OK Great I will use it On Wednesday, December 3, 2014 9:10:13 PM UTC-6, Eugene Kononov wrote: > > JArbitrager would definitely be a better fit to this, compared to > JBookTrader. > > On Wed, Dec 3, 2014 at 9:20 PM, Ali Farahani <[email protected] > <javascript:>> wrote: > >> Greetings, >> >> JBookTrader has been optimized for Order Book trading. It offers a level >> of abstraction through the Strategy class that works best when used for >> Order Book trading. You could develop a custom layer on JBookTrader for >> Bolinger Band trading to utilize the infrastructure (e.g., order >> management, position management, etc.) but then it won't be JBookTrader. >> >> Kind regards, >> >> Ali >> >> >> On Wednesday, December 3, 2014 1:37:38 PM UTC-8, [email protected] >> wrote: >>> >>> I have been testing a pretty simple strategy that is more or less an >>> arbitrage strategy between a future and a stock, where I buy or sell when >>> the difference is 1 std dev away from the mean and close the position after >>> regresses to the mean. I am wondering if JBookTrader will handle this with >>> the bolinger bands indicator in some way, or should I try to set up >>> JArbitrager which I think I have read was designed for that. >>> >>> The difference between the two securities is more or less a synthetic >>> security which is to be watched and traded when it deviates from the mean >>> or returns to the mean. >>> >>> Thanks >>> >>> -- >> You received this message because you are subscribed to the Google Groups >> "JBookTrader" group. >> To unsubscribe from this group and stop receiving emails from it, send an >> email to [email protected] <javascript:>. >> To post to this group, send email to [email protected] >> <javascript:>. >> Visit this group at http://groups.google.com/group/jbooktrader. >> For more options, visit https://groups.google.com/d/optout. >> > >
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