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Yes please.

No

A key consideration is whether you are operating a collective investment scheme. This requires authorisation and operating such a scheme without authorisation is a criminal offence. The law surrounding collective investment schemes and the exemptions within the FSMA is a grey area. If you are...

We have machines running Vista and Fedora. Both seem to run without any real problems. One Vista box runs a trading application and we have measured the data in to orders out latency of this at 760us which is pretty fair. Initial versions had a problem with HD hotswapping but that is now...

Many long term asset managers would love to get involved in short term strategies but, a) Don't have the experience or staff with the experience to do it b) Don't have and often can't afford the investment in infrastructure, software and operations to do it. There is also a large...

Nothing wrong with being an evil speculator. It wont stop you making money.

Had you any thoughts on the method for extending the time series as suggested in 2?

I'm a professional quant trader and make my living creating market models. There is a large pool of academics that produce a great deal of work but who never actually put any of it into practice. Most of this work lacks applicability to real problems. I could see signs of this in your...

I looked at your website. Out of curiosity do you actually trade anything?

I am guessing your first language is not English. retribution: Something given or demanded in repayment, especially punishment. You meant to say compensation. Good luck with your venture.

The FIX adapter normaly runs on your PC and provides a local socket for a FIX engine to connect to. For Anton's suggestion to work the broker would need to host the FIX adapter and you would then need a secure connection to it. Your rates are quite good. Interested to know who you are using?

For Eurex, it depends where you are trading from. If from the US then you could try Velocity, they offer the TT-Fix adapter at 10c on a rt or $2000/mo flat rate. If you are in the Europe then trading via a US broker is going to give you a big latency disadvantage. You could try Marex or MF...

Which markets are you planning to trade?

FIX is really pretty easy to use. The basic Fix42 messages are all you need for most trading. Although it is meant to be a standard brokers vary significantly in how they implement it. The IB implementation is pretty non-standard and has a lot of custom tags. It's also even slower than the...

Bobl sold off from 110.1 to 109.95 over the same period. Not much of a move compared to the bund.

All the chaos was in the FGBL and was spread to the FGBM and FGBS. I should think someone will be looking for a new job as a result.

Looks like a bot went nuts in the bund around 11:17 London time. Price dropped from 115.63 to 113.93 in about 12 seconds and trading was suspended at 11:17:51. Restarted just after 11:20 back up at 115.45. The bobl was strongly affected by this and to a lesser extent the shatz. It's not the...

My answer was aimed at someone capitalised well enough to be trading $4M baskets. You are quite right that latency is not a big issue for small retail traders but trading broad stock baskets is not something small retail traders do. You are also right that the very low latency space is a very...

IB also offer a FIX API that has a higher message rate limit. The FIX implementation is a bit quirky but it works O.K. For doing anything sophisticated with execution algos, the IB system is very slow and you will get much lower latency from brokers like Lime.

Have you talked to Lime? They will be able to execute your baskets properly and you can negotiate on comms. http://www.limebrokerage.com/index.php?title=Lime_Brokerage_LLC or what used to be RedSky now part of ITG http://www.itg.com/global/index.php