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It is not a 'port' of the code as the lines of code in the application are the same regardless of the operating system it runs on. It works the same on both OS, looks the same, and shares the same database. Has nothing to do with paying for the OS. Only convience of having a single charting...

Too many things (market, network, broker, political, software bugs, etc., etc. etc.) can go wrong to leave a system on 'automatic' IMHO. It is not something I am interested in doing.

VisualStudio does not work on Linux. I program with VisualStudio under windows, and have a trading program built with Studio that can run on both Linux, Solaris and Windows. I started 2 years ago but only program when I want to add something. Usually nights and weekends. In the last six...

Yes, VMWare is ok. I used VMWare clients with both Linux and Windows as the host os several years ago. It was almost fast enough to trade. Several VMWare clients running on a single host during a fast market will slow down everything.... VMWare is expensive, in my opinion, and does not...

I did not like the bloat in Tradestation and Easylanguage and I wanted a 'fast' charting application with my own automated 'exit strategy' based on a database. So over the past 2 years I developed a MFC C++ application using InteractiveBrokers' API. I make sure that every MFC build also runs...

I agree with other posters it would be hard to fit into the corporate world after being independent for so long. Po Bronson wrote several books about working in high tech during the boom. He wrote a book called 'What should I do with my life?" that had many interviews of people who had to...

A great historical archive of presentations at: http://www.trading-naked.com/Articles_and_Reprints.htm A great deal of $20 a month for renting trading presentations at: http://flix.ino.com/preview/ Most presentations are out dated but still a lot of good to learn from. Before...

With this last release I upgraded my C++ software to the latest TWS api and did not make any changes to my working code. I also had a problem with the placeOrder command. It looks like a lot of changes were made in the TWS PlaceOrder area. Values that do not apply to my order are now being...

If you are interested in pit trading get the video of 'Open Outcry' from PBS. http://www.pbs.org/itvs/openoutcry/ Good luck!

Using daily data there is not much room for taking large samples. The two best methods I have used include walk forward sampling. Divide the data into blocks of daily bars. Train on block A, sample with block B. Train on block A + B sample with block C Train on block A + B + C...

I agree, the Kelly formula only uses past trades to calculate risk. Using Kelly the assumption is that the risk in the future is the same as the trades used to make the calculation. An unscheduled event such as 9/11 will find the Kelly user over exposed. One of Taleb's suggestions was to...

For web design ideas check out: Open Source Web Design http://www.oswd.org/ Very cheap web template http://www.templatemonster.com/ Get price and design ideas from: http://www.elance.com/ Put your site description online and pick the best bidder. Many designers are offshore and...

I am looking into this as well but I do not need a full T1. I am considering a Dual DSL Router. If one DSL line goes down the traffic is switched to the other remaining line. Load balancing results in increased bandwidth (or so they say...) Anyone with experience using a Dual DSL...

Please don't stop now. This is great stuff! Your descriptions of risk are very helpful. What software are you using for the MonteCarlo analysis? Your approach to identifying when your account should reach a new high (every 15 trades in your example) was very helpful. You described a...

There is a good presentation at the CBOT site on developing a good trading plan. http://www.cbot.com/cbot/pub/cont_detail/0,3206,1058+29704,00.html (I could not view the movie but the slides were good...) Good trading!

Nope its gone for now (California)

More good sites for finding the best place to park some cash. http://www.money-rates.com/cdrates.htm http://www.money-rates.com/checking.htm http://bankcd.com/ http://www.emigrant-direct.com/ http://www.everbank.com Check out the WorldCurrency account, more risk but more income...

The Journal of Finance, I believe, had an article several 7 or 8 years ago that showed that it took about 3 years for an 'edge' to become marginalized. The author showed the publication of several trading system/approaches and the profits before and after the publication. Long Term Capital...

The following are part of the modern risk management lore starting with the development of the Kelly formula, Black/Fischer/Scholes and ending with Long Term Capital Management. It is amazing to see how small this world of ideas on risk management was the influence of these ideas in the...

One consideration for selecting a programming language is the development tools. VB, VC++ and .NET are all Microsoft products and are not cheap. An alternative to Microsoft development environments is the Eclipse development platform that can be downloaded for free at Eclipse.org...