Recent content by algorithmic_rhythms

Alpaca is a great place to start, but its poorly suited for my needs. When I tried it before they sold all their orders to Wolverine. Of every execution venue I've ever sent orders to, Wolverine was the worst. When taking liquidity I have hundreds of trades where the price was filled outside...

Honestly, I would be happy with 8-10 mils at this point. If I keep growing I plan to register as a broker dealer. I've talked to Wedbush and they can offer 2-3 mils for clearing only which would be incredible. Its also nice to have less middlemen that might try to reverse engineer your...

Not as fast as I would like. I buy Google Cloud and AWS servers to be as close to their servers as possible and it makes a big difference. I still miss many opportunities and working with a broker colocated in Equinix would be a big help.

On Ameritrade I do large trade sizes because they limit the number of trades per day. On tradestation I do 100 shares per trade since there is no limit.

No, only taking liquidity.

I've looked at a lot of these EMS/OEMS and I definitely see the benefit in going with one of these. RealTick (EZE) EMS seems to be the best suited for writing code in python. I don't like that their API is not completely documented and the python GUI isn't well put together, but I don't really...

10k is about average, 20k is the max I've done

Hi guys, I've gotten heavily into algorithmic trading over the last year and I'm looking for a new broker. I'm not sure if what I do would be considered high frequency trading but I've made up to 20,000 trades in a day and the opportunities I go after gnerally persist from 50-300ms. I'm...

I typically trade leveraged ETFs and hold them anywhere from 250ms to 5 seconds. I put in a Market order this morning to sell 5000 shares of SQQQ on TD Ameritrade. The order was sent to Virtu and partially filled for about 2000 shares. The remaining 3000 shares were just hanging there...