Tag Archives: market orders

Questions about my R with Trading Arbitrage and Volatility and market data and submitting market orders

Questions about my R with Trading Arbitrage and Volatility and market data and submitting market orders

Just a quick question about R with Arbitrage.

Is for forex?

–>This can be used for any market asset
Apart pay 67 usd, what else more do I need ? I am not R coder. Do you include a basic R training ?

–> We don’t offer any basic R training but you usually just R or Matlab to work on your trading strategy idea. From there, you need to deploy it into a trading platform somehow. I am unsure how you do this but we offer other courses for this:

 

Complete Custom Trading Platform

http://quantlabs.net/academy/buy-our-custom-trading-platform-course-with-source-code/

We offer a complete end to end solution for trading ideas with all component for a trading operation:

http://quantlabs.net/academy/be-an-elite-quant/

Either of these are your best bets as opposed to be ‘nickled and dimed’ to death. It just depends where you are with your development and goals.

 

As for R itself, we use free RStudio as the Integrated Development environment and R.NET package to integrate our custom trading platform. This is not a recommended path due to the slow session imitation from within your .NET application. Matlab is a better path for this.

 

Do I need iqfeed for arb forex?

I would recommend as they have a new menu offering where you can get 40 sources of data globally.
Arbitrage is “one way” arbitrage or “two way/two legs” ? 

I am not sure how you mean by this type of arbitrage. You just look at the spread different between bid/ask. Is this what your are l=eluding to?
Do I need 2 brokers for make arbitrage?

Yes for sure but we only recommend Interactive Brokers. External suggested brokers would be Dukascopy (Java API only) and LMAX (both .NET and Java support). If do you need Java, I would recommend Marketcetera as open source Java platform but that is changed a lot since we looked at it 5 years ago.
How much pips is the target on this systems ?

 

You would need to code these targets yourself but remember all source is included.
My broker give me 2-3 pips in spread, is it possible get oportunities on Arbitrage?

I don’t see it. Who is your broker?

 

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My Demo of MATLAB 2013b with Interactive Brokers TWS for submitting market orders

HI there

As usual, bigger developments keep happening here. This week was no exception as I have done two very powerful demos with Interactive Brokers and Matlab 2013b running together.

Demo of MATLAB 2013b with Interactive Brokers TWS for submitting market orders – See more at: https://quantlabs.net/blog/2013/10/demo-of-matlab-2013b-with-interactive-brokers-tws-for-submitting-market-orders/#sthash.FxMtXxLS.dpuf

Demos of Matlab with Interactive Brokers TWS historical data and streaming real time market stock data – See more at: https://quantlabs.net/blog/2013/10/demos-of-matlab-with-interactive-brokers-tws-historical-data-and-streaming-real-time-market-stock-data/#sthash.mOx4jdIW.dpuf

These will have a major positive impact for my QuantLabs.net Premium Members! First, I will be able to develop standalone applications for my members. This includes easily creating monitoring for my open positions within the Interactive Brokers TWS  as well as quick market snapshots using their data access, etc. Did I mention you will not need Matlab for all these as they will be standalone applications supplied for FREE as part of my membership?  This gives more reasons why I will be removing public access to it! This is easily the most exciting development in years!

So JOIN NOW

Also, there are 2 more days for the onetime LIVE event  where I will be talking about new automated trading systems components with the London Quant. We will be fielding all questions so maybe the London Quant will reveal some juicy secrets about his highly profitable system. I mean 8 digit profitable. There is nothing out there like this that I have seen. It  is an extremely rare glimpse into one of the most successful trading firms out of the UK but yet unknown . He likes to keep it that way no different than all the other hedge fund/prop shop types. Most successful operators like to keep a very very low profile. We all knew that right?

Register for FREE here:

http://quantlabs.net/register-for-webinar-on-introduction-to-next-generation-trading-with-focus-of-quant-automated-trading-3/

See you online on Monday

Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Demo of MATLAB 2013b with Interactive Brokers TWS for submitting market orders

Demo of MATLAB 2013b with Interactive Brokers TWS for submitting market orders

Yes it is here! Sample code from http://www.mathworks.com/help/trading/interactive-brokers-order-workflow.html

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Working on FIX implementation for Matlab Simulink model of inflow of simlulated market data and executions of trading market orders

Working on FIX implementation for Matlab Simulink model of inflow of simlulated market data and executions of trading market orders

I do believe I have somewhat figured out how to do the inflow for my potential Simulink model. From the working models I have seen it just reads a simple text file to read into the Matlab workspace. The model works off that.

I am now looking at incorporating an open source implementation of FIX for both inflow of market data and outflow for execution of the orders. I hope can work something out. This will be the role model to more fowards with as I then just focus on the Simulink models for the algos and trading strategies. Again, this is not for live trading but just a simulated mode as I can generate the C/C++ or FPGA HDL code for a live platform.

Join my FREE news letter on how I intend to use this for my custom HFT platform 

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!