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    Advise RETAIL broker for ultra-high frequency automated trading on NASDAQ

    lol - that's fine, and I never claimed to be too quick, just outlined where we were. it's all we need right now and i know it could be cut down a lot - we hold our machines locally in our office instead of hosting at the broker for a start. But now you need a reality check. Sounds like...
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    Advise RETAIL broker for ultra-high frequency automated trading on NASDAQ

    but for ultra HF - as asked by OP - I guess that is not enough. of course, you could host a machine with Genesis which would help, but sending orders via internet will be SSSLLLOOOWWW in HF terms. we have just set up a connection for auto trading with one of the big firms. connected via...
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    Advise RETAIL broker for ultra-high frequency automated trading on NASDAQ

    define "ultra high frequency". if you have the same definition as me (sub 10ms) then I would question whether it is possible via retail due to network / internet latencies etc. also, you'd need an ultra-low latency data-feed which no retail broker is gonna give you free. of course, your...
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    european futures data

    Try Tickdata.com - I used them and am pretty happy. Not free though. Depends what you're willing to spend.
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    Xetra stock's automated trading

    I'm sure you've thought about this, but I would definitely not sign up with a broker that doesn't speak my native language, or at least a language I am familiar with. This is especially the case when you are automating as, invariably, you will need some tech support at some stage. I have...
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    Trader P/L 2008

    Quiet trading today but a decent result. +$1650 net. Like others, this month was very good for me. It would have smashed my best month were it not for an algo error mid-month that hit me for 24k. Overall +$31k for the month
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    VW shares up 54 % on Porsche move

    I agree that VOW is crazy overvalued but careful with your numbers. 35% of their "ownership" is via derivatives so they do not actually own the shares - only the upside on their stirke price. Also, much of the original 40% that they do actually own will have been purchased with debt which...
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    Trader P/L 2008

    nothing too special given market conditions. +$783 net I am in the final throws of finishing my new trading algorithm here which will allow me to expand my strategies. should be 1-2 months before I am fully up and running. think I will quit posting until then unless I have any really...
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    sell your strategy

    Great point. This is one reason why we generally only pick up new traders / developers via introductions from people the firm knows well - where there is some level of trust. Trust (on both sides) is key. Anyone in the OP's position - i.e. a non-professional trader who needs capital but has...
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    sell your strategy

    Such firms do exist - mine for a start. But, in my experience, many traders are shocked by (a) the level of detail and testing needed before going live and (b) the % split of the profits received by the system "seller". For example, we will not pay up-front for a system. We might pay a %...
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    Trader P/L 2008

    Good day today: +$4,401 net Want to quickly mention a disaster (for me) that I had last week on Wednesday (after a week I can finally talk about it - lol). The day was progressing well but then, just before the coordinated rate cuts hit the tape, a computer error meant that I sent a...
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    Trader P/L 2008

    well, my day wasn't supersonic like some of you guys but it's not bad. +$3240 on 26k shares. Just picking out the best trades when I can find 'em. Moriartron - amazing day. I echo your thoughts on this looking a bit scary. I do find myself wondering what sort of market we'll be left with...
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    Trader P/L 2008

    Crazy markets! This strategy showing good consistency, picking spots and trading light. +$2,408 net on (just) 20k shares
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    Trader P/L 2008

    not all that busy for me and a nice low commision bill +$1,575 net
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    Trader P/L 2008

    +$17,479 net on 188k shares 2nd best day ever - very happy. :)
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    Trader P/L 2008

    +$1134 net nice steady start to the month and quarter
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    Trader P/L 2008

    small down again today. drab way to finish the month but overall Sep was the best month yet for the strategy. approx +$33k net for the month, depending on the exact fx rate used for the conversion. good luck to everyone in Q4!!
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    24 hour trading

    ur joking right? index = indices. generally refers to an composite index of stocks. eg SP 500, Nasdaq Comp, FTSE 100, etc etc e-mini = electronically traded future with smaller point values ($ per contract point) than their "big brother" counterparts. eg ES = mini SP = $50 per point...
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    24 hour trading

    hey - u know that none of those 3 futures are indices right? they are all futures on different maturity German government bonds
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    Trader P/L 2008

    nothing day for me, believe it or not. small down
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