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If you are prepared to put in the effort to learn C#, the language is maintained as an ANSI standard so will be stable and around for a long time to come. It's also quite a good thing to have on your CV.

It depends on whether you are planning to do a lot of programming in the future. If you are then it would probably be worth investing the effort to learn C#. Otherwise, if you are comfortable with VB6 then learning VB.net might be an easier step. Ultimately, trading systems can be be...

Between VB.net and C# the only real difference is syntax as they both compile into the same interpreted intermediate language. Either would probably suit your needs. This short article covers some of the features of C# that are useful for trading system development...

The ECN just provides a trading mechanism where you can add or remove liquidity. The quality of the ECN for trading depends on the number and quality of the liquidity providers that are using it. If there is only one market maker on an ECN then it is only a little better than trading...

The IB ECN seems to offer a fair market and quite good liquidity. However, for anyone wanting to run a position over night it looks like the interest rate treatment is not very attractive. Big spreads on interest credited/debited and different tiers of interest rates. There is no example...

Apart from lack of data, problem with some ETFs is that they can be quite illiquid. In some cases they have only one really active market maker that is then free to shade the market to the disadvantage of trend followers.

I agree credit has the potential to be a good trending market. The European Itraxx has only been around since 2004 so not enough data to back-test LTTF with any decent level of confidence. Is there any viable retail access to the CDS markets? In terms of bonds there are the more obscure...

Which credit indices were you thinking of and which derivs would you use to trade them?

The data is effectively owned by the exchanges who maintain proprietary rights on all the data they disseminate. Hence, it is up to the exchanges whether you can provide this data. It would be a good idea to check or you may get an unwanted call from the exchange compliance department.

I presume the internet connection uses VPN. Is this a single tunnel or can you support multiple tunnels with VPN aggregation? The question relates to connection reliability when using the internet.

Who cares. Just so long as the program makes money.

You could also try Man Financial and possibly Fimat if you have a big enough account.

And also Interactive Brokers via it's FX ECN. http://www.interactivebrokers.com/en/software/ctci/gatewaySoftware.php?ib_entity=uk There is a list of API/FIX compatible brokers here: http://www.tradingmachines.net/dir_brokers.html

I have actually written an application that uses all this information to back-test and it produces very accurate results. Using all this information it is possible to get a good idea of slippage on stops and partial fills on limit orders as liquidity is taken into account. It generally produces...

Now all that is needed is someone to write an easy to use back-testing platform to use this data. It is surprising that there is nothing that back-tests against bid/ask and last prices to give more accurate results. With quote size information you could even make a good guess at partial fills.

When I spoke to him a while ago he didn't seem to know what a CFD was so maybe they have finally worked it all out. If they have CFD comission and financing rates that are the same as they offer for UK stock trading then they will clean up and cause the other ripoff UK brokers a lot of problems.

Where did you hear this?

I think this hypohesis would prove true for pure random walk data.

www.tickplusdata.com

www.tickplusdata.com