Recent content by Nab

If security of your server is of importance to you, I would strongly advise to a linux box (with a minimum of running services + intrusion detection/prevention software) ...

Steadfast and SolarVPS (part of fortressITX) are both solid options. I wouldn't worry too much about someone stealing your code. These companies are hosting thousands of clients ... If the admin wants to, he can find for sure more interesting stuff than your 1 trade/d strategy ...

I guess many on ET would be happy to make in average $1k/m :p Hence, having 1% fixed cost instead of 15% (nowadays you can find a descend linux VPS for $10/m if you look hard enough, which is for most cases sufficient if you work on timeframes >= secs) one might see as an argument for VPS...

I'm not an expert on these things. But I do not expect that the main interest will be for HFT. Rather in risk management, which is basically just an optimization problem. The big ones will start to use the D-Wave chip as soon as its cost (and speed for their specific optimization problems)...

Do your homework before making statements ... Lockhead Martin is applying (sort of) quantum computing (the D-wave ship) already for 2 years to solve optimization problems. (Im saying sort of, because there is still a bit of academic dispute if the chip is a true QC, ... but my latest info is...

The article itself is bullshit. * But the core statement is true. * If you have a need and enough cash, buy the chip from D-Wave, and you should be able to solve your optimization problems via quantum annealing. So, there is indeed great potential of QC for finance/trading in the near...

This explains a lot (about the "competitors") :D ( Anyway, who hires someone taking loop quantum gravity seriously ? :confused: )

You would need far more data for reliable statistics ... but your smart lag seems to be of the order I have ... Does anyone has measurements for iB with FIX ???

I roughly remember that I read some time ago an advertisement .pdf from iB saying something about ~ 30 ms execution time. However, don't remember for which specific setups. Maybe they have a dedicated execution platform for institutions and/or fixed line connections (or prioritize them). The...

At least for smart routing it seems that >500 ms is not unusual for iB to send order acknowledgment ... (without your own latency). Good luck!

You have to discriminate between building a Ferrari, a BMW and a Wolga. My statement is for building a Wolga :p

Actually, for my purposes it is sufficient to store long-term only 1 min resolution (~150 contracts) and keep everything else in memory. A simple mysql db is sufficient for that. As I said before, the trading engine and backtesting are two separate things. Using for the latter something like...

Yes, I developed from the scratch my own system. (In Java. But please no discussions about all this no-knowledge BS like GC etc. . With the right JRE it *is* even used for real-time military grade applications like radars, avionics etc. ... ). I don't want to start discussing elementary...

Subtract all the fancy (and not necessary) GUI and (BS) TA indicator stuff, and you will see that it takes not long to code up a basic trading engine sufficient for many purposes. Why bother with tradelink, etc. for backtesting if you can write up tools of >= quality in R, Mathematica, Maple...

At least their webpage is quite amusing: "IQBroker can be connected to MBTrading and Interactive Brokers for high-frequency trading."