Recent content by clearinghouse

I haven't done this, but here's a suggestion: Make a workspace with all the symbols you want exported. Put up all the charts you want exported. Add a custom indicator that writes the values of all the bars out to a file/database. Open the workspace nightly with the indicator you want, and...

URL: www dot washingtonpost.com/opinions/katrina-vanden-heuvel-its-time-to-tax-financial-transactions/2013/03/04/d496d738-8516-11e2-98a3-b3db6b9ac586_story.html Another opinion article on the topic. Replace the 'dot' above with '.' for the real url.

You'd probably gain more from just screen time and just watching 3-4 stocks (or futures) every day for a month and recording observations.

Alpari advertises heavily on EliteTrader, or used to. Maybe their low profitability scores are because they're getting all ET traders. :D

boost doesn't solve all the problems the standard solves. Scoped enums are a language feature, not a boost feature. The threading library in the standard is more full featured. Variadic templates had to be done using the hacky typelist pattern. ... and on and on. Counter-fail.

ET doesn't allow that much freedom. Why can't we delete our posts? I hate that about ET. Baron should, at the very least, give us 60 days to delete our posts. He knows the old posts grab a lot of traffic, and I get that, but to enshrine troll threads (or short term personal foolishness) for...

Why doesn't modern portfolio theory apply on a strategy level? Markowitz' work seems appropriate. I mean, you want to be optimal in the sense that you want the most return for a given level of risk. So rather than treat the problem as one where it's the assets you're balancing, normalize the...

Also, the threading library is a huge improvement. But compiler support has been so terrible, I had to buy the third party library to get it to work. But even after buying the library, I find that thread local storage variables aren't supported properly in all compiler environments, so I sit...

I use templates heavily. I feel like C++ is useless without them. And now, with C++11, I feel like C++03/98 are broken. How we got by without lambdas, constexpr, auto, decltype, and rvalue references is just a mystery to me, even though I lived through these years of abuse. Lambdas in...

How do you provide liquidity without speed, or are you willing to accept "blow throughs" to open a position? I.e., you're spreading, but entering in with a passive leg -- and the spread is more or less where your profit comes from? My homebrew system has a wire latency of around 2-3ms, which...

You do "join" slices of time series together to see what the impacts events on one product have on another, although this is more stat-arby. Just curious: In your line of work/trading, are you mostly a taker or a maker? I'm assuming you have some real speed at your disposal, with your forum...

My situation is closer to a single projected client, who'd then resell to multiple clients. The need for my code exists, but it's hard to tell how large the demand is because it's such a niche space, or whether it's even worth my time to service client needs. The situation's specifics are kind...

Just curious if any of you vendors would comment. How do you really even know whether it's worth your time to do the software side of things? Do you vendors just cast your products out there and hope someone will pay? How do you know the space is actually high margin? I didn't think, for...

What I wonder is if garachen's group is only looking for 1 guy. The problem complexity is sufficiently high that one man might be able to optimize a specific use case, but still be overwhelmed with the complexity of when multiple exchanges are involved. The developer might have the...