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Highest volume trading hours?

So the last order is a 4 pip scalp for $900 mil. Obviously, you can fill that amount with zero slippage. No sweat at all. Please keep us posted.

Thinking Outside the Box!?!

Can you see CDS spreads in ProRealTime? Or the GDP of Poland in eSignal? Can you see the yield curve for Bunds? And then check if your idea of buying a steepener would have made you any profit? And countless other statistics which can be mixed and ...

Bloomberg Launchpad

This is the old hedging/no hedging discussion. Eurothrash it's obviously a hedger.

Trading volatility - a possibly interesting exercise

You might want to do a search for "grid trading"

Trading volatility - a possibly interesting exercise

Another interesting article today about the matter: url

Usefulness of reading newspapers for trading FX

Just when traders stop reading the news, robots are starting image url

Usefulness of reading newspapers for trading FX

10*59-20*41 = -230 20*52-20*48 = 80 30*44-20*56 = 200 The last two are already profitable. Of course, you have put up only a very limited amount of system stats. Much more is needed before actually committing to one of them (distribution of trades, ...

Brain teaser 1: Is it possible to turn a losing system into profitable one?

Another good source of very dense tick data (free registration required): url It does have a few problems (a few missing days, some bad ticks) I use multiple tick sources - makes it easy to spot bad ticks at one provider.

Good Historical (Tick) Data Source

You used the word "manipulation" and "compromise", not us. Yes, brokers increased the spread because of "adverse selection". Have you heard of that? It's from a field of research called "market microstructure". Heard of that either? Brokers don't ...

Ok, Lets do it - Developing a Highly Profitable System

I'm not sure what you were expecting. Coming to a forum, singing a song, holding hands together, and then the millions start pouring in? There are no secrets except the actual trading systems. Trading is about having an edge. The moment you share ...

Ok, Lets do it - Developing a Highly Profitable System

You might want to read this book if you don't believe that these things take place. About day-to-day machinations taking place in the finance world. url It's even easy to see that this is right: let's say that you want to buy a ton of euros. Who ...

Ok, Lets do it - Developing a Highly Profitable System

If I had, why would I share them? If it was that easy.... I'm not sure how long you have been around. Another name for taking advantage of interest rates is "carry trade". Before 2008 a lot of people sold low rate yen and bought high rate USD, EUR, ...

Ok, Lets do it - Developing a Highly Profitable System

Central banks invest for other reasons than profit. Otherwise they would all dump the USD and the EUR and go for the PLN, ZAR or RON, which have much better yields. "Common sense" it's also priced in the market already. You need something better ...

Ok, Lets do it - Developing a Highly Profitable System

How will you know what the smart money is doing? The like to keep these things to themselves. They even create diversions: url (slow loading today)

Ok, Lets do it - Developing a Highly Profitable System

Besides parsing the CSV, I also need to sort the ticks from it, remove the duplicates, convert the time to UTC, convert the ticks to binary format and compress the binary data with LZMA (7-zip algorithm) which is VERY slow. I only needed to ...

Systematic trading

Almost as big as my financial data storage image The Source folder contains raw data - zipped CSV files as downloaded from the broker or dumped from their API. The Generated folder contains data stored in my own compressed binary formats. ...

Systematic trading

Jason, what's the justification of the 25.1 clause in you client agreement ( url )? image If you are a true no-dealing desk, why do you care if fast traders take advantages of slow prices displayed by your banks? The banks know how to take care ...

FXCM Discussion

R + Python = ? — After playing a bit with R I was really impressed with the speed which you can try things in it. So I've decided to replace my topology based approach with an interactive one, like in R or MATLAB. Topologies are great for ...

Systematic trading

The first order price differences are called "returns" in literature. What I've also seen done is using logarithm of mid-prices to compute the returns instead of absolute prices - ln((bid+ask)/2), because 100 pips from 0.7 to 0.8 is not the same ...

Old Dog's Taming of the Beast?