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has anyone come across what? the same issues - you didn't say what trouble you are having.

Just read this in full. Order flow is fine and dandy. I agree that liquity must dry up before price moves in either direction. The problem is all the order types offered by exchange. Iceburge will only show a percent of the total quantity. So an order flow may think that there is only...

My guess... traders are thinking no QE3. hence... no free money. Now gotta compete on bottom and top line. Tougher environment, etc.

This story represents two concepts going on in most of big firms here: money and politics. Even trading and client order execution has been outsourced. Outsourcing is the future, whether we like it or not. I think of it as generations ago, people didn't move around from city to city...

it has nothing to do with leverage. if you lose $100, $100 is out of your account. They give you leverage on more money. But that doesn't mean they will supplement you loses.

wash or not... if you buy it back in a seperate account, that's the best way going forward. In 2011, Brokers are required to report basis to IRS. Hence they will indicate wash sales for your purchases, etc. The best way to get around that is using multiple brokers. Management pain? yes.

You got morons running around the hood looking for respect/street cred/etc by dispecting others and by being more violent than the next guy. It's our culture - we are more selfish, self centered, and only respects self. This goes beyond ghettos. This exists in country clubs as well. And...

Nice. But 3 seconds is not fast enough. The idea of numbers trading is be faster than others. I know systems that does this at millisecond scale (i.e. CL inventory number release from our good ol' gov).

humbling indeed to read something so vividly written and descriptive of a time so terrible.... One intriguing thought from this was related to the time of this slave auction: it was so close to the onset of the Civil War. I wonder if the prices were negatively affected . Does anyone have...

used them before. Cheap. Not alot of products on their system (although it was almost 1 year ago). They may have decided to provide more products. Java based system. I did get 2 occations when my screen froze when numbers came out. Quote thread probably puked and blocked the screen...

Try some broker and vendor systems to see if they satisfy your latency needs. Ask them if you are using a turnkey solution? co-lo? server side trigger of orders? etc. i.e. TT, IB, Athena (although I think no many retail offer Athena), ORC, Pats, etc. These guys all have server side...

@ScoobyStoo Very true statement. If you want to work in a tech environment that appreciate your tech background, you shouldn't work in fin industry in general. IT is considered a cost center - even at very IT focused shops. The fact that you are just coding out the strategy someone...

Internalization is a key part of many brokers - banks do this all day long. UBS has a system that matches orders from various clients. But I think instead of clients matched against each other, UBS acts as the middle man there and the trade is registered as OTC. Not sure the mechanics on the...

1) One reason people have done this at the market is to allow their system to breath. I know of one Java based system that does this at various times of the day to allow GC to kick in for 1/10 a second. This allows the quote side thread to breath and ignore (although I don't think it is...

This letter is so generic. It says nothing about why an investor should _invest_ in Citadel. Great story. Smart people. But if I were the investor, tell me about your capital expenditures, your business unit performance, how _MY_ money is being utilized, etc. Where are the year to year...

The anser is simple. price quantity offer 4.71 xxxxxx bid 4.70 yyyyyyy You are queued up as a buyer at 4.70. So there may be plenty of trades at 4.70, but those trades are for people who have placed the buy order before you - shown and iceburg. The big boys may see...

US market is free market, so market will dictate price. The market in China is different. Ultimately, it will be determined by the gov. Easy for them to say "no selling below this price". We can't have that here.

Shanghai market is very different from western realestate market. Most of you don't know about Chinese culture, so you are only looking at the fundamentals. Yes - housing prices compare to average salary is way out of line. 1.5million yuan for crappy 2bed (800sq feet). Average salary in...

Yes. That is the site. The product itself is not very well documented with use case examples, etc. But I found a ton of paper (mostly academic) online that utilized this product for predictive analysis. I am not sure what to make of it since I am struggling to understand the use...

Has anyone used Weka? I just started to read more about Weka and it seems like a very popular data mining tool with machine learning algorithms built in. Maybe I just can't connect the dots here. I am not sure how it applies in the world of trading when prediction is the key. One...