123mitnik
(3939 days ago)
Zero lag data smoothers
By 123mitnik 3897 days ago Comments (1)By John Ehlers No causal filter can ever predict the future. As a matter of fact, the laws of nature demand that filters all must have lag. However, if we assume steady state conditions – that is, no new disturbing events – there are...Trading Floor Architecture
By 123mitnik 3923 days agohttp://virtualizationandstorage.files.wordpress.com/2012/01/tradingflrarch110707.pdf Increased competition, higher market data volume, and new regulatory demands are some of the driving forces behind industry changes. Firms are trying to...High Performance Monte-Carlo Based Option Pricing on FPGAs
By 123mitnik 3923 days agohttp://www.engineeringletters.com/issues_v16/issue_3/EL_16_3_24.pdfHigh-Frequency Trading: Menger vs. Walras
By 123mitnik 3923 days ago Comments (2)http://mises.org/daily/5941/HighFrequency-Trading-Menger-vs-Walras?goback=%2Egmp_1934724%2Egde_1934724_member_100112692
- 123mitnik joined the group Japan forex robots
- 123mitnik published a blog post Zero lag data smoothersComments
- jaguar1637 3897 days ago
Yes, you 're right
The causality removes a little bit of accurency, but this is the price to pay.
This is the first time you can fetch the inverse of the Hodrick Prescott on forex. so enjoy !
- 123mitnik published a blog post Trading Floor Architecture
- 123mitnik published a blog post High Performance Monte-Carlo Based Option Pricing on FPGAs
- 123mitnik published a blog post High-Frequency Trading: Menger vs. WalrasComments
- jaguar1637 3922 days ago
Well, well, this kind of watchig the reality is weird in my humble opinion.
I can not believe into it ! lol
- JohnLast 3918 days ago
Competing algorithms manipulating the bid-ask spread on equity exchanges perfectly illustrates a thoroughly Mengerian idea: that of Preiskampf, or "price duel."
- 123mitnik commented on the blog Decoding WallStreet – The Emergence of Algorithm trading
- 123mitnik published a blog post Decoding WallStreet – The Emergence of Algorithm tradingComments
- 123mitnik 3928 days ago
The C# and C++ are now required to jump in this algorithm universe. MQ4L is too slow and badly coded
e is another very powerful alternative .. i did some research and it appears to be one of the best options for algo trading
jForex from Dukascopy Bank
some pros:
- ECN .. no dealing descks and marketmakers
- low spreds
- best liquidity
- far superior backtesting
- mq4/mq5 conversion tools (converted some mq4 indicators and strategies and they appear to work ok)some cons (at least looking from my roof)
- java (i just hate it .. but well i may decide to do the switch)
- low selection of custom developed by traders native jForex strategies and indicators (in comparison with metatrader -- but with the conversion utility this may fix the issue)
some ideas you may considerjForex - matlab integration for direct algo development and testing (i must research the possibilities how we can bridge matlab and jForex to talk to each other)