Recent content by const451

I do not know yet I am learning :) THX

You place an order #1 it does not come back immediately, then you place order #2, then order #1 comes back filled out... don't you need to use messaging for that?

Thanks a lot. I am currently emailing with MB Trading. They do not have any specific info on the website. They provide FIX for orders only including FX, they have API Quote for data streaming, it's also language and platform agnostic; they also have MBT SDK which is Microsoft only COM interface...

I am in the US, will it work for me?

Anybody uses them for automated trading? They are missing some info on the website: 1. What minimum do they require for FX trading? 2. Do they have a C++ friendly API? What's the opinion, are they good? I saw they were rated #1 by Barron's. thanks!

I will definitely check it out, still wanna do the ATS.

Do you use a messaging mechanism to handle an asynchronous nature of the orders, or you just wait until each order comes back?

I thought IB requires 10K for non-Pattern Day Traders, and 25K o.w. 10K is still a bit too much, I was thinking to start with 2K. - thanks.

cvds16 - you are a discretionary trader, I am looking for suggestions from traders who use ATS. THX

@cvds16 - thx for the response - I play piano :). I probably downplayed myself... I've learned a lot of finance starting from the original Markovitz portfolio theory then CAPM, APT, fixed income, derivatives, Black-Scholes, butterfly spreads, Greeks, Copulas, Sharpe ratio, arbitrage...

Hi guys, I am a graduate financial engineering student at the top university. I am planning to develop my own ATS using C++ on Linux platform. I'd like to start trading in FX market, FX because of the low cost entry :) - trading equities and derivatives requires higher capital ($25K min) for...

I think that depends on stock price and liquidity of that particular stock.

That's a lot of work. Do you use quantlib library ? Do you visualize your output?