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A stop order is basically a market order that it triggered at a price. The way to do it in bigger size is to use the price to trigger an algorithm that then does the order without creating too much market impact. You could use something like a fairly agressive volume participation algo.

IQFeed is resonably accurate for US data. Some of the European futures data is very rough bordering on unusable in my opinion.

Interesting. Never saw that thread. Alternatively, there are links to a variety of different automation software providers here: http://www.tradingmachines.net/dir_automation.html

There is still this alternative http://www.tradebullet.com/

InteractiveJokers Having fun as usual

China needs to keep the Yuan pegged low whilst they are still saving up $ to buy America. It's just a really good way of leveraging their greatest asset of a huge labour force.

I am sure you are right. Pesonally, I would not invest in something just for diversification if it did not provide the returns as well. Historical correlation is often a very poor indicator of future correlation so adding something just for diversification can be folly. Return/risk is...

Yes, if they are setting out to achieve averageness then they will find it helpful. But a fund of funds allocator that is average does not have much value.

I wasn't convinced by the paper which was very short on real detail and seemed to involve over-fitting. There were parts that I thought showed the naivity of the academics who wrote this. For example: 1. Since we trade three of the most liquid futures markets in the world, we are not...

Personally I think FOHF are a terrible thing to put money into. If you are investing with HFs then you should be investing in the strategy and the ability of the management to produce excess returns in specialist niche areas of the market. A FOHF completely negates the benefits of investing...

It's really just a hedge fund index tracking fund. As such, it will only approximately replicate the performance of a hedge fund index and not of an individual fund. Managers of individual funds that are able to outperform aggregate HF indices will still add value and be able to charge fees...

Highly unlikely. At least not in terms of availability and latency jitter.

Charts are easy and cheap to produce. Professional level automated trading is neither easy to do nor cheap to run. Hence it will never become freely available in the way charts are. However, I would expect there to be an ever growing number of automated platforms aimed at the retail...

You actually said "Well, it's designed around FIX standards, including business object layer" My original point was that your platfrorm does not directly hook up to any of the pro-feeds.

Yes, I am aware of that. So why is your platform based around FIX?

Data over FIX is slow and very inefficient way of doing things. No one wants to take their low latency feed and put it through a FIX adapter. FIX used for order messaging is fine.

Not quite sure who will buy it then as last time I looked it was very retail focused. It would need a lot of work done to it to compete with the best institutional platforms. It didn't even support any of the standard institutional feeds. :p NotSoSmartQuant is more like it.

In this order -availability -accuracy -latency. A feed that that isn't totally reliable is no use for automated trading. Accuracy is very important but there is scope for implementing filtering to mitigate some of the problems of bad data. Latency issues can be side-stepped by...

I have been running multi-strategy, multi-market ATS platform for over two years. If there is one thing I have learnt it is that a good datafeed is vital. Depending what you are doing, you can cut corners in the infrastructure used to send out orders but having absolutely reliable and accurate...