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    Evolving Strategy

    Wow - that's a charming way to ask for help or advice.
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    Great Gear for Working Out at Your Desk

    I bought 4 small step-stool, each about 18 inches tall. I think it's close to this: http://www.amazon.com/Rubbermaid-2-Step-Molded-Plastic-Stool/dp/B004Q0I2RS/ref=sr_1_7?ie=UTF8&qid=1319158151&sr=8-7 Works great and is just the right height for me.
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    Great Gear for Working Out at Your Desk

    I have had a treadmill in stead of a chair for over a year now. It's fantastic. I just raised my desk, and didn't buy a special treadmill desk.
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    tradingmarkets

    I think it's worth studying the material tradingmarkets puts out. Especially, material by Larry Conners. While it appears simplistic, Conners has identified many simple statistical edges.
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    Java IDE: Eclipse vs. Netbeans

    I've used Eclipse for the last several years. Works very well.
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    Trader's Expo in Vegas - Nov. 16-19, 2011

    The Expos are great fun and a good excuse to meet up with friends. I haven't had the opportunity to go the last two years, but I'm working on it this year. There is also all the fun you can have asking presenters to show proof, profitable history etc. The hand-outs (at least at the last two...
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    Can the average blue-collar person w/ high school education get rich thru Trading?

    Possible "yes"; Likely "no". Everyone I know that's successful in trading works extremely hard, questions everything every day, are comfortable with risk at some level, have a sound(!) statistical edge, and have the ability to get back up when sh** happens (which it does). A related...
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    Trading through IB Webtrader on a Kindle or Nook

    The nook is a great Android device. Just install Cyanogen on it, add the nook reader if you're using it, and run the Android web of TWS. I installed Android 2.3 on a SD memory card in my nook in under 15 minutes.
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    Preinstalled security software

    Somewhat to my surprise McAfee and Norton have come off clean on two Windows 7 systems. For my core trading systems, I now use Microsoft Security Essentials with weekly scans. It's fast and take nominal resources during the day. My core trading systems only have broker software and data feed...
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    HDF5 Layout for Multiple Stocks

    I've been wanting to take some time to study possible uses of map reduce, but have never gotten around to it. Sounds like a powerful setup.
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    HDF5 Layout for Multiple Stocks

    Mem mapped files are also a good choice. One just has to factor in the cost of the I/O interfaces and the mmaping. Performance is better with directly addressable memory in my experience.
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    HDF5 Layout for Multiple Stocks

    I suggest one file by symbol on disk and in RT you simply keep as much as needed in memory (I think of it as a in-memory cache). Even low-end desktops these days will do 32 GB of RAM, and most server class equipment does 128GB or 256 with multiple cores. There is no reason to go fancy - just get...
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    New Forum: Programming

    Great idea with a programming Forum.
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    Clock sync on Win 7 64 bit

    I just updated mine on Friday - here is what I did 1. change the time server from time.microsoft.com to one of the nist time servers 2. change the following registry key HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\W32Time\TimeProviders\NtpClient (SpecialPollInterval)...
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    Those using IQFeed API

    How about you start with the Java sample code they give out? hint: it actually works!
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    60 Minutes: HFT

    The HFT crow is faster than "you and I" for several reasons: 1. They have sponsored access, whereby they often avoid having account checks done before placing a trades (saves milliseconds) 2. They co-locate very close to the exchange and get direct exchange feeds (micro to millisecond...
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    Algorithmic trending strategies

    In my experience systematic trend trading is very good for stocks on the longer term (weeks to months), while RTM is the best in the shorter term (minutes to days).
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    Highfrequency with IB

    In some ways IB can be competitive: if you host close to their servers you can get round-trip transaction time down in the 10s of milli seconds or better. While not as fast the HFT shops, it's better than most retail. What you're going to miss is sponsored access and access, sub-pennying and...
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    Can you tag orders by system in TWS API?

    One little trick I've used is to encode the system in the name of the OCA group. I would be nice if the API had a string for use by the customer which would get returned as part of the events.
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    TWS on 64 bit Win7

    I still just unzip the Unix archive and copy it in c:\JTS manually. This has worked well for the last several years. See my opening post. It's still sort of embarrassing that IB cannot figure out to make an installer that works with 64 bit java. Personally, I don't have a choice, as my...
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