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http://www.elitetrader.com/vb/showthread.php?s=&postid=3416269#post3416269 "I was a former libertarian who has moved left. I am a Progressive now. The NWO threatens all."

Quick question, are you intentionally trying to duplicate as much infowars content here as possible?

You have to build in triggers in your strategy that detect outlier events and deal with them as best as you can i.e getting flat/emergency hedging. If you have a position in the market that you can't get out of - perhaps it will make you a lot of money :D I don't think anyone will be able...

As I said, you could model it using some kind of randomness - based on statistical data you've previously gathered for how your orders were filled in the past (in the edge case scenarios). Or, make your strategy more conservative - don't send orders larger than what the book is...

Yes.

Iran making a pre-emptive strike against a pre-emptive strike by Israel. You can't make this stuff up.

These questions seem to be pertaining to the order matching engine that you are using. Essentially, you program your OME with the rules of the exchange/exchanges you want to simulate as best you can. You may need more than one OME running at the same time. All of these OME's are sitting...

Hi Baron, I realize it's more commercially viable to have a separate forum for data feeds but I personally would appreciate a data feed/API section in addition to or instead of a forum that had functionality more analgous to the books section...but more up to date. So, somewhere to rate...

OK, perhaps I'm still missing the point but it still sounds like a normalization issue to me. One feed adapter gets the data all in one event and re-broadcasts it to your system in some internal standard format. The other feed adapter gets the data in separate events - it has to hold on to...

Hi, I'm not sure I completely followed your approach but I'll tell you how I tackled it and how I know many other platforms tackle it. 1) Internally, the platform uses feed/vendor/broker agnostic objects/structs and these get passed around to whoever needs them. E.g. Instrument, Trade, Quote...

I remember TrueTrade. At the time I had mixed feelings about it being based on the Eclipse RCP framework - I still find Eclipse to be a bit of a resource hog. Having said that, Marketcetera also based part of their solution on Eclipse RCP too and I once built some SWT ticker components when I...

Just a minor point: "mum" is the British English spelling. Since the lead researcher Gordon Hodson is a psychologist at Brock University in Ontario, it may be his native/preferred spelling. http://en.wikipedia.org/wiki/American_and_British_English_spelling_differences

Do you mean something like Collective2? www.collective2.com Seriously though, I doubt the owner of the site is willing to invest in such an undertaking just because of one or two personality conflicts on the site. As an aside, I've always thought it would be useful to have a special "Post...

Interestingly, Global Firepower ranks Iran at no.11 in the world: http://www.globalfirepower.com/ Incidentally, Afghanistan is ranked down at no.51 and that wasn't over in a day or even a month. Both Russia (ranked no.2) and China (ranked no.3) are strongly against an attack on Iran...

I haven't looked at either for a while so this may be out of date and is largely subjective.: 1) TradeLink: C#/.NET Marketcetera: Java/Ruby Many people will decide based on this factor alone. 2) TradeLink: Since 2008 Marketcetera: Since around 2005? with backing by a commercial...

There are two questions here: 1) Math 2) Programming On 1) Brush up on Calculus, Differential Equations, Linear Algebra, Probability and Statistics. MIT have free online courses for most of these at ocw.mit.edu Each course has around 30-40 hours of video lectures. You've probably...

QuantLib is the first place to look. However, this is just a library for valuing options using various models and covers all manner of exotics. If you only need to value exchange traded vanilla options using Black Scholes etc. this library will be overkill. Some data feeds include...

If you guys keep this up I"ll have to hit the complain button and this thread will end up being moved to Trading.

I think you mean... bool alert = false; How intesive is: Calc.AbsoluteReturn(x, y); ...because that will get run on every tick. Also, isn't there a way to wire up the position tracker and results automatically? Instead, it looks like you have to use boiler-plate code in...

Not that I know of. Last time I checked PC-SPAN had it all locked up. This might help though: http://www.asx.com.au/clearing/span-margining.htm