Recent content by Complexity

Write a program that non-stop gives away the bid-ask spread on liquid stocks all day, non-stop in 100 lots or 1000 lots

One Directional trade a day system. Concept and parameters: At 8:00am EST, review the current S & P 500 e-mini change from the previous close. Place a directional trace in the direction of the current S & P e-mini futures. Example: At 8am, if the S & P futures are -2.25, then you...

FIX is the protocol used to send and receive order messages to Brokers, ECNs and Exchanges. This protocol is pretty much the standard in the industry. We use FIX to connect our automated trading systems to the the market. When I mentioned the times in my earlier post I was measuring the...

Does anyone have any idea about what the Stupor montage expects to have for execution speeds. Do we know if this is just going to be another op for the market makers to front run peoples orders or is this going to have any real value.

I agree that ARCA is the slowest ECN on the street. I work in a stat-arb shop that employs computer-to-computer trading systems(note-no human traders). We continuously monitor the execution speed of all of the ECNs we connect to. The results when hitting an existing order on their books are...