Grey Box. Has anyone tried to build one?

[Lightning McQueen]

i think he realised it was old posting, maybe it didn't matter, just fitted in nice judging by his ad linky.

nonetheless we should welcome ybfjax as he sounds ok and sane, which makes a change from the more recent arrivals, and their "lessons"

 

[the hare]

i tried building one of those DIY nazi boxes (only 89 left)

Its black, with red swastika's. It was a hell of a job to get it working.. first of all I had to smuggle it out of colditz castle and I think the rogue who sold it to me left out a few bits, and now he's not answering support e-mails !

 

[ybfjax]

i think he realised it was old posting, maybe it didn't matter, just fitted in nice judging by his ad linky.

nonetheless we should welcome ybfjax as he sounds ok and sane, which makes a change from the more recent arrivals, and their "lessons"

I got a daily digest and saw that it was an old post. When I originally googled, i looked at about 4 or 5 different links; I didn't check the date. Ironically, only this Trade2Win thread looked at it from a logistics point of view.

I think the scarity model has a big impact on how we implement the strategy. Arbitrage (attempting to profit from the price difference of the same contract between two different brokers), while technically can be acheived, isn't the best approach, because you would need a large amount of volume and a very fast setup to maximize taking advantage of it. And something like that would have to be automated, as there would be too many tiny opportunities happening throughout the day for one person to take advantage of.

If you are counting on milliseconds to save you, it is a system doomed to fail in my opinion over a larger series of repetitions. Because the big banks and larger investors can always buy a bigger and faster equipment. A fast large movement can wipe you out quickly if you are trading aggressively. To even the odds, a betting strategy can be employed where you are aggressive but have a predetermined target gain; a set amount of repetitions in which you stop afterwards. The system should be practical like a car. Everyone who drives it on the same path should yeild very similar results every time.

 

[alphadude]

Nice call ybfjax.

WTF; you are yet again; another dude selling Nazi secret boxes; and only 500 are left. Are you kidding me. out of 500; how many are left?. I am assuming you haven't sold any; as the site always says 500 left.

from the link in your signature:
"Therefore I am limiting the distribution of the EA to the first 500 qualified people. Sign up to receive updates when these precise indicators and "

PS: you need to flag your profile as vendor; if you choose to provide links to your nazi secrets

 

[Lightning McQueen]

back in the day i'm thinking 89 was considered quite a tally. today 500 are peddled out with ease, i guess that's inflation for you.

the link has lasted nearly a week. a good smuggler this one, flying under the radar nicely :clap:

 

[the hare]

flying under the radar nicely :clap:

for a moment there you sounded just like the great black swan

bless

 

[forker]

i tried building one of those DIY nazi boxes (only 89 left)

Its black, with red swastika's. It was a hell of a job to get it working.. first of all I had to smuggle it out of colditz castle and I think the rogue who sold it to me left out a few bits, and now he's not answering support e-mails !

speak to hellboy. his old man has a nice collection

 

[the hare]

speak to hellboy. his old man has a nice collection

serves me right for trying to do it on the cheap, I should have gone for the genuine t2w endorsed version 🙂

thankfully, there are still 89 left.

 

[wackypete2]

back in the day i'm thinking 89 was considered quite a tally. today 500 are peddled out with ease, i guess that's inflation for you.

the link has lasted nearly a week. a good smuggler this one, flying under the radar nicely :clap:

So if he's an obvious habitual spammer why is the link gone and he stays? Still links in some of his other posts. Probably more again next week since he free to continue.

Peter

 

[Lightning McQueen]

So if he's an obvious habitual spammer why is the link gone and he stays? Still links in some of his other posts. Probably more again next week since he free to continue.

Peter

i don't know if he is habitual, or not, i haven't noticed. i just commented on the longevity of the link.

had it have been posted to one of tims infomation threads, it'd been took down in a flash. see http://www.trade2win.com/boards/gen...tials-general-trading-chat-4.html#post1847944

oops! link no good, so have i lol, anyway i was commenting there on the ad link and the fact that a recent started cyprus based outfit was using a uk ltd and uk servers, but that info gone now 🙁

 

[NVP]

I understood from the topic that main point of automated trading is human-less placing of orders. Therefore speed of trading far more superior to any living human can achieve. 10 folds.

