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When I first read it I thought it said: "The matrix of stupidty created by this new era of efficient market trading is pushing stocks higher and higher." On re-reading it I have come to the conclusion that my version might be closer to the truth.

eSignal or something sends a market change to me 50microseconds after it happens. :p Dream on.

Fine providing Russia doesn't default again.

Certainly lots of hard sell going on a the moment. I get spam on CEP/ESP, database technology, datafeeds almost every day. Lots of vendors tying to use new regs e.g RegNMS, Mifid as an opportunity to cash in. Most this stuff is fine for enterprise solutions but when it comes to highly...

How are you defining money flow in this case? Is it just volume * price or is there something directional in the calculation?

For arb applications C++ running under an RTOS is better. For more general algo trading, the flexibility and ease of use of ESP/CEP solutions might offer an advantage. It really depends on how specific the application is.

Not sure if any of these are what you are looking for. http://www.tickplusdata.com/spreads.htm

Back testing has inherent limitations. If a strategy is traded in a size that significantly impacts the market then that inherently compromises the validity of back test results. You are also into the law of dimishing returns. Using level1 instead of interval data gives greater accuracy but...

Thanks, I will have a look at it.

Does anyone know of a backtester that allows commissions to be set in basis points? Seems to be missing from most the popular software but is a fairly standard way to be charged comms.

You know what to do: A) Join an multi-billion$ fund. B) Learn to drive a taxi. Black boxes will take care of everything else.

www.tickplusdata.com www.olsendata.com

It is going to get harder and harder for manual screen based traders as the markets get faster due to automated trading. I am sure there will be a future for automation assisted manual traders where fast, difficult execution is performed by machine with higher level input from a trader.

You will be required to sign a statement saying how you are using it. However, I agree it is almost impossible to police at retail level. Pro traders will have to cough up the extra money.

Has any one else heard that Eurex are planning to increase data fees for anyone using real-time data to run an ATS? Figure I have seen is 250 Euro/month. Given that trading is increasingly being done with automated systems this seems like putting a big tax on your own future revenue...

Many thanks, I will add those to my stocks to short watchlist.

I use Tranquil T2s for trading as they are silent and generate very little heat. http://tranquilpc.co.uk/ Don't have the perfromance of standard PCs but more than adequate for all the trading applications that I run. Need to use them with fanless PCI graphics cards to get crystal clear...

It looks like they have management in the UK. Investment managers including hedge fund managers operating from the UK fall within the scope of the UK Financial Services Act and are regulated by the FSA. Hance, first step in doing due diligence would be to check with the FSA to make sure...

And another just in case you are not already bewildered by the choice. http://www.aegisoft.com/trading_athenatrader.htm

The list goes on but probably overdue for some consolidation.