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gann, i'm not sure if the headache is because you want speed. but if so, try binary flat files. it's pretty trivial... just write your in memory data structures direct to file. c# should be able to do this and will blow any rdms or string file out of the water. no parsing or db lookups. will put...

ummm... i don't know. that doesn't sound very general to me. kinda sounds like you're calling him out... questioning his analysis and suggesting he's not only a theif, but a sellfish one at that (which i thought was a nice touch). and maybe i don't read so good, but i coulda swore you're...

you're great at putting links up... maybe you should try reading them? or, if you are reading them, maybe you should try understanding them? a quote from your first link: "A welcome aspect of the Act is that ATR’s 30-day rule does not apply to covered expatriates who may spend significant...

maintaining secrecy for obvious reasons deserves respect... being a hypocrite for obvious reasons deserves none. so, which one were you asiaprop... selfish, arrogant or clueless?

the irs link that someone posted is outdated. again, the 10 year rule no longer applies. search for 'heart act' on mondaq... there's a few good articles on there that review it. any good law journal would also work.

no, you're wrong. this was the law under the original bill. 10 year rule no longer exists.

i understand what you're trying to do, but i don't think you see my point: using random entries to benchmark two very distinct strategies (adding vs rmving) will only tell you how viable one is over the other... _when making random entries_. if you were doing the same type of random fill test...

no, it was introduced and passed during the clinton administration. it was only revised last year.

pegged orders are only useful if you can afford to wait. so, comparing it to an order type where you're taking liquidity won't tell you much about the order types in relation to each other (other than the obvious). BUT, it may give you some insight at the _strategy_ level, on whether you can...

if i had to parse tick data that looked like that i'd be bitching too! i DO have to parse real-time msgs that look like that, but that's done with a honed parser and then saved to disk in simplified proprietary formats. the internal formats allow for as complex or as simple of a parser as needed...

no, most don't have strategies that would scale to 50B. your conclusion is a little naive... returns are irrelevant if your edge taps out at 7 figs/yr.

you changed your problem scope as a counter-argument to my reply. hard to have a discussion when the basic tenets change, but i think the underlying theme that you're consistently trying to get across, is that IF you work in c++, it must be by definition _low level_ or else what's the point...

if it's something you're going to do a lot, i would say it makes a lot of sense. tick data analysis is a huge part of what 'quants' do, and i spent a good chunk of time making sure the processing of it was efficient. it might not seem like a big deal on one or two issues, but when you're looking...

most people complaining about this type of thing are single product directional traders. if they do trade multiple products, they're still looking at each as single entities for directional type plays ignoring the multi-dimensionality of most stocks/products and markets in general. if a...

ime, that's actually a pretty common occurrence in the industry. i work with multiple executing brokers, those who i delegate as backups have those exact type of problems. from what i see however, is that it's not a trust issue from management to tech, but a complete lack of understanding. i...

imo, you're being a little pretentious and specific in your particular and personal use of the word 'backtest'. a backtest is just that: a test on historical data. it can be anything imaginable, including but not limited to risk assessment, but also expectation. your indicator research was a...

riskless in arbitrage although depthless is maybe fun for lucrative, but not so avail in all the levels of your prop may seek.

you need to have discipline, and the best definition i've found for discipline is: the act of never losing sight of your purpose. couple things, a daily/weekly reminder of your overall project goal and how it relates to your overall business goal is very helpful. starting the day asking...

pretty sure they're all sterling. hold is the only one i know that has their own app called graybox. never used it, so can't comment.

does that server cabinet help with computer noise?