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Embarrassingly parallel sounds like good candidate for GPU because that what GPU is all about. The only issue is moving 15 - 30 GB back and forth between CPU and GPU fast. Programming GPU is much easier today with CUDA or C++ AMP for example since it is C/C++ code with few extensions but can be...

Have you considered streamlining your design? ML is not going to magically discover money making algorithm when you throw at it all possible numbers generated from time series together with fundamentals, news and everything else in between. My suggestion would be to focus and narrow your project...

10 per second is very slow. Are you using asynchronous/parallel coding practices? You should review the code and see if there are any areas that need algorithm improvement and code optimization. As suggested earlier GPU computing is very often better choice than cluster computing. Before...

I do not think game theory applies to hft. hft utilizes technology, knowledge of regulations and market microstructure to actively participate in the markets as intermediary between market players. The role of hft is purely technical and is practically a form of modern market making.

You can partition your rows into separate securities by id or symbol instead for faster access. I do not know much Java environment but usually there are ready to use containers like vector, queue, map that make your life easier. Some of them have hashing implemented already or you can provide...

There is no tax law without exemptions and loopholes. Big banks and big HFT firms will be exempt.

Redistribution, restricting free flow of capital, limiting free economy is socialism.

I cannot believe that after socialism failed so many times in recent past I will see NYT publishing illogical economic piece about this in the capital of paper shuffle game.

First of all real time quotes require paying exchange fees and filling some forms due to regulations. Usually you get them through your broker or firm that re-sells feed data. Your front end for receiving quotes (be it browser or other app) will not connect directly to the exchange unless you...

This is very interesting approach. At least you have enough experience in applied signal processing. I have also noted that even if there is a pattern match what follows is not exactly what was expected or the entry/exit points based on this are not always optimal. I see that your answer to...

How do you select patterns? Is this from trading experience or from published patterns? Is the pattern a set of numbers or set of conditions? How much memory you need for your patterns? It seems that historical data play secondary role to build table of possible variations of the pattern. Is...

Yes, I meant those compulsory four space indentations. That raised red flag for me since it could introduce difficult to find syntax errors. I learned a little bit of Python by reading books since guys who know Python can write better texts than most authors. I have written few lines of Python...

Why did you decide to use Python. Is this the strength of Python libraries and the community of researchers and programmers that supports it or did you create your own algorithms? On a side how are you dealing with the issue (it is an issue for me) of significant white spaces?

http://www.forbes.com/sites/gordonkelly/2015/11/02/microsoft-confirms-unstoppable-windows-10-tracking/

Dr. Evil, it has been already done.

There are numerous books on the topic. Just search for statistical learning or statistical pattern recognition or (nonlinear) time series and you will find multiple books (Amazon) and web pages. Unfortunately most of them are not in human readable form due to the fact that academia tends to...

Maybe he is referring to Cortana or other apps coming with Win 10 that offer those customer experience improvements which might not be so easy to get rid of even for non-subscribers. I just encountered those stories searching Web but cannot provide more details since I am not interested in...

How do you request data from IB? Are you using snapshot data or subscribing to live feed where TWS will notify your app when price changes? IB has limit of 100 simultaneous market data quotes coming with standard account. Are you using subscribe-cancel market data to overcome this limitation?

Aside those details regarding key logging and the likes the most important change is that Win 10 is more about marketing, consumer behavior research, targeted advertising than computing. In short it will concentrate on corporate agenda and goals instead of focusing on most efficient and secure...

Definitely Win 10 preview version, final release version not so clear: http://www.geek.com/microsoft/microsoft-clears-the-air-on-windows-10-keylogger-1606160/ Regardless of details Win 10 is a spyware but hey it can run some of your programs when it has spare time to do so and if it feels like...