NonLinear, I am extremely interested in JArbitrager and was myself looking to achieve something similar. Can you let me know when you will be publishing the same?
Few questions: 1. Is this a high frequency strategy you have in mind? 2. Does it rely on market orders or limit orders? I am thinking limit orders with a high probability of both legs executing would be the way to effectively implement an arbitrage strategy relative to a market order, especially if it is a high frequency strategy. of course it becomes a little complicated to program exiting position (based on some condition) if only 1 leg executes. 3. Any reason why it is based on JBT rather than JST? How does it use the market depth feature? Thanks! On May 4, 1:22 am, nonlinear5 <[email protected]> wrote: > > These are things I know and understand, but I have to start somewhere. > > If you know of a better place to start for a smaller investor, by all > > means please tell me. If not, I think I can achieve enough of my goals > > by modifying JBookTrader. > > I am working on a new project calledJArbitrager. It uses JBT > architecture to a large extend, but it's focus is specifically on the > arbitrage strategies. I will publish it as an open source in a few > days. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