Also it can be copied over and traded on 2 markets and go on.. It can trade 24 hours a day on international markets. etc...

But I am not trying to promote it or anything. I am just learning and asking questions. If I was working as a quant for some proper bank I would consider creating my own grey box seriously. But I have no brain enough.


My question was purely theoretical - how big chance of success of a gray box for private trader after institutions and clearing houses alread clipped their chunk.

i'll think you'll find the more forward thinking traders are slowly deviating from the 100% robotic algoritms ...they cant handle extremes and always require Human intervention to avert disasterous losses

N

 

[ybfjax]

..............
PS: you need to flag your profile as vendor; if you choose to provide links to your nazi secrets

Already spoke with moderator about issue.

i'll think you'll find the more forward thinking traders are slowly deviating from the 100% robotic algoritms ...they cant handle extremes and always require Human intervention to avert disasterous losses

N

This would only be true if the algorithim is indeed not built to handle these extremes that you mention. Usually more aggresive strategies require more supervision. Fundamentally, the robot only can do what it is told and can only provide for the "if-then" scenarios that it has already been given ahead of time.

100% robotic algorithms work best in situations where you process a lot of similar, repetitive work in a controlled fashion, like caning tuna, or sorting packages (fedex, ups, etc). Heck, complete takeoff and landings of commercial airplanes have been automated already (I cannot find the link that the US air force has been doing this for at least a decade already), although there are many more variables that are beyond aircraft control.

Automation in the financial markets is a dream, relatively speaking. There is very little human element for error outside the system development (algorithim that trades the individual accounts), as the exchange/broker already provides the datafeed and handles the matching of buys/sells. The worse that can happen is that the datafeed goes dark, and that is extremely unlikely with the redundancy that is possible with load balancing. The trader just has to focus on strategy and implementation.

 

[alphadude]

I automate all my trading; but always monitor the programs

if i get away from my desk i shut it down

You will find the 1% disastrous time may ruin your acc. ex flash crash

 

[the hare]

I automate all my trading; but always monitor the programs

a very wise decision.

 

[ybfjax]

consider using a VPS. One with zero forced reboots and hyper-V (can implement hardware emulation so pretty much 100% uptime) I remember the days when the weekend maintenance period forced weekly reboots. But now it's as good as having a dedicated server without the dedidcated costs 😀

edit: A home-made setup cannot beat the redundancy of a cloud service, unless you need a lot of cores, and you can get 4-8 cores for under $100/month. And you can login from anywhere via RDP protocol. There is even a technique i developed to record the cloud desktop, if you want to verify/review your charts or desktop screen later.

 

[alphadude]

consider using a VPS. One with zero forced reboots and hyper-V (can implement hardware emulation so pretty much 100% uptime) I remember the days when the weekend maintenance period forced weekly reboots. But now it's as good as having a dedicated server without the dedidcated costs 😀

The redundancy of a cloud service cannot beat a home-made setup, unless you need a lot of cores. And you can login from anywhere via RDP protocol. There is even a technique i developed to record the cloud desktop, if you want to verify/review your charts or desktop screen later.

with due respect; all this cloud computing thingy is intellectual masterbation

i am happy to stick to windows box that i can control; and can shutdown by pressing the power button.

nobody aint mess with my cloud.

 

[ybfjax]

with due respect; all this cloud computing thingy is intellectual masterbation

i am happy to stick to windows box that i can control; and can shutdown by pressing the power button.

nobody aint mess with my cloud.

I guess to each their own, but if you plan to do full automation (unattended), vps is the way to go. There should be a service panel with a forced shutdown/reboot capability.

If you are really paranoid, you could setup two-factor security, where you have an additional token SMS sent to your phone.