Err..huh? Are you trying to ask why a linear regression needs an intercept?

Synthetic hedges, cointegration, mean reversion and similar stuff

Plenty of people make this type of stuff work, however, I don't know of anyone doing this type of thing with forex. There are also many ways of doing it, if you have access to any academic databases you can dig around for some of the other ...

Synthetic hedges, cointegration, mean reversion and similar stuff

True, I agree with the with everything you say, I was just trying to keep it simple 'C++ is C with classes' is one of my pet hates.

Systematic trading

It really depends on what level of abstraction you want to descend too, C is faster than C++, but at that level you are talking custom memory management and you can go even further with custom Linux kernels etc. I like my OO, many people never ...

Systematic trading

Use C++, with the recent (well, past decade or so) developments in C++ and its itinerant libraries (tr1, boost), one can write high level code without having to deal with memory issues. The only area where core C++ really falls down is in GUI work, ...

Systematic trading

Does it channel this information to our trans-dimensional lizard overloads?

Expert Advisors or Human Traders?

That is very fast, the question remains however, what are you going to do with all that blazing speed?

Systematic trading

1. Hmmm...I wonder what happens when you move this file. 2. I guess the problem is that the icon only switches the current project not the session. 3. No, it's just another project (like how it would be done in vs). I did some more reading on the QT ...

Systematic trading

I've got my .exes linking now, but I have a couple of questions... 1. How does one determine where a 'session' is kept? (I want to add it to SVN). 2. How does one switch a session from debug to release in totality? 3. If a have b.exe which depends ...

Systematic trading

Cheers for that, it does make sense. Managed to get some basic projects up and running, but will have to keep exploring the GUI, it is however much nicer than what I'm using now.

Systematic trading

Markmm, do you have any advise on how to get started with QT Creator, I've browsed though the documentation, but it's pretty basic...I can't really find anything on how one would import existing C++ libs (for example).

Systematic trading

Yep, it runs pretty good, and boost stops you having to worry about low level detail, works for me.

Systematic trading

url

Systematic trading

Mostly disappointing, but it really depends on what you mean by 'promising'.

Systematic trading

Isn't it transparently obvious that both entry & exit are important, sure, exits are important for taking profits appropriately, but if your just going to enter randomly then basically your just going to be sitting around with your ass hanging out ...

No more BS - What have you learned?

< sarcasm > Yer' fucking kidding me!! < /sarcasm >

Should I become a full-time Forex trader?

Amen to that, watching the VIX decline is gets kind of boring.

Systematic trading

I think that was the peak for him, the 2008 volatility was not the sort of thing that comes around often. I remember reading somewhere, that he actually wasn't compounding anymore because he was running into scalability problems (obviously you can ...

Systematic trading

Huh? Strange comment, all he is saying is that more more buys better brokerage services. You need 20k min just to day-trade US stocks.

No more BS - What have you learned?

Have a look at the P/L threads on ET, specifically EricP, lescor & Dustin (have a look at who they seem to be mates with). EricP had a $1,000,000 day in 2008, also have a look at lescor's 'grinding it out, day after day' thread. None of them give ...

Systematic trading