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This isn't really true, because you can be a go-getter within a framework and not be a go-getter when the framework is removed. Case in point? I was a total machine in school, doing projects and running the show non-stop. The corporate world presents less of a framework than academia for...

This is a very eye-opening post. Thank you for your insight.

What European products are you trading?

$120,000 is laughable in Manhattan. Most of it gets consumed by taxes, rent, and the high cost of living here. Unless you live like a pauper, the rate at which you save capital is not very high. Secondly, most software jobs explicitly prohibit you from managing intraday positions on your own...

If you want to live your life depending on the outcome of a coin, that's your choice. As far as I know, most high school guidance counselors don't push people towards "high frequency electronic trading careers." So if you have any sort of credibility or vision and can construct a coherent...

Unfortunately, that's in Chicago. Good post, though.

I have the option of taking the time to go back to school and get my MFE, or I can go work at a hedge fund. Because of my background and interviewing skills, I almost always am able to find work. I even have the luxury of being choosy about employers. My background => Top 5 engineering...

I've been reading "An Introduction to High-Frequency Finance" as of late to decide whether I need any sort of data-cleansing components for my trading system. The book is very math intense. The good news is that I have -most- of the math background required to understand the book. The bad...

Yes. When you enter the ticker symbol, you use an =<exchange letter> to restrict charting to only those prints that came from a certain exchange.

No, I don't have any suggestions. Some have suggested TradeBolt. There are other programs like AMIBroker that do this sort of thing, but I don't particularly like any of those programs. Have you back-tested your .efs indicators and scalps? I'm still searching for an edge. Care to comment...

E-Signal has a feature for filtering on one exchange for the charts. When you enter in the ticker, you can enter the filter term. So, you can restrict quote data exclusively to the NYSE.

Oh, no. There's a symbol limit, but there's no limit on how much information you want to download from each of the symbols. So I hang around and pull down as much information as possible, but the finest resolution I can get without the program going nutso is at the 1minute bar level. The...

I finished writing some data components for Don's Openings, and will be able to test his strategy formally and get results immediately. Because his strategy has been consistent, I will likely manually put it into play as soon as the backtesting results are complete. Personally, I am looking...

I don't understand your question. "Does it get stack" => I don't parse. (Seems like English is not your native language, but if you rephrase I can try to answer.)

In my discussion in the other thread, I mentioned that I am modeling my trading system after an operating system. I view market activity (ticks, level-2 quotes, etc) as asynchronous events that are analogous to hardware interrupts that an operating system processes. The trading engine will...

I've been using DIA for UML diagrams. It's free, so check it out.

Send me a PM, and I'll provide you with free-hosting and a unix shell to the account. The only condition on the free-hosting is that if I get a traffic spike because of your work, you'll help me pay for the bandwidth. (If we're getting traffic spikes, we might as well make money off of them...

One more comment: I have the book "ATL Internals" -- So I've been familiarizing myself with the inside of ATL. Getting rid of the ATL wrappers for a cross-platform push would be easy, because ATL has wrapped the windows-specific functionality away from the code that does the work I need to...

I'm using some of E-Signal's functionality as a crutch right now until I have my own systems in place. This is part of the reason I am breaking my application apart into several different pieces and components. E-Signal, for example, has a back-testing component that I don't have and generates...

There's a misconception that COM is a windows specific thing. COM is used more frequently on Windows, but there are other implementations. http://www.mozilla.org/projects/xpcom/ It's more popular in the windows world, but the Mozilla guys have needed this functionality for quite some time...