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Hi, Who do not use Charts for their ATS? Why you are doing this? How to test or detect any wrong in your Code? Please share your opinions Thanks McGene

http://www.aegisoft.com/pdf/eforex-072007.pdf

http://howtohft.blogspot.com/2011/01/how-i-built-startup-hft-fund-part-1.html

http://quant.stackexchange.com/questions/310/how-high-is-the-frequency-in-hft

http://www.dbresearch.com/PROD/DBR_INTERNET_EN-PROD/PROD0000000000269468.pdf

What about forex? I am wonding. How the HFTers trade forex .. are they using the 5 decimal quote also? or they get more decimal? if they putting thousands of orders per second,i assume they expect this instrument is moving during this millisecond so it would logic they put these magnitude of...

It is purely B.S. :D

http://howtohft.blogspot.com/ :)

http://www.quantnet.com/forum/threads/quantnets-best-selling-books-of-2010.5291/ What are the best-selling books that Quantnet members purchased in 2010? The following 25 best-selling books is compiled from a list of almost 600 titles purchased as provided by Amazon where Quantnet.com is...

:D David ,, You are stupid.. and you will will stay STUPID.. Enjoy your stupidity.

There are several threads on this forum discussing the issue, but most of the post are merely ideological snippets with no real substance in them. This time let's keep it professional and under the rules of Geneva Convention There is a lot mythology surrounding C++ nowadays. Let's take a...

Please if any think there is a post they found some info might be interesting in it and want to share others here.. Please do All are welcomes. :D

marketsurfer Registered: Apr 2002 Posts: 127 08-03-06 02:16 PM funny ! TA has nothing to do with quant analysis. however the TA true believers will try to convince you otherwise.

SH_DW Registered: Apr 2008 Posts: 66 04-13-08 08:57 PM The following from Mark Brown is quite true! You have quite a bit of insight in the matter.. from EXPERIENCE, no doubt!! An intraday trader must be able to DO WHAT IS NECESSARY w/o limits on their thinking and must also have...

Hi All, I have the intention to gather all the posts, that i think it is useful or having some interesting info, in this thread.. So.. Please don't post or spam this thread. Thank you for your cooperation. McGene

Great thanks Tradelink. Your help is much appreciated. I will check all your links. Thanks again.

I see :D

Any forex instrument.. I wish the most granular subsecond tick data . If you have any other suggestion, please share

Hi, I would like to get the tick data " high and low and timestamp" only.. i dont need level 2. For model testing in Excel. Any suggestion? Thanks

Hi, I am developing an ATS right now which would composed of 2 main parts; Execution module and a DLL for calculation.. I was thinking to start learning programming to do the whole job by myself. However, i only now want to learn how to design DLLs using C++. So the quantitative part of...