I sat down with the proposed ATS development team yesterday as an initial meet and greet and gave them a very rudimentary overview of trading and what an ATS can do. I think my presentation was a success because the developers started asking me all kinds of architecture and data acqusition questions.
I was excited [...]
I’m always thinking of Plan B’s for every project because I know that things don’t always go as planned. So after not hearing from the Developers about setting Saturday’s meeting I figured that I need to line up some possibly another set of developers completely.
I’m thinking of reaching out to my Alma Mater’s (NJIT) Computer [...]
I had a great meeting with my IT contact today. He’s sold on the idea and has two developers interested to work on the ATS project. I’m really excited that my vision of an ATS is becoming reality!
Man do I have some wild ideas for the ATS using GA’s and Neural Nets but [...]
I’ve just gotten insanely busy but thats a good thing. Here are some quick notes:
1. I’m sitting down with a C# developer tomorrow to discuss building a Trade Bot (ATS) which will be better than Ugly’s ATS. I expect sooner or later our ATS’s will duel with electronic Samurai swords.
2. Unless I’m being [...]
Early last year I worked hard on building an Excel based Algorithmic Trading System (ATS) and I made considerable headway using TraderXL Pro and Yahoo real time quotes before I got distracted by the birth of my son. It’s since been ignored and sitting in a directory on my computer but I’m considering continuing its [...]
Here’s a snapshot of recent volatility in the S&P500. This chart is nothing more than a plot of the daily % change squared. Notice the clustering volatility spikes starting this past Thursday? Interesting stuff! FYI, I’m still waiting for the second BUY signal from my model!
Could a similar volatility pattern be emerging before our eyes? From 1991 to 1996, my volatility indicator showed a relatively low reading with a rising S&P500. After the Dot Com bust, my volatility indicator dropped to low readings and the S&P500 began advancing to new highs.
What happened after volatility increased in 1996 [...]
