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mr-T
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Everything posted by mr-T
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Hi everyone, I was wondering if anyone knew of a way to import delayed feed FX option chain data to Excel, from any of the free suppliers? Thank you. mr-T
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Hi everyone, I'm looking for a way to import the above data direct into Excel from exchanges that supply such information free (ISE, Nasdaq OMX). I would be grateful for any advice. I've looked on Yahoo finance and one can only see option chain data for equities. Thank you. mr-T
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Hi everyone, I am looking for suppliers of delayed feed FX option chain data, in a format that can be imported into an Excel spreadsheet. I know ISE and Nasdaq OMX supply free chain data, but I just cannot see a way to easily import from these suppliers straight via Excel - ie something similar to extracting data from Yahoo Finance. Thanks for any suggestions. mr-T
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Hello everyone, Does anyone know of a margin trading provider that provides access to VIX? I am talking about something similar to Oanda, allowing access to trade volitility in some form. Thanks, mr-T
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Hi Genki, Thanks for the book recommendation. Following on from my previous post, does the CD contain generic code, or is it all 'black box'? Thanks, mr-T
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Thanks for your comments Marobi. I'll take this on board. I had a look at the website, and it contains very interesting information. It's a shame there is no totorial on writing a basic NN code. Even pseudo code would provide useful insight. Thanks mr-T
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Hi everyone, Does anyone know of margin account software on which personal investors can trade VIX? Thanks, mr-T
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Thank you for all your help. I come with information. With regard to 'long basis' in relation to bonds, this means going long the bond and long CDS. The term 'basis' is a generic term to indicate the risk of an imperfect hedge. In the case of a bond and a CDS, the risk is that the bond's yield curve moves in a different way to the assicoated CDS curve, thereby creating an unpredictable shift from the direction you intend in order to make a profit. Thanks, mr-T
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Hi Everyone! I'm struggling to find any information on the web on the following terminology commonly used in the world of Fixed Income: *Basis tightening *Long basis - I know what long means, but not when used in this context *Long duration - ditto I have read that long basis benefits from tightening of bond yields. Can any help me out with an explanation of any of these? I feel like an alien at the moment. Thanks, mr-T
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Hi DrkTrade, Thanks for your reply and the link to the thesis!! I've just had a look at it and it looks very interesting and comprehensive. I have collected a few papers on NNs and GAs so far, but not this one. Many thanks indeed! Best regards, mr-T
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CSV is fine. I've found that the Metatrader 4 platform provides the option to export realtime and historical data into excel. I've opened a demo a/c with them.
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Hi guys, Many thanks for the replies! I do prefer screen time and my own intuition to make trading decisions, however, this has not landed me in good steed of late... My use of a NN / GA program would be to serve as an auxiliary to my normal decision-making process. Something that could provide trading suggestions on crosses that I may not have been following too closely. I am a proponent of the powers of the human brain and always prefer gut-feeling over robotic rhetoric, it's just that I have been hearing some good things about NNs and FX. Walter, the link to the package I mentioned is: Tiberius - Predictive Modelling Software Does anyone know of a forex margin a/c provider that provides access to raw data feeds, in addition to charts? I would need this for an automated intra-day trading system. The alternative is to use freely available end-of-day data from sites such as Yahoo finance. Many thanks, mr-T
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Hi Torero, Many thanks for your reply! I know what you mean. The theory behing NNs and genetic algorithms is pretty hard to digest, nevermind the implementation. I have chanced apon a propietary software package called 'Tiberius', which uses NN algorithms for data modelling. Some users have applied it to forex modelling, but I'm not sure how they have gone about it. I am using a demo version of the package at the moment, and it looks very good - lots of features and very flexible. Like you say, developing computational modellers based on NNs or GAs requires a lot of time and devotion in order to be able to tailor it to specific needs. All I really know at the moment is that some have done it. I just need to find out how, then try it for myself. I'm pretty good at losing money at the moment, so I have nothing more to lose in that sense Best regards, mr-T
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Hi Everyone! I am interested in hearing from anyone who has successfully applied neural networks or genetic programming to forex forecasting. I posted a message in the technical trading sub-forum (http://www.traderslaboratory.com/forums/f34/neural-genetic-algorithms-trading-1122.html) to see if anyone there had any ideas. I have heard of instances in which NNs and GPs have been applied to forex forcasting, using intra-day data. I'm new to these techniques, so I need some help to get going. Many thanks, mr-T
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Hi Everyone! I'm new to this site. Found it whilst doing a google search for trading discussion forums and this one looked best amongst the available alternatives. I am interested in developing a 'basic' trading program, capable of learning trading rules based on pattern recognition and performance evaluation. I know of a few neural network and genetic algorithms out there, and have heard of their application in financial trading, but I am new to these areas and really need some advice. I would be very interested in hearing from anyone who has successfully applied NNs or GPs to intra-day data for forecasting. Any information would be helpful as what I would really like to do is create a basic program that I can play with and build on as my knowledge develops. Best regards, mr-T