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What do you mean with "have nothing"? If you mean an off-the-shelf trading platform the answer is no - but if you need that I'd say your knowledge is not adequate to pursue automated trading in the first place. I do automated day trading live and it works perfect. If you need speed you can...

Personally I prefer Matlab - much faster development time than e.g. C++ and fast enough unless you do HFT.

Currently we're two in the firm, but trading is automated so only one concurrent user. Only had one glitch when using their Asia Gateway (was located in China back then), apart from that flawless execution.

HFT will holding period for hours or days sounds like an oxymoron to me...

I do. I'm very satisfied and they fulfill my requirements very well.

I think you miss another important question: can you GET better?

True, but just do your home work so that the odds are in your favor, and ideally, give you, and not the house, the edge!

Sounds very plausible to me!

I've toyed with the same idea for a while. One approach I've tried on my real-life trading performance, is to apply a filter which depends on the value of VIX instead - by applying it, I could have eliminated at least half of all down-days. Reason for not implementing it is simply that it would...

My philosophy is to depend as little as possible on skill, hence I try to automate all my strategies. No matter how you do it, what's gonna kill you are your emotions. If you can get rid of them, half the job is done. Nassim Taleb put this very elegantly by drawing analogies to the philosophy of...

Here's my question, which is more "philosophical": Why deploy HFT strategies at all? The primary (only?) advantage seems to be speed, which is basically a technological arms race and depends less on the sophistication of the strategy itself, meaning that whatever advantage you have for the...

You probably have to read 10 books on programming, 10 on trading/investing and 10 on economics/finance. But if I was forced to pick one I'd go for Quantitative Trading by Ernie Chan.

No offense here, but this sounds like a guy walking into a casino for the first time trying to understand the rules...

Good point. The money printed has yet to reach retail markets. No inflation? Look at health care, education, energy and stocks. Politicians are constantly duping citizens with the "core inflation" term.

Only losers complain... ;-)

Ok, here's the thing: I started about a 1.5 years ago - I also have a full-time job as consultant but I've nevertheless been sitting up until 5am dozens and dozens of nights to move things forward. Now I've set up a company and return 300% in one year (you can read my journal in another thread)...

No insult intended, but if you post the same question after two years I'm getting worried - feels like the word "stagnation" becomes a compliment... Now, to be constructive, tell me in one sentence what you want to accomplish and what your challenge is for the moment!

Is the guy a joker or really that pathetic?

Everything is relative, even though the US market isn't perfect, other markets are probably even worse.

Oh see, you refer to the portfolio composition, right? Then I guess you should look closer at portfolio theory, e.g. CAPM etc.