network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | Jul 2 '12 at 15:08 | |
| stats | profile views | 37 |
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Apr 11 |
comment |
FX Tick Data question The GAIN data is quite unreliable (unordered and with gaps). The best place for free data I have found is dukascopy: dukascopy.com/swiss/english/data_feed/historical , although it would be great to see how that compares to a real provider. |
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Apr 6 |
answered | data on historical stock price of bankrupt companies |
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Apr 1 |
awarded | Revival |
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Mar 30 |
answered | Hedgefund-like behavior for covered call selling account? |
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Mar 30 |
comment |
How to design a custom equity backtester? What happens if the signal is triggered during the last bar of the day? Do you assume you buy at the close or would you buy at the next (day) open? |
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Mar 27 |
awarded | Nice Question |
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Mar 23 |
awarded | Peer Pressure |
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Feb 11 |
awarded | Teacher |
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Feb 11 |
answered | Training set of tick-by-tick data? |
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Feb 9 |
accepted | Categories of systematic trading strategies? |
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Feb 9 |
awarded | Scholar |
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Feb 9 |
accepted | How 'High' is the frequency in HFT? |
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Feb 9 |
comment |
How 'High' is the frequency in HFT? Thanks! The article is exactly what I was looking for. |
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Feb 8 |
asked | How 'High' is the frequency in HFT? |
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Feb 8 |
awarded | Supporter |
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Feb 8 |
awarded | Student |
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Feb 8 |
comment |
Categories of systematic trading strategies? @Shane Please be my guest, you can probably phrase it better than me. Second try: "What are the subcategories for 'Trend Following' and 'Mean Reversion' strategies?. I know only of moving average crossovers for the former and pair trading for the latter. " |
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Feb 8 |
comment |
Categories of systematic trading strategies? Saw it coming ;)... At least I know what kind of thing not to ask now. |
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Feb 8 |
comment |
Categories of systematic trading strategies? Thanks for the answer! According to that I can say I am interested on "Price" since all the Fundamental stuff is too complicated for the moment, now I just have to find pointers for "Trend" and "Reversal" strategies. Why are chartists astrologists? it looks reasonable to write an algorithm looking for ascending triangles and buying at the break point. You could look at historical data and say that strategy works 62% of times with a win/loss ratio of 2$/1$. Then you test it live to see if you get the same numbers... (I'm really curious about the horoscope comparison) |
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Feb 8 |
asked | Categories of systematic trading strategies? |
