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I've been reading a lot about Canadian firms that are offering extremely low per share commissions for those scalping high volume stocks (BAC, etc). Since commissions really add up, I thought it was worth investigating further. Can anyone recommend a firm that meets the following criteria...

No doubt quote stuff exists. However, I think a lot of it is not quote stuffing, but rather algos adjusting their orders to what the book is doing. Then another algo makes its adjustments and so on and so on. Before you know it, you have a chain reaction of order book adjustments. Not so...

Thunderbolt, Interesting information. I had no idea. So, does that mean Wang has completely dropped what Genesis was doing? Or are they trying to continue with the same services?

From what I understand, Genesis was bought buy Wang Investments when Genesis decided to concentrate on the software side of the business. Are they (Wang) still offering the same services that Genesis once did? I can't seem to find that information on their website. I put in an email, but...

HFTs are running all sorts of strategies. Doing market orders for a week just plays into another type of HFT strategy. This sub penny stuff that the OP talks about is probably internalization. Just a guess.

Thanks Byteme, that is very helpful. I'll keep playing around with them. They both have their problems. Just a matter of figuring out which one has fewer.

I was wondering if anyone out there has used or investigated both of these Open Source platforms? I'm currently weighing the options and trying to figure out which one to go with. While my equity strategies are not ultra low latency, they are HFT. Either platform would be able to handle it...

I don't trade with Lime. Although it is a consideration. I exchanged a few emails with them yesterday and they told me something new I hadn't heard before. They charge a minimum of $4k a month for commissions. I don't know what is up with that. Another employee that I had been talking...

To the original poster: I too believe going the prop route is your best bet. However, as mentioned, if you lose money, you lose your money. Not an investors. Depending on your approach and who you meet, despite what most are saying in this forum. You can get money without a track...

Wondering if anyone is using or has used Cyborg on a live account? I'd like to send you a few questions privately if you don't mind. Thanks for your time.

I think it is fairly well known that most established HFT firms did well during the flash crash. Some reporting their biggest days ever. At least the ones that kept their computers on (Tradeworx being an example of one that did not, and I believe they have stated it was their worst day in...

For the record. A friend of mine was told 500k minimum capital too. As Maxdama suggested, "You may have signaled you were going to be an unprofitable customer for them and they wanted to chase you away. ". I asked my friend if this was the case with him. And he simply said, "I don't...

Are you phoning the orders in to your broker? Must be tiring.

Okay great. Please let us know when that is.

I guess I should of been more clear. I'm looking for more historical data than what is currently provided with Ninja/Zenfire (imo, it doesn't go far enough back to get a really good backtesting picture). How do I go about finding out how much data CQG would give with Ninja? My guess is...

Is it true that the historical data is NOT CQG data? If it is CQG data. how far back do we get intraday minute data? I'd be willing to switch if I could get more intraday data than I get now through Ninja's historical server when using zenfire.

Medallion is in its own universe and you probably shouldn't try to fit it into what you normally think about hedge funds.

Ok, I'll play... The following is from a strategy I started working on about 4 months ago. It may not have the best numbers, but what it does have is very small draw downs (less than 7% in the last 2 years) that don't last very long. More importantly it is a steady climber without many flat...

This thread is a little old. My apologies for resurrecting it. I'm curious if there are options out there, that will automatically take out the management and incentive fees from client accounts and place it in yours? I understand that Interactive Brokers has such an account type. Are...

Thanks for the responses. I'll look into everything mentioned so far. I've thought about Collective2. But there are a few reasons why I'd rather not. First off, I don't want to feed money to another entity. Second, all my trading is algorithmic. And slippage is a concern. Especially on...