Posts Tagged ‘arbitrage’
Trading Arbitrage
An agent calculates benefits based on the "last traded price?
Is this possible? All P / L should be calculated on the basis supply / demand, right? For example: If I buy and sell in 80/ask 79/bid = -1 $. But now I'm testing a software demonstration of a runner and it seems to calculate all gains / losses on the basis of the "last session" price. For example: purchase / sale = 80/81 - the last trading price = 90. So if you buy 81 and sell ... sold at 90?? I know it's wrong, I do not expect even a 0.00000000000000001% for this to be real and to make arbitration money. My question is rather: Why not change your trading platform? 10x
Supply and demand can fluctuate constantly as markets are open, and if these prices could change depending on where they find them at any moment, how many shares are available, and if someone pulled the trigger before to do so. The P / L of real operations is based on the real market price that fills your order. Maybe simulated base of operations in operations that have occurred. For demonstration platform, data may be delayed 20 minutes public data (unless you have an account there that is actually funded). So a weekend simulation could be based on the price when the data reaches the clock time the order was placed, 20 minutes later. You should ask someone who knows that (unknown) Platform if the simulated operations are based on supply and demand or real trades.
MATLAB Pairs Trading / Statistical Arbitrage Example
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