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Results tagged with algorithmic-trading
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user 2114
Algorithmic trading has two meanings: - the process of taking in inputs such as market data, current news, and producing orders without human intervention. - the process of optimising the trading of a large order or the market making process.
11
votes
Accepted
Why are there still manual market makers in options
You need to differentiate between OTC and listed options in order to appreciate the fact market makers are still active and relevant in either segment:
Listed Options: Actually most listed options ma …
- 14.6k
3
votes
How do you estimate the capacity of a strategy from historical data?
I believe you approach this whole issue from the wrong end.
Market impact is a huge function of the size of your orders and therefore you cannot start to ask what strategies outperform certain marke …
- 14.6k
2
votes
Accepted
How to reactivate a risk mangement rule in an automated process
I strongly assume you are talking about a simulated environment, only. Risk management rules are there for a purpose, adhere to them or throw them overboard entirely at your own peril. Having said tha …
- 14.6k
0
votes
Why is random trading minus transaction costs not zero expected value?
I would actually venture to say it will be very close to 50% over many transactions. Of course given you do not consider any transaction costs, meaning you buy and sell at the mid-point of cash equity …
- 14.6k
9
votes
Accepted
What kind of return can an average algorithmic trading firm achieve today?
Whether its possible? Absolutely. However, you should probably keep in mind a couple points:
* Many people claim a lot while proving very little to none. This is fine if the issue is a small-talk con …
- 14.6k
8
votes
Sources of Machine Readable News
Concur with Thomas for most part, though I would recommend you to sign up for a trial with Dow Jones Newswire. I like the API and app that Newsware ( http://www.newsware.com/) makes available. It is n …
- 14.6k
0
votes
Does Interactive Brokers (IB) have a Web friendly API?
I second parts of Frankie's answer here but for a different reason and with additional caveats:
First yes, do not run a process that does not serve content you already provide as a web application. T …
- 14.6k
1
vote
FIX Heartbeat message not sent
Taking the information given in your question and subsequent follow up, I believe the following is the issue at hand:
The heart beats you send out are good practice but are irrelevant in regards to y …
- 14.6k