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Sure, here are some event-based trading books. http://bit.ly/5ltrS3

I was thinking of starting a trial with briefing.com (InPlay), but I noticed I have access to some briefing.com data via my E*Trade 401k account. Is there any benefit to the briefing.com service over the one provided from E*Trade?

Can you please maximize your firefox window and repost the image?

Thanks for the confirmation dcraig.

I am demo'ing the MarketDelta with IQFeed and I notice that you are able to load historical tick data to backfill the footprint chart. I'm curious if anyone knows how MarketDelta is able to reconstruct a footprint chart with only "post trade" tick data. It was my understanding that you need...

Did you read the famous NYT article on HFT?

I watched the youtube video on the butterfly shake pair trade, but I don't understand how you can make money on the ECN credits if your brokers commissions are higher than the ECN credit (e.g., lightspeed, genesis). I'm not asking for a broker endorsement, but which equity brokerage works with...

I'm looking for clarification on FIX vs. API access of market data. Is FIX used for more than just orders? I understand that some brokerages offer API access where you can grab market data and send orders via their API, but could one do the same with a FIX only brokerage?

You are in the wrong forum. Go to the TradeStation forum. Use the Volume Average indicator. For the ATR, you will need to set the input value of the ATR to the ?moving average? value.

go to elance

Ugh... If you want a glimpse at the next generation of web search read up on this http://en.wikipedia.org/wiki/Semantic_web This is the true web 2.0 IMHO, not socializing an app, or giving it tagging/taxonomy. There are already companies/groups that are making use of the semantic...

What do you mean "mysterious move"? Try checking google finance or some other free news source for a particular ticker symbol at a given date. It could be anything from quarterly numbers or a firm selling its shares.

Theres one born every second. Look for a developer that provides an independent system audit (by a known quantity of course). Seeking Alpha is an OK place to start your search for reputability.

Dummies guide? Not that I'm aware of. There is a level of programming knowledge that is assumed if you are jumping into API programming. You should take a look at the API documentation for code examples and how to properly use exposed methods and properties.

What kind of poll is this? I think the issue with this particular forum is the (lack of) quality of posts, this one included. What ET needs is a displayed reputation score for each user. Users that provide useful commentary will be voted up by their peers, and users that don't add value can...

OK... that's not what I was suggesting, but whatever. Lets say you do have a strategy that works. I'd start by diagramming the classes you will need to make your strategy work. Here are some classes I would start writing first: connection class (to talk to the API) data class...

It is a huge project, which is why I suggest you have a known working strategy before you start a software project of that scope. Why don't you instead prototype a strategy and test it for viability in one of the off the shelf backtesting software packages?

In addition to stat arb, instead of posting an order for 10000 shares, its better to post 100 orders of 100 shares around a given price. By using hi-frequency trading, one could disguise that order over a few seconds. No need to use VWAP.

I also don't enjoy mucking with startup scripts. I noticed my installation of redhat was trying to mount a network fs before the networking was even established. stupid... fyi, I use autofs to handle the auto mounting on startup. from ubuntu: apt-get -y install autofs

If ur behind a firewall, NFS should be fine. Thats what I use on a daily basis. To be honest though, having to use Windows in a linux environment throws a monkey wrench in the way I would like to work. But you already know that. http://technet.microsoft.com/en-us/interopmigration/bb380242.aspx