noodahs,
are the spot issues you mention really issues if your signals are based on spot but your backtest execution results are based on futures? I can't see how they would be...
Search found 6 matches
- Sat Jan 09, 2010 3:59 pm
- Forum: Testing and Simulation
- Topic: indirect way to use percent-based indicators on BAC data?
- Replies: 12
- Views: 7434
- Thu Jul 16, 2009 11:16 pm
- Forum: Testing and Simulation
- Topic: Is the built-in Donchian system too good to be true?
- Replies: 24
- Views: 17498
Last I checked the ways to make money trading are: 1. Not to lose principal. 2. Buy low, sell high. 3. Short high, cover lower. 4. Control today, pay tomorrow (carry trade) 5. Steal it... like Goldman does by doing the electronic version of front-running customer orders (aka ultra-high frequency tra...
- Thu Jul 16, 2009 6:27 pm
- Forum: Stocks
- Topic: Is Some HFT Front-Running?
- Replies: 3
- Views: 6941
- Sun Jun 21, 2009 2:08 am
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30171
margin-equity vs. heat
Leapfrog, I'm wondering if you've had any success or 'aha' moments in your quest for obtaining historical margin requirments? I'm looking at this issue now myself and I wondering how to go about handling it, or if it even needs to be handled??? It seems portfolio heat algos handle the risk just fine...
- Mon Jun 15, 2009 4:46 pm
- Forum: Testing and Simulation
- Topic: Question for Trading Blox users
- Replies: 14
- Views: 10611
- Tue May 26, 2009 10:09 pm
- Forum: Testing and Simulation
- Topic: Optimising Systems
- Replies: 1
- Views: 2090