182 reputation
5
bio website hjortlund.me
location Aalborg, Denmark
age 29
visits member for 1 year, 10 months
seen 52 mins ago

Not much, but guess what.... I'm a geek :-)

You are welcome to check out my public repositories @ GitHub

https://github.com/hjortlund?tab=repositories


Dec
13
comment discounted price economic meaning
I'm not completely sure I understand the question. But in order to simplify the calculations/study of the securities, it's conveient to have a refference point. If the bank account changes, depending on the calculations you want to perform, you end up with too manny changing variables, and it can be difficult to compare. I hope it makes sense.
Dec
12
comment Forex P&l Attribution on Physical Forward position
If the market price stays at 300 EUR, your still exposed to the currency risk between the EUR and USD, as the 1 MT wheat is traded in EUR and your trading account is in USD - you need to exchange the EUR value of the wheat to USD at some point.
Dec
2
comment Correct term for position accumulation relative to price?
I guess you are trying to adjust/optimize your leveraged position size with respect to risk/return. Or am I totally off? Looking at the volatility in the instrument you are trading would be a start.
Aug
31
comment What kind of front end/ gui is used with trading applications?
The idea is to use C# to grab the std output, and post it to the php script running on the webserver. If you would like to present the user to a stream of the std output, you would have to use Ajax to update the the UI. Take a look at this link to se how you can make C# grab the std output stream: stackoverflow.com/questions/285760/…
Aug
28
comment What kind of front end/ gui is used with trading applications?
The PID server is just a remote control. My approach takes into context that you know (or is open to learn) multiple technologies. I would use C# for the PID server and PHP to send/receive the requests wrapped in JSON on made in the web interface (HTML, JavaScript). I think it is just a matter of taking various technologies and experimenting a little, and everything will make sense.
Aug
28
comment What kind of front end/ gui is used with trading applications?
No, But I suggest you create a new application that acts as the middle man between the webinterface and your current C++ models/applications. You can make the PID server in any language you prefer, as long as it can be executed on the server.
Aug
28
comment What kind of front end/ gui is used with trading applications?
Updated the answer with the 'Getting up to speed' part.
Aug
28
comment Calculation of price momentum using weekly price observations
I do not think such research is available, and if it where the strategy would be populated fast. In the 80's the hedge funds had the "magic period numbers" for the MACD(200, 50, 10). What I would suggest, is that you run a strategy optimization. Write a script to feed your strategy with the interval of the parameters you are interested in e.g. momentum for every 1-16 weeks.
Aug
25
comment Art market specificities
Due to ownership of the code, I am only able to release an early version made in PHP (using cURL). I will look into it, but bear with me, I might only have time to prepare the code in the weekend.