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FiftyEight Fluffs Around In Futures

Discussion in 'Derivatives' started by fiftyeight, Jan 26, 2015.

sentifi.com

Aussie Stock Forum Sentifi Top themes and market attention on:

  1. fiftyeight

    fiftyeight

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    The price keeps going up.

    For continuous contract and historical data esig wants another $14 US / month. $161 US/ month total. This seems the only way to trade the Nikkei on the OSE with NT.

    An expensive price to pay to trade a convenient time zone when I am only home half the month......
     
  2. ThingyMajiggy

    ThingyMajiggy

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    Try CFDs? No fees and no comms, just the spread. Might be an easier/cheaper option.
     
  3. CanOz

    CanOz Home runs feel good, but base hits pay bills!

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    Does that include level II?
     
  4. fiftyeight

    fiftyeight

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    I can execute through AMP easier enough, its the data to chart VP stuff causing the issues. Been trawling a few other forums and most ppl seem to have the same issue.

    Think I will bite the bullet and just switch to Mulitcharts. AMP have a free version so will give it a crack
     
  5. fiftyeight

    fiftyeight

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    Yeah. I think haha I have been talking to so many ppl.

    Nightshift makes talking to the US much easier
     
  6. fiftyeight

    fiftyeight

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    Best I ramble in my own thread.

    For better or worse I am going with Python.

    A few reasons, for a beginner there are plenty of good resources so even though the learning curve maybe a bit steeper than AB it shouldn't be an issue (famous last words). The last time I did anything like this was 10+ years ago at uni and I paid little attention so I am starting from scratch, I could do with going over some computer basics. I also need to go over some of the basics again anyway of how data is structured, stored and accessed. Same with my math and stats, it has been a long time since I have used any of it so having to look at the code a bit deeper will be a good refresher.

    I would like have a look at some betfair data and how that applies to the bigger bookies. More for interest than expecting anything to come of it.

    Not in a pessimistic way but I not super confident in "cracking it". There are a lot of people who are lot smarter, have more time, more training and more money than me looking at this....both in trading and programming. So if nothing comes of trading the skills I learn with Python will be transferable if I decide to go back to uni a pursue something else.

    In saying I am not confident I have been skyping with someone quite involved in the quant side of things who has inspired me to look in to it. Many screen shots of equity curves that look fantastic. I have no secret sauce, but they really dont seem to be doing anything original. All the ideas they shared I have come across before, maybe its all in the application as tech is always saying. I am skeptical as a screen shot of a pretty equity curve mean nothing but everything I will look at initially will help with my intra day (when I actually have time)

    Enough time wasted deciding, lets get on with it
     
  7. fiftyeight

    fiftyeight

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    A few different people have recommended "Learning Python The Hard Way" so I am beginning with that.

    He uses Atom but I have already been playing around with the Anaconda install and using Jupyter Notebooks so Ill stick with that.

    Was having a look last night at Quantopian.

    https://www.quantopian.com/posts/trading-strategy-ideas-thread

    Links to many different papers
     
  8. History Repeats

    History Repeats

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    sentdex on youtube is very good. Where i learn from.
     
  9. Trembling Hand

    Trembling Hand Can be found on the bid

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    Not if you want to do Time Series Analysis correctly. His approach is fundamentally flawed. In fact it's not flawed it just completely ignores it!!
     
  10. fiftyeight

    fiftyeight

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    First bang head against the wall moment....the pleasures of learning at home
     
  11. fiftyeight

    fiftyeight

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    This will teach me for not following the book exactly.

    Firstly Python installed wrong and I could call it in Powershell. That is now sorted.

    Now I am working in Jupyter and saving in .ipynb which was not an issue....initially. But now I need to execute in Powershell (as per the video) but I cant figure out how to run it.

    upload_2017-8-11_14-32-20.png

    Not sure if I need to convert the file or call another program instead of python

    Seem clunky if I am always converting stuff. The videos I am following use "Atom" and they are saving in .py.

    I assume I have missed something really basic here but :mad::mad::mad::mad:

    Any help would be sweeeeeeeeeeeet
     
  12. fiftyeight

    fiftyeight

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    That makes me want to cry.

    Found the fix, a very simple one 1 min after posting the above. There goes 2 hours of my life I wont get back haha
     
  13. History Repeats

    History Repeats

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    just for the intro and using stuff like panda,ect. I think its a good place to start. But you're right.
     
  14. fiftyeight

    fiftyeight

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    I have been following the Pandas sentdex videos when I want a break from LPTHW.

    He smashes through things, I can just keep up then struggle when I try apply it with out having to refer back 1000 times haha I understand the code, but I just cant recall it that well yet

    Having a day where I am questioning my choice, have made minimal progress and can still do more in Excel haha
     
  15. ThingyMajiggy

    ThingyMajiggy

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    That's basically what programming is, looking up documentation, syntax and Stack Overflow :D
     
    fiftyeight likes this.
  16. fiftyeight

    fiftyeight

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    Haha yup.

    Just simple stuff like working out what the gap between close and open the next day is time consuming.....still figuring it out
     
  17. fiftyeight

    fiftyeight

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    Gave up on an elegant solution and just shifted the column down 1 row haha
     
  18. Trembling Hand

    Trembling Hand Can be found on the bid

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    df.open - df.Close.shift(1)
     
  19. fiftyeight

    fiftyeight

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    Much prettier than mine

    df["s1"] = df.Settle.shift(+1)

    df["Gap"] = df["Open"] - df["s1"]
     
  20. Trembling Hand

    Trembling Hand Can be found on the bid

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