just my few cents...
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new_trader
Jul 19, 2010, 10:39:10 AM7/19/10
to JArbitrager
to be exactly: 12633 cents
have been live trading JArb 102 for ~30 minutes
-> like Eugene predicted: all trades were loosing money
for those of you interested in some numbers:
http://groups.google.com/group/jarbitrager/web/liveTrading_Reports_20100719.jar
in the csv file there is the IB trading report
my conclusion:
JArb is a wonderful tool, it really detects these arbitraging
possibilities! Thanks a lot to Eugene for that!
Interactive Brokers is not the right broker for doing arbitrage
trading.
See the file IB_warning.png.
It seems to be not predictable how IB is filling the orders.
I think when directly connected to the market via co-location it
should be possible to make good profits with JArb.
has anybody some experience with these co-location guys?
any recommendations for a certain company?
have been live trading JArb 102 for ~30 minutes
-> like Eugene predicted: all trades were loosing money
for those of you interested in some numbers:
http://groups.google.com/group/jarbitrager/web/liveTrading_Reports_20100719.jar
in the csv file there is the IB trading report
my conclusion:
JArb is a wonderful tool, it really detects these arbitraging
possibilities! Thanks a lot to Eugene for that!
Interactive Brokers is not the right broker for doing arbitrage
trading.
See the file IB_warning.png.
It seems to be not predictable how IB is filling the orders.
I think when directly connected to the market via co-location it
should be possible to make good profits with JArb.
has anybody some experience with these co-location guys?
any recommendations for a certain company?
Far Fetcher
Jul 19, 2010, 2:07:59 PM7/19/10
to JArbitrager
I uploaded an excel file for ES vs SPY trades for most of July 13th.
It's more than required for easy reading, but if you take the time to
read it you may find the problem with live trading.
The time is for the second in which a trade was made, and all the data
samples are listed during that second. The first column is either
"match" or "X", meaning that the fill prices match the data, or do
not. The trade number is listed, the DB ID is the Key line number in
the raw data, S1B2 and S2B1 means Sell2Buy1 or the reverse. The
"Spread + 17" (actually 17.5) corrects the spread offset between ES
and Spy, and is a good column to see the change in the data for a
trade.
New_trader, what is the best way to look at your data in a .jar?
Larry
On Jul 19, 10:39 am, new_trader <loc...@gmx.de> wrote:
> to be exactly: 12633 cents
>
> have been live trading JArb 102 for ~30 minutes
> -> like Eugene predicted: all trades were loosing money
> for those of you interested in some numbers:http://groups.google.com/group/jarbitrager/web/liveTrading_Reports_20...
It's more than required for easy reading, but if you take the time to
read it you may find the problem with live trading.
The time is for the second in which a trade was made, and all the data
samples are listed during that second. The first column is either
"match" or "X", meaning that the fill prices match the data, or do
not. The trade number is listed, the DB ID is the Key line number in
the raw data, S1B2 and S2B1 means Sell2Buy1 or the reverse. The
"Spread + 17" (actually 17.5) corrects the spread offset between ES
and Spy, and is a good column to see the change in the data for a
trade.
New_trader, what is the best way to look at your data in a .jar?
Larry
On Jul 19, 10:39 am, new_trader <loc...@gmx.de> wrote:
> to be exactly: 12633 cents
>
> have been live trading JArb 102 for ~30 minutes
> -> like Eugene predicted: all trades were loosing money
new_trader
Jul 19, 2010, 2:12:20 PM7/19/10
to JArbitrager
> New_trader, what is the best way to look at your data in a .jar?
google code seems to have problems with ZIP files!
simple rename the jar file into .zip -> then you can open it with
winzip
the jar format is simply a ZIP format :-)
Far Fetcher
Jul 19, 2010, 2:34:23 PM7/19/10
to JArbitrager
Thanks, it worked without a hitch!
Larry
Larry
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