I'd have to vouch for IB as well at this point, I'm using the CTI gateway, not FIX, but I have not had a single failure yet (touch wood). DTN & IB have been rock solid right though the past couple of weeks, which is good given the current levels of ...

Systematic trading

That's an interesting picture, you would have to have balls of steel to trade that by itself (only one winner in some years). Just goes to show the power of diversification in strategies. How long before you try to go live? Kind of on the same ...

Systematic trading

That's all very nice, but I would be wary of nice smooth equity curves... I had a case of the 'too good to be trues' with my GA, it turned out that it was the order management options that I was feeding the GA. Anything that is 'tight' in terms of ...

Systematic trading

"00:14:22.350037", according to my DB.

How Long is your typical trade?

(Buzzer sounds) Wrong! If he has signals with a positive expectancy he would be able to make much more money trading than running a subscription service (without the additional hassle of web hosting and customers complaining about crappy signals ...

Are systems really the key?

You really have to apply some logic here... Proposition: I can generate trading signals which consistently make money. Options: A. I can trade my signals and make a lot of money. B. I can set up a crappy looking website and sell my signals for ...

Are systems really the key?

I have tried to read that chapter in that book about 5 times now, the non-standard notation drives me around the twist. Their filter has so many degrees of freedom I'm not sure how they manage to do anything useful with it. Most people just use a if ...

Systematic trading

Open, Low or Close above the High. Open, High or Close below the Low. Prices = 0. Spike filter. Date Gaps.

Systematic trading

You're going to have a hard time eliminating slippage given that the speed of light is not infinite.

Algorithmic Trading - Institutional Level

This is a hard question to answer definitively, Buffet has obviously made a huge amount of money, however one could argue that he is an investor, not a trader. One would also have to rule out the one hit wonders who bet against sub-prime. My picks ...

Who Is The Best Trader Living?

Yawn....if you are determined to fixate on the fact that one can override the type system in C++ then this is your prerogative, this does not change the fact that one can still write perfectly type-safe code in C++.

Object Oriented Programming

Cool video, I hope that guy draws his fibs correctly

Systematic trading

The equity markets are also going mental. (S&P is down ~6%).

1000+ pip market moves...hope everyone got it

I'm reticent to post on a 'language war' thread, but you demonstrate a stark lack of understanding in the above quote. C++ is type safe, if I write... std::string x = 1; it will not compile, and the complier will tell me why. All other points about ...

Object Oriented Programming

With all due respect, I have to disagree. I make no claims to have a conduit to the universal truth here, there are many ways to achieve a given goal, but I have talked to a number of very successful traders and one of the common things they shared ...

Why 61.8%?

Post of the day.

Optimized Risk vs Reward Equation

This thread is an encyclopedia of bad thinking and out and out shilling, Carl sums it up better than me... video

Why 61.8%?

Quite a lot it would seem if you have been a member since 2006 and managed not to pick up on the millions of threads on this very subject.

misguided logic?

I'm on Ted's side, it's all crap.

Why 61.8%?

The original. url

Object Oriented Programming