The Financial Hacker


Hacking a HFT system [0.09]

Posted on July 8, 2017, 1:26 p.m. by The Financial Hacker @ [source]

Compared with machine learning or signal processing algorithms of conventional trading strategies, High Frequency Trading systems can be surprisingly simple. C is easy to read, but very effective and almost as fast as machine language.

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Algorithmic Options Trading, Part 2 [0.06]

Posted on June 17, 2017, 11 p.m. by The Financial Hacker @ [source]

In this second part of the Algorithmic Options trading series we’ll look more closely into option values. We’ll still lose a part of the premium if the option expires only slightly in the money.

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Bye Yahoo, and thank you for the fish [0.13]

Posted on May 19, 2017, 9:13 a.m. by The Financial Hacker @ [source]

Just a quick post in the light of a very recent event. Seems the Yahoo Finance API is dead.

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Bye Yahoo, and thanks for all the fish [0.13]

Posted on May 19, 2017, 9:13 a.m. by The Financial Hacker @ [source]

Just a quick post in the light of a very recent event. The Yahoo Finance API is dead.

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Algorithmic Options Trading, Part 1 [0.13]

Posted on Jan. 26, 2017, 12:22 p.m. by The Financial Hacker @ [source]

Despite the many interesting features of options, private traders rarely take advantage of them (I’m talking here of serious options, not binary options). Maybe options are unpopular due to their reputation of being complex.

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Binary Options: Scam or Opportunity? [0.13]

Posted on June 18, 2016, 5:40 p.m. by The Financial Hacker @ [source]

We’re recently getting more and more contracts of developing systems for trading binary options. That’s the stories you hear about binary options brokers.

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Get Rich Slowly [0.08]

Posted on May 2, 2016, 3:15 p.m. by The Financial Hacker @ [source]

Most trading systems are of the get-rich-quick type. Any portfolio of stocks has a certain mean return and a certain fluctuation in value; you normally want to minimize the latter and maximize the former.

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This is the third part of the Build Better Strategies series. In this part we’ll analyze the general process of developing a model-based trading system.

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Dear Brokers… [0.04]

Posted on Jan. 4, 2016, 2:02 p.m. by The Financial Hacker @ [source]

Whatever software we’re using for automated trading: We all need some broker connection for the algorithm to receive price quotes and place trades. And almost any broker supports it through a protocol such as FIX, through an automated platform such as MT4™, or through a specific broker API.

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Better Tests with Oversampling [0.04]

Posted on Nov. 23, 2015, 2:14 p.m. by The Financial Hacker @ [source]

The more data you use for testing or training your strategy, the less bias will affect the test result and the more accurate will be the training. The method is tested with a price action system based on data mining price patterns.

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Build Better Strategies! [0.09]

Posted on Nov. 9, 2015, 10:27 a.m. by The Financial Hacker @ [source]

But there is little information about how to get to such a system in the first place. A model-based system starts with a model of a market inefficiency – based on trader psychology, economy, market microstructure, or any other price affecting force.

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The Cold Blood Index [0.00]

Posted on Oct. 26, 2015, 12:50 p.m. by The Financial Hacker @ [source]

You’ve developed a new trading system. Or you have a strategy that worked for 2 years, but revently went into a seemingly endless drawdown.

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