Recent content by systematics

If you want to succeed in trading these days - you need to learn how to develop, test, and automate trading strategies. These days trading is becoming more and more automated. Read literature on strategy development, some programming , and backtesting. Here is source of backtesting information...

YOu can refer to this page for more information. https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm It looks like reqMktData() and reqRealTimeBars() method calls count toward market data line limit, and you can increase it by increasing trading...

As you are a retail trader - I would stay away from any products that are not traded on a government-regulated exchange. There are too many bucket shops that rip you off by manipulating prices and taking the other side of your trades, it is hard to distinguish honest brokers.

Pretty much any broker that supports options trading will have a demo or paper trading account.

Brent oil futures would be the best choice, leveraged ETFs are not designed for holding periods over a few hours/days, you will lose money even if underlying moves in your direction or sideways

When you use vectorization - you apply operations to an entire array (or a large section of it) at a time, as opposed to 1 element at a time. Vectorization approach allows much faster calculations (compared to event-driven) using specifically-optimized libraries and tools (such as R, Matlab...

Hmm, IQFeed is still not on the list. Interactive Brokers also provides historical data.. Would be great have to complete this great list of resources.

A good backtester will account for commissions and slippage, a very good one will backtest using bid and ask price timeseries separately (for short and long signals).

Any idea what's causing the recent rise in silver? It's pretty sharp, I've been waiting for it go up, had a hit a couple whipsaws, not sure if it is the real trend starting, or just volatility went up b/c of the Fed uncertainty.

You may want to check this company. They have implemented a couple of projects for me - it's a couple of guys, I just submitted a contact form on their website.. I'm happy with the results. http://www.mercuriontechnologies.com/

The easiest way to get historical data from Interactive Brokers is using a tool like this one. The developer worked around pacing violations and duration restrictions, so you can download data 1-minute for months in a single request. www.tradinggeeks.net/downloads/ib-data-downloader/

Search for MetaTrader platform - most brokerages will provide free historical data download via MetaTrader for a free demo account. Otherwise - Interactive Brokers. This tool let's you download data without having to code against IB API.. http://www.tradinggeeks.net/downloads/ib-data-downloader/

I'm not sure if Quantopian offers Forex data? I though they only focused on stocks, ETFs, and indices? If you are serious about trading and need a real-time data feed plus historical data - I would open an account with Interactive Brokers. As long as you meet their minimum account size...

If you know how to use math modeling software like R or Matlab, or a more general-purpose programming languages like Python / Java / C++ - you can write your own back-testing logic. You just need some programming experience and data. You can download historical data form Yahoo! Finance or...

If you have sufficient account size and/or trading volume - you can negotiate your commissions down from TD Ameritrade list prices. The only trick - you have to do it for per instrument type separately, for example stock options, or futures, etc... ThinkOrSwim is the best charting/analysis...