Search results

lol FWIW, there *are* some things going on @ Citadel, including some high-level headrolling. But I think it's mostly related to some earlier issues, and even if they do drop some coin, it's been a great year. "Most of them are crooks": stop posting. You are stupid.

This guy actually knows something about them. To the guy who thinks they have too many people: try getting a job with them.

Once again, this site is good for laughs, and not much else. Citadel took the Amaranth book. And they fucking MURDERED them on it. They don't take the kind of positions that can blow them out, period. Anyone who knows anything about the shop would find that laughable.

Do you guys just make all this shit up? This site is a riot.

So? What difference does it make what you "understand"? If you put in stops because you can't sweat the risk of the market you're trading, then you assume the risk of them being run. The guy who measures his risk and makes stops elect is just shaking weak hands, which is part of the price...

Let me make myself more clear. I completely disagree with you. Trades are trades, no matter what. If someone wants to try to "game" the market, then they take risk to do so, and they accept that. If you got caught in a stop cascade, that's YOUR fault -- not the exchange, not some...

Can you substantiate ANYTHING that you just said? If you don't like playing with the big boys, don't. Fat fingers suck, but they're a part of the landscape.

What are yours? I've struggled with ~ 250 ms average for a while now, and am now looking for something much faster. Anyone want to lend a hand? Posting here because I'm very active in gold.

Good reply. Basically, what you said is why I'm asking the question. I can put together some pieces, but not the others.

this thread = lol

Mostly, yes.

Hmm ... ok. I basically want to trade everything in the stocks/futures universe, but I'm a spreader / relative value trader. So execution times are huge for me. For example (although maybe a bad one), let's say I want to arb SPY on the ECNs vs the ES on CME. I could either get data and...

There are a lot of ways to skin this cat, and perhaps a "starting point" would help. I'm, shall we say, an expert with TT's software, and the speed is nowhere near what I want. Although I've only used 7.x, not 6.x. Partially this is TT's fault, partially not. Because they provide a single...

Can you provide a link for this? Couldn't find an announcement on CME's site.

Who offers the absolute fastest connectivity in the business? Price data, order entry, etc.? Right now I know of Red Sky, Lime, and Genesis. Are there others?

all that needs to be said is this: people with phd's in stats understand risk management. just because he has steep drawdowns doesn't mean he doesn't know how to trade. i know vic personally, and i assure you he understands the risks he takes. the reason his results are as volatile as they...

by my calcs, he's up 18% per annum AFTER these drawdowns. worth it? i dunno. but he's survived drawdowns bigger than this before, and his investors know they're coming. nothing to see here, move along ...

Heh ... yes, nice catch. I need to do some excel testing to start. It's certainly not a final solution. But I want to have the feed itself be as fast as possible so that I can demonstrate speed diffs between excel and vb, etc. I signed up for a free 7-day trial of IQ feed today. b

How informative ... thank you for taking the time to post.

I need a fast, reliable stocks datafeed. I'll be using it in Excel at first, but will move to VB/C# soon. Word of mouth tells me Comstock is the way to go, and I'm MUCH more concerned about quality and speed than cost. Any comments from anyone? b