Search
× Search
Monday, February 24, 2020

Archived Discussions

Recent member discussions

The Algorithmic Traders' Association prides itself on providing a forum for the publication and dissemination of its members' white papers, research, reflections, works in progress, and other contributions. Please Note that archive searches and some of our members' publications are reserved for members only, so please log in or sign up to gain the most from our members' contributions.

photo

 Nick Wilton, Managing Director at Alpha Integralis

 Wednesday, July 31, 2013

Dear All, A client of mine has asked me to develop a system that will make decisions in real time on a number of streams/feeds of trade data. As part of the feasibility study I have set up a number o...

photo

 Marcus Adriao, Engineer in Eletrobrás

 Tuesday, July 30, 2013

How much sllipage value is rasoable for EUR/USD trading strategy?

  • 30 July 2013
  • Comments: 5
photo

 Fabian Casanova, Asset Manager / Partner at Aquila Associates AG

 Friday, July 26, 2013

Does anyone know where to get historical Option prices. I need S&P Futures Options Data (also the weekly expyries). End of day data from all strikes +/- 10% of spot. I need it for backtesting a stra...

  • 26 July 2013
  • Comments: 5
photo

 Jeffrey Derose, Equity Trader

 Wednesday, July 24, 2013

I'm a new member to this group and I'm also new to automated trading. I've been experimenting with building trading systems on the Think or Swim platform. If anyone has any resources or books they wou...

  • 24 July 2013
  • Author: Doron Whitman
  • Number of views: 914
  • Comments: 3
photo

 Mark Brown mark@markbrown.com, Global Quantitative Financial Research, International Institutional Trading, Algorithmic Modeling.

 Friday, July 19, 2013

I just did a study to compare the world's major currencies against the dollar. I adjusted all the data and came up with an interesting chart. http://www.markbrown.com/linkedin/pics/20130719-004.pn...

  • 19 July 2013
  • Author: Doron Whitman
  • Number of views: 818
  • Comments: 4
photo

 Igor Bilyk, Open to remote collaboration as a data scientist

 Thursday, July 18, 2013

For example: arb strategy 1 trades EUR_USD, EUR_JPY, USD_JPY arb strategy 2 trades EUR_USD, EUR_GBP, GBP_USD both strategies trade EUR_USD. Would you treat them as separate strategies or combine in...

  • 17 July 2013
  • Author: Doron Whitman
  • Number of views: 795
  • Comments: 5
First289290291292293294295296297298
TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS
Terms Of UsePrivacy StatementCopyright 2018 Algorithmic Traders Association