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My next door neighbor had cancer. He went all-out with fasting (30 days), faith, herbs, anti-oxidants, organic, body-work, pilgrimage, ... By the time, he put himself into professional hands, he was a lost cause. They gave him some chemotherapy, but these things are targeted. They only had...

Here is OpenQuant, but I don't see anything to support complex money management/risk management. TradeLink's Automated Strategy Tester isn't even smart enough to close positions on close.

Maybe someone knows of a 5000 order a day ATS/OMS platform that isn't institutionally priced. Supposing so, there is still the question of the Money Management/ Risk/ Trade Management side. Would you care to elaborate? 2% of balance? Value-At-Risk? Circuit-Breakers?

I think that we had this discussion just recently in a different thread. I can't imagine an application where Easy Language, NinjaTrader, and FIX would be comparable bases. If you want hundreds of limit order puts/modifies/deletes without getting into trouble with the Exchanges, we are...

Collocation, in this context, means to have a separate trading server located in a secure, high quality, high stability environment. The server runs the trading software, and initiates the trades. Your home computer is connected to your trading server across the network by a VPN, for example...

Agreed. Having your view of the trading world pause, but continue automatically is much better than interrupting your session.

It reminds me of businesses who want big contracts, shopping malls with a litany of policy crying for business, business start-up lecturing on the importance of revenue growth over revenue, and a hundred other examples of small-picture thinking. Unfortunately, we go to battle with the army we...

I thought about it some more, and no, capping the position Value-At-Risk isn't going to be reflected in the correlation matrix and not in the portfolio Value-At-Risk. To deal with contingent orders, one needs to model the portfolio and use stochastic integration methods (Monte Carlo). For...

In a different thread, I demonstrated from actual trading data, that dollar neutral is not optimal. http://www.elitetrader.com/vb/showthread.php?s=&postid=3057864&highlight=pair#post3057864

The question is the Value At Risk in each time horizon and the likelihood that a correlation breakdown will push this still higher. If you know where your stop is, then barring scenarios of limit-up/limit-down, I would think it reasonable to cap the position Value At Risk as the OTM loss plus...

The exchanges are particular about having only one login per account/exchange fees. I don't know X_TRADER, but they could get themselves put out of business if they allowed simultaneous logins from the same account.

Weak hands are determined by volume/open interest that has later gone underwater?

Here is an example, I go through all of the job openings that a particular recruiting firm has posted. I email a short list of three positions for which I am well qualified. I get a different recruiter from the firm suggesting "Title Trading." The position was not a poor match. Title Trading...

Thank you, that was quite interesting.

Read in the paper a while back that someone actually bothered to sue a theater chain to get them to publish the actual start time of the movies. He lost in court.

Using an ad hoc spreadsheet, and personally internalizing orders is the only cheap way that I know of. I am sure there are people on EliteTrader who know more than I do, but here are the sames of a few $$$ institutional grade solutions with Order Management Systems: ConvergEx's EZE OMS...

Most of us watch a consolidated tape, as per chartman, so non-best trades can happen from some upstair/dark pool/offline trade. If you are watching a specific venue's book, like NYSE, then expect to see plenty of NYSE registered stocks being printed based on the book of other exchanges. NYSE...

I haven't been able to express when the Original Poster is missing, but at best, this situation is prone to the The Monte Hall Paradox. The problem is ill-posed, but I will try again. The 29 stocks are the sample universe. Stocks are in group A if it goes above the opening price...

The employer pays the money. The recruiter's client is always the employer no matter what they say.

I don't know about recruiter's calling current employers, but in the past, I had real problems with the new prospective employer calling the current employer. It is hard to avoid when you live in a smallish city, your current employer has been around forever, and you are trying to stay in the...