http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl - Algorithmic Trading Group Forum en-us Algorithmic Trading Group Forum Fri, 10 Sep 2010 20:57:09 +0000 http://blogs.law.harvard.edu/tech/rss 30 http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1284042664/0#0 Algorithmic Trading Group Forum/General Discussions About Strategies http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1284042664/0#0 Shorting, or short selling - the process of borrowing stock to sell and then buy back at a lower price - gives day traders a way to make money when prices are falling. That means double the potential number of trades available, a huge benefit. There are other advantages to being able to go short. Hedging is one such major advantage. Hedging is the practice of diversifying positions such that should the market move significantly in one direction or another, the trader is covered either way.<br />Even if a stock is on this list, there is no guarantee it will be available when a trader wants to short sell it. If many traders wish to go short at the same time, there is a good chance the broker will simply run out. So shorting is not something a trader can assume that they can always do.<br />In reality, the broker will usually liquidate the traders position at the point where it becomes clear that they do not have sufficient funds to cover it. So the trader cannot lose an infinite amount of cash. Even so, it is well worth bearing in mind that when shorting, the ratio of maximum risk versus maximum profit potential is reversed.<br /><br />Any more idea please share with us.<br /><br />Thanks...<br /><a href="http://www.rockwelltrading.com/" target="_blank">Trading Courses</a> http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1215594313/2#2 Algorithmic Trading Group Forum/Development http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1215594313/2#2 I take part in this chiampionship. maybe we can share experience about it......<br /> i &nbsp;found write Mql5 &nbsp;trade programs is depressed.i hate c++<br /> after finish the Mql5, i can't test it. i don't know why?<br />i like matlab or VB http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214843040/5#5 Algorithmic Trading Group Forum/Who's Who http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214843040/5#5 <b><a class="message" href="http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214843040/0#4">hero_hont wrote</a> on 08/30/10 at 17:56:37:</b><br /><div class="quote" style="width: 90%"><b><a class="message" href="http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214843040/0#3">will wrote</a> on 12/19/08 at 12:37:46:</b><br /><div class="quote" style="width: 90%">yeah, I tried 7zip which worked well. it didn't work using winrar </div><br />hello guys.<br />I am gruated electronics, I am working at control company.<br />My work easy and study experiences but it have got a little money.<br />hih, I will try hard in my work.Hope will success. <img src="http://www.algotradinggroup.com/yabbfiles/Templates/Forum/default/kiss.gif" border="0" alt="Kiss" /> </div><br />lucky guys.<br />i appreciate you. http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1283668138/1#1 Algorithmic Trading Group Forum/General Discussions About Strategies http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1283668138/1#1 (USD-CHF &nbsp;2010-7-27 &nbsp;2010 -9 -04 &nbsp; 5 minutes line)<br />This is very simple strategy<br />lag（3，ma(66)) is the max of recent 20 bars. &nbsp;==&gt;SELL<br />lag(3,ma(66) ) &nbsp;is &nbsp;the min &nbsp;of &nbsp;recent 20 bars &nbsp;===&gt; BUY<br /><br />All operators &nbsp;optimized by matlab optimization toolbox. http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214230287/50#50 Algorithmic Trading Group Forum/Research http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214230287/50#50 it give me great help . &nbsp;thank you. http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214402857/23#23 Algorithmic Trading Group Forum/Software Infrastructure http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214402857/23#23 Why? &nbsp;SAS was not mentioned.... &nbsp;SAS is powerful &nbsp;in &nbsp;write algo trading programs.