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Id first start by saying, if you don't want your stops to be hit, don't use them. The market will go wherever its pushed, and should oscillate around fair value. Agreed that back in the day, stops worked better, thats because the market was slower and the liquidity providers were slower, less...

All HFT is front running? Thats quite a broad statement and I think everybody who actually has worked with HFT systems would disagree. Faster reactions != Front running.

If you are banned from having the same set up as them, I agree its not fair. If everybody has the option to trade in that time frame, I think its fair. Much like the person sitting at the front of an auction hall will hear the auctioneer milliseconds before the people at the back, there is no...

Does the person running the HTF have less of a right to make a living in the market than you do? If you don't like how they operate, petition of your representative in government and ask them add some regulations. If your suggestions are fair and well minded, ie they prevent people from...

I think most HFT systems have fairly smooth equity curves (ie. You wouldn't find a true HFT which performs vastly different from one day to another), which makes backtesting them a little unneeded when you can live test them with low risk and draw assumptions on long term profitability assuming...

Before the internet. Did the govt have the ability to shut down phone lines? Temporarily close businesses? Block access to areas? I think yes for all three, I don't think much has changed. The thing that scares people is that the internet is slowly moving away from its roots as an anonymous...

More or less, you can't. You pretty much need to come up with a reasonable idea in theory, and see how it acts once its on the order books using small sizes and throttling.

Mostly schooling, my main base of knowledge coming from a statistical machine learning course taught by Shai Ben-David(if you are interested in looking up some of his publications), along with various other math/stat/a.i courses. Though my specific implementation have obviously been tweaked away...

This is a common misconception. Curve fitting leads to a great predictor if you are trying to predict the 'curve' you are fitting to. Example: Predicting whether a fruit is an apple or orange based on color. System if color == orange => then not apple. Would be considered a highly curve...

Backtesting and forward testing are pretty much exactly the same if you are simulating a set system (the forward data will yield the same results when it becomes backtest data). The reaction to the data doesn't change just because it hasn't happened yet or is coming in slower (or least it...

Imo. You'll probably want to use C# for most of your coding (its a treat to code in), then use something similar to Codeanalyst to figure out where your bottle necks are (if you need a performance boost). Then fix any bottle necks by coding those most used / slowest functions into a DLL using...

Hey. I'm trying to find more information about methods to insure add liquidity on orders. Currently I use BATSALIQ, but I find for many equities, its harder to get a fill on BATS. Does anyone know if NYSE or NASD has add liquidity only options? Thanks Edit: I see a ARCAALO, hoping that ALO =...

"Going all in works every time except once"

AAPL is well versed in placating a-hole(s).

Fun thing about truth. Its usually supported by facts ;)

I'm unpredictable like that. And I thought there was a nice analogy in there about electronics having faster reaction times and more stamina when it comes to getting a job done more efficiently than humans ;)

I was thinking it was a coupling between extremely thin liquidity due to volatility, mixed in with a lot of stops being executed, margin calls, and band wagon shorts hopping on for the ride (who eventually got burned).

I figured his wife cheated on him with a computer algorithm. Rough deal.

Oh I forgot you were an expert on the subject ;)

Arbing news events between two inter listed products. Done.