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...err, Quantrepreneur [tm] yeah that's the ticket! :)

Yes the article discusses in specific detail when stocks were halted and when they entered "slow quote" mode and includes detailed charts of the supporting data: "There are many who believe that the NYSE "Slow Quote" mode or LRP's (Liquidity Replenishment Point) caused the market to drop...

Quite simple I think really, you either have the desire and fortitude or you don't...it's a very hard road and the difference between those who fail and the people who succeed is that the people left standing, the ones who succeed, never knew or never accepted the "fact" that they failed and so...

Ok here is my take on having an edge and the "experts"... a) those who have a REAL edge keep it to themselves or share it with a few who they respect, b) those who don't will sell you their book or you can pay them for a seminar to learn it. There will be a quiz later...Please pay attention!

Ummm...seems simple to me; "buy the bottoms & short the tops"...duh ;)

Hey, how come the title says HFT and then all the posts are about "projections"...lol :)

The article does not say HFT jammed the NYSE with quotes, what I read it saying is that NYSE quotes were backlogged in the outbound queue and timestamped at the point of dissemination vs carrying thru a timestamp from their moment of entry into the system. This they claim caused a number of...

...shocked to find cases where "one exchange" was sending an extremely high number of 'quotes' for "one stock" in a single second -- as high as 5,000 quotes in 1 second! ... In many of the cases, the bid/offer is "well outside" the National Best Bid/Offer (NBBO). I for one am no longer young...

luxor check your PM, thx

Machine learning to me implies models with a training phase and what I meant was its too slow for high-frequency because there's no time to train "in the moment"...one can create various "signatures" and use pattern matching, I've done that in real-time facial recognition and radar/sonar...

Ha! The code don't work without the driver and then it's only a figment of My imagination :)

it's a useful thread and I find it an interesting topic...there is a hell of a lot of difference between the "classroom" and the real world and I'd "guess" an MIT type who's been seriously "at it" coding every day, struggling, with their feet on the ground & in the trenches for 10 or more years...

machine learning is too slow, best left to the academics not live markets

if you're using Day bars a database is fine, anything else flat files or pure "in-memory" storage would be my suggestion. thought & opinion

I guess the other piece is "what's the point of reference?"...are we talking about making $500 a day, $5,000, $50,000 or more...that matters!

yes there are a number of ways to "skin the cat"...microseconds, milliseconds, seconds, tens of seconds, minutes, ...and in my opinion (humbly of course) it's all science & art

Hehe...glad you noticed ;)

FYI many already know the video at the start of this thread is a problem and won't work with most players. BESPOKE mentioned it works with the VLC Media Player, but I have received PM's wondering how to play it, so for any who want to view it here's the VLC player download link...

I was hoping the title "In NYC with technology, ...seeking enlightened Prop" says it all, there's nothing more than that. I posted the server information in response to the request above; "Please post more information. What feed? ..."

The server uses trades & quotes in a 24x7 market and has both standard and custom analysis plug-in modules. It's flexible, lean & simple: http://www.onequant.com/info/quant_server.gif