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by cjforex
March 21st, 2011, 4:10 am
Forum: Trading Forum
Topic: Indicator to use in a trading systems
Replies: 5
Views: 25331

Indicator to use in a trading systems

Also consider the bars that you are applying the indicators to. We found significant improvement in performance when moving to CRBs and hybrids thereof.-cjforex-
by cjforex
March 21st, 2011, 4:05 am
Forum: Trading Forum
Topic: Critical process/components for building bullet-proof high speed trading systems
Replies: 1
Views: 23478

Critical process/components for building bullet-proof high speed trading systems

<t>Start from scratch. In the United States (where space is not a premium) when a large store decides to expand, they close down the existing store, move across the street and build a new structure from scratch. There is a reason.I worked with a group, and we tried building on top of existing system...
by cjforex
March 21st, 2011, 3:59 am
Forum: Trading Forum
Topic: Statistical arbitrage FX
Replies: 3
Views: 25777

Statistical arbitrage FX

Triangular arbitrage does happen, but cross banks and market makers. And yes, they will hate you for it ; - )
by cjforex
March 21st, 2011, 3:56 am
Forum: Trading Forum
Topic: high speed pairs trading or portfolio trading?
Replies: 6
Views: 26446

high speed pairs trading or portfolio trading?

<t>FIX protocol allows for contingent legs, so if one leg doesn't transact where it needs to be, you can unroll and only lose transaction costs on one leg of your transaction. I personally use multiple feeds and internal logic to insure I have both legs. If I end up missing on one leg of a transacti...
by cjforex
March 21st, 2011, 3:27 am
Forum: Trading Forum
Topic: Brokers/services for personal algorithmic trading
Replies: 8
Views: 26194

Brokers/services for personal algorithmic trading

<t>I built my own system from scratch. I did it mostly to handle the very large number of strategies I run simultaneously (literally hundreds), and the portfolio management system that watches over them, and constantly rebalances position sizing.I built it using multiple FIX API connections directly...