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  1. M

    Why look at volume ?

    All junk postings thus far.
  2. M

    Regulators probing legendary hedge fund’s secret trading code

    Exactly. Renaissance are possibley the biggest victim of HFT. https://www.google.co.nz/amp/s/www.bloomberg.com/amp/news/articles/2016-07-07/jim-simons-has-a-killer-flash-boy-app-and-you-can-t-have-it
  3. M

    High Frequency Order Book Data/Ticker Plant

    How many millions is your budget?
  4. M

    Best simple Strategy Backtesting software?

    AMI Broker is superior. MT4 is for budget Forex traders. Ninja trader with bloodhound- Easy drag and drop
  5. M

    Anyone here can code in Thinkorswim and ninjatrader?

    TOS is a drowning platform. You are better off jumping ship now.
  6. M

    Renaissance keeps making billionaires

    Who are you again? If you want to talk conspiracy theories, start another thread.
  7. M

    Renaissance keeps making billionaires

    What makes you think Renaissance aren't deploying intraday strategies?
  8. M

    Using Average True Range (ATR) at key levels

    Where is everyone always focused around daily ATRx when trading an intraday strat? Why not compare TR at each intra-day time stamp/ with ATRx from each comparative intraday time stamp from previous days. Eg comparing 9:30-9:35 with 0930-0935 over the previous x days and so on. So you end up...
  9. M

    Market loss is 3x faster than market gain

    I'd start by measuring the median daily rate of change (%) up over the last 20 years Vs the median daily rate of change (%) down.
  10. M

    Utilizing a mid-frequency black box

    The probability of profit means nothing. You could be right 90% of the time and still have a net losing strategy if your losers are 10x greater.
  11. M

    Software with order book backtesting

    Futures or Equities? If Equities, then good luck. You need direct feeds from each exchange. To the best of my knowledge, no retail "data" provider currently offer this. If you were serious then someone like dxfeed could provide it. If futures, then it's a lot easier, because of the...
  12. M

    Software with order book backtesting

    What sort of strategy are you trying to create from this? For futures products you could potentially do it in Sierra chart using ACSIL, however, their backtesting engine is not going to handle HFT strats, If that's what you had in mind. You would also need to have recorded the data yourself. SC...
  13. M

    Python or C++

    No, I'm only worried about seconds, these are lower frequency strategies. But the strategies involve calculations on high-resolution data. i.e tick data.
  14. M

    Python or C++

    I'm not sure if that is correct. I'm basically a long term trader compared to a "UHFT". I trade short-term intraday Strategies(1.5 hours average hold time) across a universe of stocks (200-300ish). There is what I consider quite resource heavy/ backend computation, and calculations are done...
  15. M

    Python or C++

    It seems like: R= Best for statistical analysis. C++ = Best for real-time computation Python= Best All-rounder
  16. M

    The Truth About Trading!

    Utter dribble.
  17. M

    For Sale: Bookmap lifetime license

    $200 is the highest I would go. Good luck with the sale.
  18. M

    For Sale: Bookmap lifetime license

    I doubt anyone is willing to pay that much. I'm doubtful you can even legally sell/ transfer the license to someone else. So I would be taking a gamble even buying it.
  19. M

    For Sale: Bookmap lifetime license

    $200.
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