Interactive Broker Trader Workstation (TWS) Installation

Just been banging my head against the wall with the IB TWS desktop application on Windows 7. The application keeps saying that my version of Java is 0 and it needs 1.4. I realised I needed the 32bit and not the 64 bit for IBs TWS to work. I also needed to uninstall the 64bit [...]

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Building a FIX engine in .NET

What is FIX The Financial Information Exchange Protocol is defined on the homepage of the protocol standards web site as “The Financial Information eXchange (FIX) Protocol is a messaging standard developed specifically for the real-time electronic exchange of securities transactions.” However, I think this definition is very limited. The protocol does not just define a messaging standard [...]

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Building a news aggregator module for a trading platform –The architecture

In my recent post introducing the news aggregator I detailed what we are currently building. In this post, I will discuss some very high level architecture and some considerations around how to build the application. My first draft at architecture is to just get the different functional parts of the program identified. Then later we [...]

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Building a news aggregator module for a trading platform -Introduction

I am working on a project where I going to build a news aggregator which takes certain keywords and searches a predefined set of websites, company statements etc for stories or blog posts that have that keyword in it. The keywords are mostly a combination of company names or stock ticker codes and mood indicators, [...]

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Hedge Funds Legends in their own right

Today I thought I’d write about Kyle Bass. He is a favourite of mine and I love his clear no-nonsense approach and explanations of his world view. I have been following Kyle for about six months and he is certainly a character. I have seen him on various financial chat shows and a crazy interview [...]

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My Market View

It is good to write down your market view as it helps to consolidate your beliefs and allows you to stick with your portfolio if you have a down day if you remain sure of your view. This is my world view as of the end of November 2011. Macro View The obvious topic here [...]

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Bans on shorting

Ban on shorting (from a post I wrote a couple of years ago) I thought I would write a little on my opinion on the ban on shorting. As you may know, the governments around the world have placed a ban on shorting various stocks. Some countries have gone for a total ban and some [...]

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First order linear recurrence and compound interest

I am reading and working through the book ‘Mathematics for Economics and Finance’ at the moment by Martin Anthony and Norman Biggs. I am learning the mathematics that is detailed in the trading course ‘Certificate in Quantitive Finance’ to prepare myself both for working in finance and building my trading platform. At the moment I [...]

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Next big move – CMG on the short side.

I must be getting old and grumpy as my latest strategy is to spot and short bubbles as they burst. I successfully predicted the Netflix bubble and the gold drop from 1900 to 1537 and also GMCR (with some help from David Einhorn). I have been analysing as many bubbles and drops as possible, going [...]

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Double Moving Average MQ4

My first foray into coding with Meta Trader MQ4 has been to code a very simple reversal system using two moving averages. The system is a long term trend following strategy that buys when the smaller moving average moves above the longer and sells when the smaller MA moves below the longer one. Once the [...]

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