September 4th, 2008, 8:03 pm
Hi I am trading Eurodollar , treasury and German bunds futures for last 2 years.now i want to automate some of the strategies that i apply in the market.I am using trading technologies(TT) as my trading platform.most of the strategies i have is based on correlation between different markets and will be for small tick ranges(since i am a intraday high frequency trader).I am facing following hick ups in doing that 1. since Eurodollar is a 23 hour market so i cannot follow market all the time is there in software in which i can see replay of the market with adjustable speed(2x 4x etc) when i was not there. I can record tick data on my machine but i want some GUI kind of thing 2.I want to use some artificial intelligence and optimization techniques and statistical tool in some of my strategies.I have some brief knowledge of fuzzy logic GA and neural networks but i want to know about one or two good books which will give me thorough idea of these topics and also i want to know what other fields in statistics and AI) people are using in these futures trading and if anyone has any book that can help me understanding these fields from scratch. 3.most of the algorithmic trading material i have come across is related to stock and options is ther any book which will help me automate my trading in financial futures.