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order and instrument types

Any tentative ETA for forex instruments and basic order types such as limits and stops?

3 responses

Hello Lou,

I think limits and stops are sooner than later. I'll guesstimate that we do them this winter. Forex is farther out. Our current plan is to get "depth" on US equities, then get "breadth" on additional security types. I don't know when that will be, but it's many months.

Dan

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Hello Lou,

Are there any ETF's or other securities in the Quantopian database that would serve as proxies for the direct Forex instruments you reference above? If so, perhaps you could suggest trading algorithms that could be back-tested?

Grant

Grant,
No, that wouldn't work even if there was an ETF that tracked a particular forex pair. Equities and forex mkts have important differences. Thx for the thought tho.