Recent content by fundjunkie

Hi, I have opened an IB SIPP account. My account is in GBP but I want to trade US Futures and ETFs. It is a cash account and I realize that I need to do a currency conversion to USD in order to place orders. I understand that there is a means by which i can do this from TWS. Can someone...

Hi, Take a look at tradersstudio (TradersStudio > Home). I think it can do everything you need. Note: Their website isn't the clearest so i recommend you contact them directly to confirm what it can and can't do. Thx D

Is this guide intended to be comprehensive? I see no mention of Tradersstudio, of which I am a user, and which is a better backtesting and trade management tool than the vast majority referred to in the guide. Thx D

Hi, I don't know whether this is a reasonable place in which to raise this query but here goes. I'm experimenting with ETF strategies in order to diversify away from futures. I've been looking at IB's S&P ETF's, specifically beta ETF's. I've found a candidate ETF (RSU) witha beta of 2.0 but I...

I recommend that you take a look on ET. There's been alot of detailed discussion of both Tradersstudio and Trading Blox and you should get all the answers you need and more. Personally, I own Tradersstudio but also have alot of respect for Trading Blox. However, Tradersstudio kills Trading Blox...

I have heard about software utilities that wil perform sanity checks on the data. Have you come across these? I could have a backtest catalogue of 10 years or more intra-day tick data. I think you can see why computational checking appeals. However, I have questions on your approaach which I...

Well, I don't know what aspect of the time series you're evaluating so I'll assume you're addressing the accuracy of the data against real-time market events. If that's true I think any data you could get here will be all but worthless as it will either too clean, too dirty or just untrustworthy...

All, Can anybody point me towards a good utility for checking the integrity of downloaded data? Regards, D

Hi, I'm moving towards undertaking, for the first time, a backtesting project for the Dow and S&P Mini contracts. Can somene tell me, in their opinion, what constitutes good historic data for testing (other than sample size)? I've seen posts where correspondants claim a data source is good...

Hi All, I've been taking a look at some tick data providers on the internet. One of the things I noticed is that they provide tick+level1 and tick+level1+size. Can someone explain to me the difference between these data types and their relative value in any backtesting study? Thx D

Hi All, I'm preparing the ground for backtesting in the near future. I don't have any intra-day history yet other than that fed by my broker. And before I go ahead and set that up a problem has occurred to me that would invalidate any testing that I might do... That is, different markets have...

Nice. If this is true then I'll be a happy man...

IB Futures Coverage All, The lead-in to this thread says that this thread is for questions directed at, and answered by, IB. That's good because I'm considering closing my IB acount... Now, that's not because I think IB are bad - far from it. If I close my IB account it will be done...

That's good enough for me. If the big boys use that then that's what I'll use. There's 3 or 4 methods of varying complexity which I've come across including the one you've mentioned. Unfortunately, historic volatility references I've come across on different sites and readings from the...

You're right. I don't particularly expect to find anything but I'll learn many things:)