near that.
Very impressive!
Thanks for inspiration.
BluefishIgnored