Search results

  1. P

    Estimating slippage in SPY backtest

    your slippage will be dependent on the type of strategy you're running and your latency to market (i'm assuming since you're asking this question you're not very big). regarding the former, unless you're trading economic releases, you're not going to have much slippage (< .01). regarding the...
  2. P

    A question about speed

    to the op... it's first come first served.
  3. P

    FlashCrash Report

    it is total bullshit. no one in the industry takes it seriously.... unless of course, they're idiots.
  4. P

    Quotes and prints during May 6 “Flash Crash”...

    imo, post crash spreads were the result of huge amounts of uncertainty regarding quote/data integrity coupled with trying to figure out what exactly you were in at what prices, what might bust, and how to handle hedging your book when you weren't sure of anything.
  5. P

    Edge x route

    c'mon man, do a little work.
  6. P

    Edge x route

    yes, they do. they couldn't understand you because it's a non-routable order TYPE, it's not a route (just like the BATS order), and it's called the same thing.
  7. P

    NYSE MOO Fills Worse Since 11/1/07?

    they do, but you have to pay for it. their website has all the historical data you could need. a cheaper/easier way is with an esignal acct. limited to around 2 weeks though (think that's the intraday t&s limit).
  8. P

    Flash Crash Started With A Single Trade

    that cme statement that masher linked to was a rebuttal of the report from the sec, btw. they give much more color on the actual order, being the exchange who oversaw it. i encourage everyone to read it. the overall implication by the sec, is that w&r behaved improperly and were responsible...
  9. P

    Do not attack the robots

    i lost a lot of respect for ib/timber hil for pressuring the ose to go after these guys. their bot was inefficient, and those traders removed the inefficiency. that's how a properly functioning market should work. charging those traders with manipulation for exploiting a poorly written...
  10. P

    Estimating the Scalability of a Strategy

    you don't give enough details, but here are a few points to consider: 1) the shorter the timeframe for execution the smaller the capacity. if these 5-15 day hold times are being scaled into/out for a couple of days, it's much different than putting limits out on a single day when price hit's...
  11. P

    Gold is going to break record highs today

    by looking at your receipts, which is your responsibility to keep. having no receipts opens up a bigger can of worms than just cost basis.
  12. P

    adr's at ib fungible?

    anyone know? don't have an acct there, but curious.
  13. P

    Travel Trading Setup... How to move monitors?

    "hombre" also 'means just like' the name of the guy who posted right before me. luckily i used his login handle specifically, otherwise some idiot may have thought i was speaking spanish to him. "hombre" if you're too big of a douche to look it up.
  14. P

    Travel Trading Setup... How to move monitors?

    uh, are you hombre? the question was for him. but, if you've done 2 laptops and a 20" on a check-on, i'd like to hear about it.
  15. P

    Travel Trading Setup... How to move monitors?

    hombre, isn't that a nightmare when going through security? the whole electronics-must-be-separated crap from the TSA is ridiculous.
  16. P

    Nvidia CUDA GPU technology.

    @redeye... depends on your problem set. if it's a highly parallel problem that isn't too memory hungry, it could see some big speedups. you won't know till you try. a cheap easy way of testing is a modern laptop. most are running nvidia chipsets that are cuda compatible.
  17. P

    Remote trading from Asia - Sterling or Laser?

    you missed my point... are you "very familiar" with laser under high latency/unstable conditions? i'll say again, laser isn't made for that type of connection with long severe application freezes being commonplace in that environment. this is a known issue, which is why genesis doesn't like...
  18. P

    Remote trading from Asia - Sterling or Laser?

    you won't be happy with laser over the internet with that kind of latency.
  19. P

    Broker Neutral FIX Platforms

    you really can't compare tradelink's very basic quote app frontend to lightspeed. the op is asking about broker neutral _frontends_ that are _comparable_. anyway, to the op, there are none.
Back
Top