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I agree with this. There are lots of fly by night developers & lots of them that want to learn to trade but I wouldn't use one of them as they generally seem to be unreliable. If you are trading through OEC (I am as well) then you should be able to get something written in OpenQuant that...

The concept of the system sounds simple, but if you dont understand some top-level software development concepts then you will need a rockstar of a developer to get this one completed. My experience with developers is this........If you give them VERY specific rules (i.e. Buy 100 shares of...

That book was an entertaining read. I read it in disney world so it was sort of ironic reading a boiler room book in the magic kingdom ha. I found Jordan's myspace page: http://profile.myspace.com/index.cfm?fuseaction=user.viewprofile&friendID=220064466 I'm guessing here but I suspect...

I just received an email that version 3 of the software is out and has portfolio level optimization. This should be a huge benefit for those trading multiple systems. Link: http://www.adaptrade.com/PreMSATrial.htm I will be trying it out to see how well it works. Regards, Eric

I think if you play with the software more it will do what you're trying to do. I think you just need to input your trade results as a text file and t should work. If not, call them and they should be able to help you out. The company was very helpful in the times I spoke to them...

If I understand your needs then this should do what you're looking for.... http://www.adaptrade.com/ I think the price is $199 Regards, Eric

I just briefly read the article and intend on re-reading it later. I think that it makes sense that the kurtosis would be higher for spreads because of: 1) Smaller variablility within the distribution of daily % changes will reduce the std. dev. 2) Larger relative impact of 'outlier'...

Why not just put it on a Virtual Server and scale it up as needed???? I'm not familiar with Sterling but I know there is a fair amount of software out there to track virtual computer usage, some will even track it down so a shared machine can be billed out appropriately to each user...

I too am writing an ATS that will use End of Day Data on futures. I use CSI Data for EOD Futures and have found it to be very good. Supposedly it contains the fewest errors out of all of the data providers but the study they quote it fairly old. One item I plan to write into the app is some...

Is the system running on a hosted solution somewhere???? I am currently working on an FX ATS and cant imagine running it on my own PC due to how many internet issues I have with Comcast. I think I am going to use a Virtual Private Server from RackForce.com to host the system but am not sure...

I also posted this question on another forum and received the following responses. Thanks for the list of initial recommendations. A couple of links to actively developed open source Numerical libraries written in C#/.NET and/or capable of integrating with .NET. ILNumerics.Net - the .NET...

I am currently starting to develop systems using OpenQuant and am looking for some more robust statistics/math packages to plug into it for results analysis. Does anyone know of .net based math or stats packages that seem to work well for this type of application? Thanks, Eric

Hopefully their acquisition will allow OEC to offer access to more exchanges as they have said they intended to do for quite a while now - "In an effort to expand global direct access and enhance our position as the leader in global futures trading, Open E Cry LLC will be releasing direct...

Speaking of Chrysler........Supposedly the new dodge ram will have a case in the truck bed that can carry ten cases of beer. I bet that will help the drunk driving lawyers profits more than Chrysler's though. haha

Coveredcall - Thanks for the insight. I am not sure I totally understand what you mean. I understand the part about one side of the spread being easier to get into/work than the other and how looking at the last to last price can be very deceiving, mainly because the more illiquid leg could...

Currently I am trading mostly calendar spreads-grains, energy, etc. I am looking at doing some more equity spreads in energies & grains such as crude vs. heating oil or crude vs. gasoline or bean oil vs. soybeans etc. The equity spreads is what is causing me to re-think the order entry...

For those of you trading spreads what order entry software are you using? Any positives or negatives about it? I am currently entering spreads using RAN but am not too thrilled with it as manually calculating equity spreads based on bid & ask seems to be very error prone. I have heard...

nitro - How is the linux/mono project coming along? I have been looking at that but I am not a strong enough developer to add in that additional complexity. Have you been using the Amazon EC2 for anything? if so how haave your experiences been so far? Regards, Eric

Thanks - Thats definitely helpful. I am specifically trying to find some flat-file type data files. I'm trying to determine how the bid-ask spread on these spreads changes during the day. Thanks, Eric

Does anyone know of a source for Globex Energy Time & Sales Data for Spread Trades? I am having a hard time finding the data. Any help would be appreciated. Thanks, Eric