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I have the same opinion on Rapid Miner. It seems that often times people look for the 'best' Open Source or commercial package. Often, I think this is the wrong approach. I have been more successful working with the most popular ones, especially with the open source packages. I think...

Are you hitting IB API messaging limits? 50 per sec for the API & 150 per sec for FIX http://www.interactivebrokers.com/download/salesPDFs/10-PDF0505.pdf Eric

Create a virtual machine of your old machine using VMWare or Virtual Box and run your old PC inside the new one. Thats a work around until you figure something else out but would likely be a fine longer term solution too. Eric

where is it being built in michigan? I live there and am curious. PM if preferred. Eric

I use VMWare workstation but have used Player (free one) in the past. My current project is to learn VMWare ESXi which is the free server virtualization software. Its great for testing things out quickly and wiping it out easily if the test goes wacky on you.

did you try any of the VMWare products? that may do it. I use VMWare workstation quite a bit & have no complaints.

Glad to see you made some quick progress. Do you have an initial impression yet on how much quicker/slower it is to develop ideas in Matlab vs. Python? Eric

have you noticed any changes in the trin and/or similar indicators since the inverse ETFs have become more popular?

What about doing something in F#? I would be interested in that as well as Python.

I used this paper to build a strategy: http://www.barclaysglobal.com/secure/repository/publications/usa/ResearchPapers/Leveraged_ETF.pdf I'm sure there are lots of people trading something the same or similar, but it seems to work well so far. Eric

QuantLib may do what you need and its free/open source. http://quantlib.org/index.shtml They have an excel plug-in or you can call it from other programs. Try it out and see how it works. I would be interested to hear how well it works out for you. Eric

TS - Interesting setup. I like the way you're monitoring how in sync with the market your systems are. One question - I presume that the 'code' used to describe the AI learning tool that created the model is some kind of identifier to describe the type of model & unique ID or something. Am I...

I had the same issues to figure out and I took the route of trading the system as it was designed until I felt I had a reasonable sample size to make a decision off of. I ended up trading the system as it was because on the whole I did worse that the system over the sample of trades I...

Try Open E Cry. I think they may be able to do what you're looking for. Their software is .net based & the API is easily hooked into several common Ninja type platforms. Eric

You may be able to use Level 2 Data to figure out how many contracts you can get at each level. You would know how many contracts you need for your position size and you will know how many you can get at each level of the order book. You can then say something like 'on average, at hh:mm I...

I think you just summarized the reasons why I left my last job. haha. In any event, I still believe the IT guys that work out the best are the ones that bridge the gap between IT & interacting with the business. Eric

Lolatency - I agree thats frustrating but at the same time, you pretty much figured out a way to distinguish yourself from the other developers/quants/programmers whatever. The top guys arent't going to want to deal with the 'programmer speak' of the guy that explains things in an obscure...

I used to be a Dell guy but switched to HP Workstations and couldn't be happier. I had an xw9300, an xw8600 & may be in the market for another one sometime soon. Also, the support has been great thus far. Eric

I've been playing around with EC2 using a Windows Machine this morning & made a bit of progress. Its much further along than when I last looked at EC2. I'm pretty impressed thus far. Here is a quick start guide to get people going if thats the route they want to take. If nothing else, you can...

I'm using the professional edition. I figure it out. It was a setting on 'Automatically determine what type of code to debug' that was set incorrectly. Eric