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ah, ok, good luck with it :)

I did. (The second link). Watched the furry TOS guy. Thought, meh, this won't end well. Chucked at "hey, who is this woman? look at the risk she has on".

Algos / PT / Microstructure.

The smart guys - atticus, sle, martinghoul, newwurldmn, sellindexvol66 The fast guys - DeeDeeTwo, 2rosy, Chicago_CTA, winstonTJ, kevin schmit And the wise guys - Maverick74, Daal, Old time, nutmeg

You lost me there at *1. In an ideal world maybe. Everywhere else, it's inter-desk thermonuclear warfare. Low volume environment making it all about dividing the pie.

+1 OP may find that all of this programming is a bit academic, without having an actual trading strategy. All very complex & clever, but that does not put cash in the bank.

Keep those real time calls coming, slick! Learn us small time guys a thing or too.

Did someone say full-of-shit? :p

Usually just a side effect of rubbish tech.

Depends on the exchange (& I think you know this). Some funny business on certain omx based exchanges, working around OUCH to binary apis. Either way, you're not going to "see" a market order before it's matched. Pretty obvious, by definition, I would have thought.

I'd really like to read a detailed explanation of how anyone can see a market order ahead of time, rather than these huffy assertions. Oh, and details of anyone making a living in any business, by paying the spread.

+1. Similar observations. Doesn't stop the sales guys making a phone call based on TA though :D

Maybe you're dominating the market :eek: ha.

I kind of agree, in so far as managing a stack of orders is tricky, especially skewing and re-sizing without losing priority -- but -- none of that is sufficient to make any money. If you can't do the quant modelling work to figure out a fair value to quote around, then don't even bother to...

Exactly. It's a never ending story of building f**king boring oms infrastructure. Zero edge, with lots of fancy "software architecture". Yawn...

Looking forward to reading about your progress :) Good luck.

Broker's API or FIX messages? :p

FUtures Option. Edit: Futures OPtion. (there, I fixed it).

+1. Same games, but so accurate, old floor traders have been seen to blush in admiration.

meh. Just trade OTM FOPs. (if you're into that kind of thing)