Recent content by jackfx

Slippage is inevitable and it cost alot, my suggestion is to increase profit probability till Slippage become insignificant (covered by high profit). U need to work harder should your profit is still under threats by Slippage. Every day, few my traders suffer loss by Slippage but I ignore it...

Thanks for info Databento! I just erased my questions (on Hackers), and bookmarked Databento on attractive prices plan. Appears like Databento heading to high end analytics (SIMD, Tensor, etc)

Short answer: one symbol one table, one algo/strategies/feature/exotic in one table. So basic tick in one table, and tick with secret sauce in other table, so it occupies [1 + (secret qty)] tables. Should Cloud is smart enough, actually it can see SQL query patterns and build indexes behind so...

When algo/strategies are changing then use whatever tools to profit. When use SQL then create index to speed up queries. Cloud storage provides SQL but not sure it will automatically create indexes based on queries patterns. Text, Excel, NoSQL, AI/ML, exotic, Cloud all are good when...

Yes, that's best way when algo is profit, and when new algo come then re format again to fit new algo

I would suggest u stick with text file (human readable), my systems handle hundreds of symbols, text files, billions of records. Of course it requires skill in C#. SQL was too slow, all depends on programming skills too. I use C# C++. Learn Memory Mapped File for speed. It's FASTER THAN all...