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Consider this however. Everyone is colocated, has the top of the line networking, and the fastest SSD disks money can buy. What's left? The code obviously. My assumption is that technical hardware issues are almost always fully resolved and pushed to their limits by all of the players. I'm...

I'm just curious if there are any coders here that worked in ASM (MASM, NASM whatever)? It's obvious that the high end applications will need ASM to have a technical edge. This includes: Online: market making, arbitrage Offline: data mining I've also heard of many speed critical...

Technical Analysis for Dummies Really good for a complete beginner. I read that first a long time ago, when i was real fresh. It will help you learn what people are talking about, but TA itself won't help you much nowdays. Everyone knows about it, it's just a good basis for further...

If those are european dates (day/month/year) then you're hitting a saturday and sunday. You might be mixing up the two date formats? Other than that, i didn't download data recently from them so i can't say. I might give it a go later.

As with any search and like others have pointed out, finding good input values (recipes) is a huge part of it. With initial assumptions you might get bad results. Then you realize you need a lot of computing power to figure out which input values are not noise, or a very fast search application...

I'm not sure about the depth of the analysis you're talking about but did you consider an event driven system? Each will fire it's own thread when needed and terminate with the end of analysis. This can be on a per tick basis for example, or per bid/ask update. If the computation takes less time...

Why not just hire someone to improve your own code, and maintain it etc?

Depends on what you understand as "optimize". If you're doing a search or data mining, you may want to remove slippage at first and add it later as the search progresses. It also depends a lot on what time scales you're using and your assumptions as to what "slippage" really is and how it...

The charting in TWS is horrible. You should seriously use anything else. I know NinjaTrader is easy to set up with the IB feed, at least I tested the free version and it worked great. Also, if precision is important for charts, real-time charts contructed from IB data feed might not be 100%...

At that level it's probably more about connections and who you know, rather than asking around. During your work you must have built up some connections, with other institutions and/or teams no? Maybe you should have posted under "Classifieds" btw.

What you need is Xenocode postbuild. It builds the C# code into a native executable which doesn't require .Net at all to run, plus it has very good obfuscation so even if that was decompiled it would be almost impossible to figure out.

Hahaha so who won? The bot which entered random trades at a huge size and simply put a trailing stop on them? Hahaha ok.... Tim on the other hand had a seemingly clever consistent system.

Yes you can. Read what i wrote. If you want the theory behind it, i'll explain.

No, firefox is pretty much the best browser for a PC (imho) it's just that surfing online with ANY browser without anti-virus is dangerous. Even ET had a virus that injected itself via a script by a malicious user some time ago. I was just saying that on PCs there are all kinds of viral threats...

See, I thought so but wasn't sure. Since that's the case, the OPs best setup would be: No java machine: -Get a data feed API that supports unix without Java -Use the IB API for sending orders to TWS (and recieving responses from TWS) Machine with java: -Host TWS on another machine which...

If you have a truckload, no, a boatload of statistics, it makes it easier. For an intraday system with only 1 trade per day, you'd probably need about 14 years to get statistical relevance. Then, your backtesting needs to be almost perfect with pessimistic assumptions (slippage, spread)...

Two ways you can do this: 1- Scrap 1 minute data and get tick data direct from the exchange. With good data you will see every quote (ticks are irrelevant). Then you can see the spread 100% and do your stats. 2- Do a statistical run and compare bar close with next bar open. If it's 50% of...

Just wanted to underline a possible misconception here. Brokers never really "support" a data feed though some may provide a subscription or access to one. The data feed is there for your choosing. With for example TD Ameritrade or Interactive Brokers, you can use their own data feed while...

Nxcore is actually a data feed, so not a complete solution. I thought maybe you can use the data feed without Java but then send the trades with a Java API. That way there's a bit less of Java altogether, so I pointed out nxcore. Not sure if they still support UNIX but they used to...

Yeah they're pretty good too.