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no, there are no issues. if he was a foreigner there might be some issues tax wise for him, but since they're a US citizen, there is no problem.

there's no language specifc solution that will help you do what you are asking, because languages are just tools. what you are asking for is how to use the tools correctly. what you need to explore is 'design' in conjunction with the actual syntax or rules of your specific language. what i...

that's way to hard for a beginner, turkey.

because if you can value things correctly, there actually is an arb.

7 mins to fill on a C mkt order? no ECN would be in business if it had execution times like that. i'd put money on it being a broker issue.

that's pretty interesting mark (VRA), thanks.

so, so true.

it's a standard order execution algorithm used to catpure the volume weighted average price. most firms nowadays use it more as a metric to compare against their own algos, although i'm sure there are some big buy-side firms that are still executing this way. typical scenario would be buyside...

yea, i don't consider them a real edge either. but, i think if you take the time to write a good one... well, then why share? funny, i've used the basic python charting for hacking things together as well. but it's VERY basic.

inspired by the microsecond ohlc thread... let's hear em! generally, solutions for custom plotting of charts, graphs, etc. likes dislikes, etc. if you could specify language with your rec, that would be great. i'm c/c++ based and have played around with dundas (http://www.dundas.com/) and and...

sfjan, have enjoyed reading your posts. i for one, however, don't agree with your risk/reward formula for deciding to pursue 'trading'. you integrate time into your risk metric in the form of 'opportunity cost' and assume a high value. this is not very objective and not very becoming of a good...

anyone have experience with them? or any other tax attorneys with experience in international tax and 'hedge fund-like' setups? to be clear, i'm looking for tax att.'s not cpa's. the 'hedge-fund like' setup i'm looking for counsel on is basically only on the feeder/blocker portion for private...

yea, i kind of had a feeling you might primarily trade lower priced stocks, so sec doesn't even make that much of a difference. pretty amazing. for comparison this month, i've done about 4M and have paid over 2.1k in reg fees alone. about 5x as much on a share adjusted basis.

wow, i skimmed and didn't realize... their actually is a commotion. so, fwiw, i think he's being honest about his costs. i know more than a few high volume tgt margin guys with setups like that. of course, all canucks. not a common setup outside title/swift.

fees increased close to 5x apr 1. no commotion. don't care either way... just going off what you posted. assuming that's rgt, then... doesn't seem to include current sec fees.

no need. here's one: while(1) {BuyAtMkt(stocks.All(), position.Size(9999999999), risk.Disable());} i tried, but i could never get this to work for me.

it doesn't seem to include current sec fees either...

the most useful metric for this type of thing imo is just simple msgs per second. i'm not sure a common dataset is even necessary as most data products have similar msg lengths. also, i'm not sure an 'analysis' is necessary either as what's being compared is the speed at which the db is read not...

yes, those points are dead on, especially the conclusion. case in point, i know some very talented autotraders and we've attempted on more than one occasion to try and collaborate development-wise as a group and have never gotten anywhere. the disparities between project goals and contributions...

@those who asked... that's not my 'deal', op asked what i 'pay'. i made a point about fees and context, and said i use decent order algos... translation, i'm not always paying the spread.