<br /> http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1243823745/2#2 Algorithmic Trading Group Forum/Development http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1243823745/2#2 if you are interest in built you program with muti language. i have somthing maybe useful for you. VB+SAS , &nbsp;VB+matlab. it is useful in optimization your parameter of your trading model http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1283529714/0#0 Algorithmic Trading Group Forum/Jobs http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1283529714/0#0 <b>Kinetic Trading</b> (<a href="http://kinetictradingllc.com" target="_blank">http://kinetictradingllc.com</a>), a well-backed (<a href="http://iaventurepartners.com" target="_blank">http://iaventurepartners.com</a>) early-stage trading firm is looking for an experienced portfolio manager with a strong track record (4+ years) to manage risk and optimize profits across a data-driven portfolio of systematic strategies.  The successful candidate will have a strong quantitative background and experience across multiple asset classes, including equities and options.  He or she should have strong knowledge of the US exchanges and alternative liquidity pools, as well as the market dynamics and macro indicators that impact entry-and-exit of portfolio positions.<br /><br /><b>Required skills:</b><br /><ul><li>Strong understanding of market dynamics and market microstructure</li><li>Strong intuition regarding the use of market and macro indicators as potential risk factors</li><li>Ability to produce quantitatively rigorous frameworks for optimizing risk across a portfolio of strategies</li><li>Ability to effectively communicate investment hypotheses to a technical audience</li><li>Proficiency in R, MATLAB, or other statistical programming languages</li><li>Proficiency in UNIX/Linux</li></ul><br /><b>Required experience:</b><br /><ul><li>4+ years building and/or managing systematic strategies in excess of $50M</li><li>A consistent, verifiable track record with limited drawdowns (less than 10% peak to trough), and Sharpe of &gt; 2</li><li>Experience working with large sets of time-series data</li><li>Strong experience in tactical asset allocation</li><li>Advanced degree in Mathematics or Computer Science</li></ul><br /><b>Generous compensation:</b> Salary + % of P&amp;L<br /><br /><b>Contact:</b> pm-jobs@kinetictraddingllc.com<br /><br /><b>For more information,</b> read Roger Ehrenberg's post at: <a href="http://bit.ly/SpecialOpportunity" target="_blank">http://bit.ly/SpecialOpportunity</a><br /><br /><b>Full job spec available at:</b> <a href="http://bit.ly/KineticPMT" target="_blank">http://bit.ly/KineticPMT</a> http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1283510807/0#0 Algorithmic Trading Group Forum/General Discussions About Strategies http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1283510807/0#0 Day Trading is the name given to buying and selling stocks and shares (and forex) during a trading day. The trades (or positions) are usually opened and closed within the same trading day, sometimes even in minutes. The aim, as in all stock market trading, is to sell for a higher price than you bought. You have to bear in mind that there will be a spread (the difference between the buy price and the sell price). This varies depending on which broker you trade with. Most will let you open a virtual account so that you can paper trade until you get used to it and there is a very good Day Trading Simulator available free on the Internet. But remember this : Day Trading is in reality a form of gambling, so only use what you can afford to lose and get yourself a plan. Any idea about this please share with us.<br /><br />Thanks...<br /><a href="http://www.rockwelltrading.com/" target="_blank">Day Traders</a><br /> http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214404118/5#5 Algorithmic Trading Group Forum/Software Infrastructure http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214404118/5#5 I have coded in C++ professionally for almost 10 years and until recently would've considered myself a reasonably advanced C++ coder (via effective use of STL, template meta-programming, simple OO design heuristics etc).<br /><br />However this article: <a href="http://blog.regehr.org/archives/213" target="_blank">http://blog.regehr.org/archives/213</a> has made me realise how ignorant I was in the possible number of potential cases where undefined behaviour could occur in my code (luckily none have yet been detrimental).<br /><br />Whilst C++ offers a lot of power, a lot of responsibility is put on the developer to put in tests and handle cases to prevent undefined behaviour, which can amount to a lot of code for even the most trivial of things. Other modern languages such as Java and C# tend to solve this by throwing exceptions - better to crash predictably than give possible incorrect results or random crashing.<br /><br />This is one of the many reasons I'm currently looking to move away from C++ as my main language of choice (to what, I'm still unsure).