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Microwave towers are for noobs. My PC is quantum entangled with the exchange.

Interesting, I don't hear much people here talking about using GPUs. I'm currently working on doing algo parameter optimization on GPUs. What platform do you use to utilize GPUs and are you using OpenCL or something else like CUDA?

Time to upgrade from floppy disk drive.

Why are you using GPUs for HFT?

Looks like optimizing my stock database (1000+ stocks) even for a simple algo takes ballpark 24h which is unfeasible for iterative algo development. I could iterate on a single stock to cut the time down to couple of minutes, but that would massively undersample the domain, so I'm looking into...

Graph showing the peak in download speeds:

Download speeds seem to be back to normal again. Looks like there was ~4h window around 1:30am UTC where the download speeds were abysmal. Not sure how recurring this issue is. There weren't any unusual volume of requests to your servers at that time either (it was around 18k/sec while it's now...

Without taking a stand who provides correct data, there are different sources giving different prices for the date though. Here's for example Yahoo Finance which shows low 467.43 for the date and I got the same price elsewhere as well. So maybe Bloomberg is indeed providing false data, or...

@Polygon.io Looks like this impaired download performance of your servers is a recurring issue while your status pages are all green. E.g. earlier today it took 326 seconds to download 5y of stock data, while now few hours later (1:30am UTC) exactly the same data took 1820 seconds, i.e. almost...

Yeah, I think the download speed is now back to normal so maybe increased latencies was the issue. If you fetch the data one day at the time (like I do, because I download 5sec aggregate bars), you can get around the lack of RTH parameter with the Unix millisecond timestamps that's the...

Interesting, I'll need to look into genetic programming in more detail :) I saw this video where he mined candlestick patterns with a genetic algorithm. Not that candlestick patterns are necessarily a good predictor overall, but more as an inspiration how genetic algorithms can be used:

I see the same discrepancy with IBKR vs polygon for the date. SPY had ex-dividend date on Dec 15th, so maybe the prices on one are adjusted for dividends?

I guess the argument goes, that if the pattern is subject to changes by simply adjusting the offset (not time-frame), what kind of predictive power it can have.

I believe the point was that if you offset the bar generation even by one second, you get different candlestick patterns, so it doesn't sound like a good source for analysis.. e.g. you may get shooting star or hammer patterns with one offset and they vanish in another offset. Someone in the...

Some more info about polygon.io. Their compliance emailed me to verify I'm eligible for their "individual" plan because I used an old email address of my ceased-for-years company asking what's this company and my association with it.. which was kind of interesting that simply using an email...

I would be amazed to hear that IB hasn't covered their asses regarding to quality of the data, regardless if it's paid or not. That would effectively expose them to infinite liability because of some code bug. Only thing they are going to suffer is the loss in reputation (and indirectly loss in...

@ph1l Ah yes, correlation check is something I need to also implement for my portfolio generation. Recently watched this video by Darwinex about checking correlation across assets: Do you run backtesting to pick the best performing ETFs from your ETF universe?

How do you pick stocks you will trade each day, and how often do you update your portfolio? Do you have some kind of automated process for it or do you do this manually? Also, how many stocks you trade daily?

You can actually specify the time interval with Unix millisecond timestamps for bars to download if you download the data one day at the time, which you need to do anyway for 5sec bars. The download seems to be around 60x faster than using IBKR, which is very nice and downloading Russell-1000...

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