JArbitrager last release was in 2010, and no development work had been done since. You'd have to do a bit of work to bring it up to shape. https://code.google.com/p/jarbitrager/
On Wed, Dec 3, 2014 at 10:18 PM, <[email protected]> wrote: > 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]> 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]. >>> To post to this group, send email to [email protected]. >>> Visit this group at http://groups.google.com/group/jbooktrader. >>> For more options, visit https://groups.google.com/d/optout. >>> >> >> -- > 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]. > To post to this group, send email to [email protected]. > Visit this group at http://groups.google.com/group/jbooktrader. > For more options, visit https://groups.google.com/d/optout. > -- 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]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/d/optout.
