I've recently added some client sentiment formulas (from IG Index) to a financial prices Excel Add-in I am working on. What I find interesting is the much higher proportion of long positions across all asset classes. Surprisingly the UKs FTSE100 is the least shorted of all the major stock indices. In the FX world, IG clients … Continue reading Analysing Client Sentiment Data
This is a very interesting chart showing how bull and bear markets compare since 1926: The average Bull Market period lasted 9.1 years with an average cumulative total return of 473%. The average Bear Market period lasted 1.4 years with an average cumulative loss of -41%. The original (from First Trust) can be found here: … Continue reading History Of U.S. Bear & Bull Markets Since 1926
I have recently launched an Excel Add-in for providing live financial prices in Excel, initially using the IG Index API. I intend to add additional data feeds from both data providers and brokers to the Add-in. I have therefore spent some time researching potential providers and brokers and thought it would be useful to document … Continue reading Financial Price Data and Trading APIs
Last week was the annual Microsoft Build conference in Seattle. Build is the main global Microsoft developer conference and this year many sessions covered Microsoft's progress in the areas of AI and ML. I spent some time browsing the online session videos and was overwhelmed by the volume of content from the 3 day conference. … Continue reading Machine Learning and AI at Microsoft Build 2018
Introduction IG Index, the UK based spread betting firm, launched it’s trading API (http://labs.ig.com/) in 2014 to enable clients to build their own applications to connect to the IG trading infrastructure. Apps that can be built on the platform include automated trading applications, charting and sentiment tools, as well as integrations with Excel and other … Continue reading An Overview of the IG Index API
The Financial Information eXchange (FIX) protocol is ubiquitous within the world of finance technology and has been in widespread use since its inception in 1992. FIX defines a standard for communicating financial transaction information between the various players in the financial industry: banks, brokers, hedge funds etc. Importantly, FIX is platform and technology independent. So, what … Continue reading Getting Started With FIX Development
Welcome to the Coderun Technologies blog. Through this blog I aim to share my thoughts and learnings on the world of finance, trading and technology. Coderun Technologies lives at the intersection of these 3 disciplines and specialises in building bespoke trading software. Enjoy!