Tag Archives: stable

Interactive Brokers API native Python 3 is not stable yet

Running Interactive Brokers with native Python support seems to be a pain in the ass. As I see it, I will continue with the methodologies I show in my Interactive Brokers API course. It seems that using Python 3 on Mac is a real pain so I am not bothered to fully implement or install until there is an official document to show to to implement. It seems that this current API version is not fully stable but only experimental.

What I will do

As for me, I will continue with the same path in using Redis NOSQL for the central data hub. We can connect Redis with either C++ or Java to interface with Interactive Brokers Treader Workstation (TWS). I shall stick with this for many reasons as we currently sit.

I have included some useful URL tips if you are interested. Pleaseunderstand I get frustrated with all these unofficial ways to implement.  I will just stick with the current non Python techniques I have.

https://qoppac.blogspot.ca/2017/03/interactive-brokers-native-python-api.html

Interactive Brokers makes new API available for Python programmers

https://groups.io/g/twsapi/topic/how_to_install_python_api_on/4852334?p=,,,20,0,0,0::recentpostdate%2Fsticky,,,20,2,20,4852334

Interactive Brokers makes new API available for Python programmers

https://www.elitetrader.com/et/threads/ib-native-python-api-for-dummies.307989/

I am sure this will get hammered out over the next few months. Note that this API client release (with the Python client) is not stable. As a result, I will not even enter the fray of playing around with this until there is a stable release you can download.

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Selling Call Options Increase Your Selling Price in a Stable Market demo

Selling Call Options Increase Your Selling Price in a Stable Market demo

Stategy #3 of OPTION HEDGING STRATEGIES FOR SELLING COMMODITIES

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Selling put options demo to lower buying price in stable market

Selling put options demo to lower buying price in stable market

This is my 3rd strategy option for Selling Put Options Lower Your Buying Price in a Stable Market

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A Stable 6.0 GHz Computer using the latest Ivy Bridge chip by Intel for HFT?

A Stable 6.0 GHz Computer using the latest Ivy Bridge chip by Intel for HFT?

Read more here: http://tinyurl.com/7rdb8jy

It is not widely known as of yet that Intel has removed the “Invisible Wall” of 5.0 GHz from their Sandy Bridge line with their new Ivy Bridge rollout. Overclockers of Sandy Bridge chips were artificially shunted by a 5.0 GHz barrier than Intel imposed, though in rare cases you could buy a large bundle of chips and find one or two that would hit 5.1 GHz to 5.3 GHz

Now with Ivy Bridge, Intel went “Old School” and removed these nebulous barriers.

 

==

I think you might find this video interesting: http://www.youtube.com/watch?v=ZF8S3Nn7mTQ
Overclocking using liquid nitrogen…

 

==

That video is over 4 years old. It is now possible to get 5.0 GHz using water cooling with Sandy Bridge chips, and 6.0 GHz using Ivy Bridge and Single Stage Vapor Phase Change cooling.

See this for a 6.0 GHz computer: http://tinyurl.com/7rdb8jy

See this video for a Hollywood Muppet talking about our systems:

http://www.youtube.com/watch?v=iswoqz8YV_g

 

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S&P downgrades India to BBB- (negative) from BBB- (stable). #fx #forex

S&P downgrades India to BBB- (negative) from BBB- (stable). #fx #forex

was surprised when they dint do it last year ..in fact if i remember they upgraded it ..

 

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Quant analytics: Group of robust and stable automatic trading strategies for buy side Alpha generation. Looking to employ them

Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them.

Hello,

Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them. (Prop-trading desk, Hedge Fund, Asset managing firm or other, preferred location – Asia)

Type of strategies: Directional trading. Mid term frequency.

Capacity: 50-100m USD with out algo-execution assistance.

Markets: US & Asia Equities and Futures + FX spot.

Approach: Systematic with clear and understandable alpha. (Idea generating/executing processes is fully automated).

If you are looking for already sustainable and fully equipped trader, who are able to generate investment decisions and trading strategies with above average P&L and do this autonomous with self-sufficient programming skills. You find him.

Public tracks.
Equities.
http://portfolio.marketocracy.com/cgi-bin/WebObjects/Portfolio.woa/ps/FundPublicPage/source=NpJmBaNbEiEnGbBnMaKiAbDd/maxDays=10000

Futures & FX spot.
http://directionalfuturestrading.collective2.com/

Will be next few weeks in business trip around Asia and can meet personally, to discuss models and show performance/track records in details.

# Here is portfolio performance of US and Asia equities systems.
http://dl.dropbox.com/u/19915855/Portfolio.pdf

(Performance of futures portfolio will be later, I’m in process of counting statistics for each system separate)

 

I can add to portfolio exposure to 2 types of Alpha.

* Systematic long/short alpha on futures. (CTA/managed futures type).

Futures markets Asia & US + FX SPOT.
(Traded futures contracts: Hang Seng index, Sydney Price index, Hang Seng China Enterprises Index, Gold, Crude Oil, S&P 500, US TRX 10/30 and some others. )

PS: Main part of alpha is coming from Asian exchanges + Gold and Crude Oil.
(FX: EUR, GBP, AUD, NZD, SGD)

* Long only (Beta One).

(US & Asia only liquid stocks)

Here is some statistics from futures trading portfolio.

Light Sweet Crude Oil (WTI) Futures
Ratios:
Win/Loss = 1.75
%time in market 5.61%
PF = 1.87
Target revenue 25% annually
Margin to Equity ratio 10-15% (counted on Overnight Initial value)
Average position holding time 6-7 hours.

Hang Seng index (HKFE)
Ratios:
Win/Loss 0.49
%time in market 13.67%
PF = 3.76
Target revenue 30% annually
Margin to Equity ratio 15% (counted on Overnight Initial value)
Average position holding time 24 hours.

Sydney Price index
Ratios:
Win/Loss 0.45
%time in market 10.24%
PF = 2.25
Target revenue 30% annually
Margin to Equity ratio 10% (counted on Overnight Initial value)
Average position holding time 56 hours.

Footnotes:
This is LONG/SHORT directional type of trading models. And positions are holding overnight.
Risk profile of all models are correlated with direct exposure to price movement of future contact price. And can be clearly priced and targeted in every trade with exact accuracy. All of them have fixed stop losses. Overnight gaps are included in statistics.

Some old “back tests” before starting public tracking in 2011.
http://dl.dropbox.com/u/19915855/FX_portfolio.pdfhttp://dl.dropbox.com/u/19915855/Global%20Grows_portfolio.pdfhttp://dl.dropbox.com/u/19915855/Issumboshi_portfolio.pdf

Some of strategies were better then in hypo theoretical tests periods along last year, some were not, but model 1m USD portfolio on collective2 closed with above 20% profit and average Margin to Equity ratio was less 20% level whole year.
http://directionalfuturestrading.collective2.com/

Feel free to contact me for any details,

Regards,

 

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Euro will stable which the claim is ridiculed – Telegraph

Euro will stable which the claim is ridiculed – Telegraph

Germany’s finance minister has been accused of groundless optimism after he claimed that Europe’s leaders will have “banished the dangers” of the euro crisis within 12 months.

 

the crisis will only worsen ,the so called euro leaders will make much noise.the best thing for the long term credibility of the euro is for greece to quit.they probably will have no choice.at what stage will the respective member countries electorates voice be heard.austerity without any chance of growth is no go economics and will become ever more unpopular as the months progress.i really believe its now possible for the eurozone to break.central bank support in the open fx mkt will be the beginning of the end as history tells us.bear spreads 3/6 mths on the euro the order of the day as far as i am concerned.

 

 

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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!