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If there is a buyer new shares will be issued or temporarily shorted until new supply will hit the market. There are other sources of shares because we have brilliant financial engineers. Simply put supply is unlimited. No worries.

Supply is unlimited due to naked and regular short sales, secondary offerings and all other plays on the books. I have never heard that broker would say that they run out of shares (or any other tradeable paper) for sale.

ema, macd, etc. are not statistical instruments but rather derive from signal processing. However, one can hardly hear that statisticians or signal processing engineers become millionaires by applying their knowledge to the markets.

I am not an expert in this but one thing I know is that there is no magic software that secures it. It is lots of IT work setting up properly OS and server then working on permissions, firewalls, testing for vulnerabilities, monitoring and so on. It is full time job and on top of that having...

Then follow the leaders. Do it like big Softies do it. Make your code base huge, redundant with lots of legacy code and multiple dependencies that do not follow any logic. You must follow only bad coding practices at all cost. Buggy code helps a lot. Your code has to be so bad that you will not...

How? There are tools to reverse engineer this. Not that someone would really wanted to do it but once file is available it can be examined.

First question is if the markets are random or chaotic. It is seemingly small but important difference. Even if we would assume it is random this randomness does not always follow pure symmetric distributions. It is imperfect and hopefully non-random. Detecting, learning and applying knowledge...

Your approach with 0MQ is absolutely valid to work with multiple processes. Here is the problem. Processes do not share the same address space because the way OS is managing them. Therefore you are forced to serialize and deserialize your data using sockets or other interprocess buffers...

C++ is wonderful language and I am one of the few that went back and forth between many languages and frameworks minus Java and still prefer C++. Reading C++ books teaches you how to think in terms of program design like computer scientists. There are many of them. C++ is very simple language...

I think the system is too complex. ZeroMQ and multiple processes would make more sense if you plan to run some of them on different machines. I run single process multithreaded system where modules communicate using circular buffers designed to work in this environment. One thread is reading...

i7 is essentially xeon architecture for consumer market. There are some differences in memory controller, cache size durability and reliability. Check Lenovo. There were old press reports about them installing lots of software with some of it being more than the usual bloatware raising some...

Laptop is ok. It is the program that runs multiple threads and saturates CPU almost to the max in back test mode. It was not really meant to run on laptop in the first place but there is a big difference between laptop and desktop. I was hoping to have one laptop machine to do all the work...

Your laptop "i7" is not what you might think it is. On top of different hardware characteristics it will limit its performance depending on current power supply, settings and so on. It might be the case that your clunky desktop i5 has higher performance than new shiny laptop i7. Intel's...

Google trader tax software. It will show you software like TradeLog and others better known for general tax purposes that can do something like that. Brokers usually provide several different data formats that can be imported by third party software. Those formats are very well known like csv...

The same applies to markets then but maybe without the astrology part.

Check what formats they are providing. Maybe they have it already in Excel format like IB or other commonly used format for financial data like quicken.Check if they have csv format that can be easily imported to Excel. Otherwise you need custom parser to extract data. Once you know data...

So you are saying that TA for markets is what card counting is for casino: to attract people who would hope that applying numbers and math will help them to beat the house.

Moving average is low pass filter and as a result of applying this filter to signal there is a phase shift. Phase response of the filter characterises such filter. What you call lag in TA is called phase shift in DSP. How you want to chart it or interpret it does not change fundamental...

How are you going to look at order flow in the first place? Have you think about it? Order flow is known to the broker or someone who acts like one before it is posted or executed internally or on the exchange. They are not going to let you look at it. Trust me. You can assume that anything...

Those 2 dll's are the interface to COM. Both are generated in the background when ActiveX control is dropped on the Form to make it easy instead of running command line tool. If it works now it means that your program had references to wrong API version that was not the one currently installed...