Recent content by wonghang

Hi all, Actually, I have a strategy running for a long time. I observed some kind of patterns of my error terms, I found that they appeared to have some kind of patterns. I don't understand why. I am not good at statistic actually. I performed dwtest() in R and could reject the...

thank you very much all of you. I think Actually, I am not living in US (in HK now) and there is no culture of prop trading firm. I am just curious on how US prop trading look like.

I agree with Landis82 that complete tick data are important. Actually, are there any vendor that could provide complete real time tick data in worldwide market similar to IB data service?

Hi all, I am quite new here. I found there is a forum titled "Prop Firms" but in fact I am not working in this field. I have some questions to ask: Actually, how a prop firm operate? I cannot though of an equilibrium point such that the employees of a firm will stay with the firm...

I am very new to here. Just google and I found here. I am using IB and has about 20ms from my home while 2ms from data center. But I think the network latency is not a main issue, it can always be solved by placing your machine to data center. However, some latency are not...