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All posts by Kevin Davey

Trading Multiple Strategies With The Same Instrument – Part 1

Tradestation is a pretty amazing testing and development platform. I’ve been using it for over 10 years, and I’ve been very happy overall with it. Sure, there are certain aspects of it I don’t like, and certain things that are hard to do, but I think that is true of almost any platform.My biggest pet […]

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Did The CME Data Change Impact Your Strategies?

Algorithmic Trading

Effective September 21, 2015 the CME changed the closing time for futures that closed at 5:15 PM ET from 5:15 to 5:00 PM.  The CME did this because the volume from 5:00 PM to 5:15 PM just wasn’t that significant.My initial thought was “no big deal, my strategies hardly ever traded during that time anyhow.”Turns […]

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