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Do any of you guys have experience leasing servers? I'm thinking of getting a dual opteron for about $4K from monarchcomputer.com Over 3 years they quoted $135/month for a fair-market-value buyout, and $143 for a $1 buyout. What is the catch? The fair market value of the machine will be at...

I just switched to a Berkeley DB backend for my high-volume tables and still use SQL for everything nice and fast. :D http://www.sleepycat.com/

So, you are blaming market makers and calling them evil for executing optimal trading strategies? How silly. Also, if anyone sells 5 million shares in one trade at the market they are a complete fool and deserve to lose their money. It is always better to sell small amounts at a time and then...

This was about 2 months ago. If you find out anything interesting let me know. I believ their office is only a few miles from me... --Stephen

Ideally you would need to know calculus, stochastic processes, statistics, probability, algorithm design, programming, a few six packs of guiness extra stout and a girl(or guy i guess!!) who knows how to take your mind all of this crap when needed. :D :D

Are you serious? Game theory is pretty much useless. Tell me exactly how you apply this to trading in concrete terms?

This was for hosting I believe.. even stripping out a few symbols they wanted a few K.

Tickstream is what I talked to them about. They were far too pricy for me. I'm going to be hosting with redsky or genesis.. they provide the same thing but at a much more reasonable price.

Haven't used their api but I spoke with them on the phone. They quoted me somehwere between $3000 and $12,000/month for their feed. Do they have some retail product now?

Looks nice. What sort of support do you have for limit order books and ecns? I fit functions to the book and do analysis and need to know if its possible.. also, is the data feed/order entry extensible?

I don't think it's really possible. That is a fucking *shitload* of bandwidth to be transmitting through the air.. several gigabits/sec for a typical hires 72hz refresh rate. And we are barely able to get 54mbps wirelessly right now.. My suggestion would be to use some sort of thin client...

This is not true at all. In order to have *verified* ssl you need to get a certificae. Otherwise anyone is free to run ssl on their webserver if they want, the customer will just have a popup screen that displays certificate info and asks them if they want to trust it. Which, imho, is better...

I thought by definition these papers were taking into account the spreads.. I think the trick is to find a broker than can close out a trade like this. USD->JPY JPY->EUR EUR->USD Should be 3 trades, and the last trade should close out the first, but I think most brokers treat it as 3...

I've found a couple of papers which are interesting. Does anyone actually use these arbitrage strategies? If so, are they effective, does commissions eat up the profits? Seems like a very simple to code black-box strategy. Triangular arbitrage as an interaction among foreign exchange rates...

I retract my statement. It was another broker I was thinking of that never emailed me back. In fact, lime needs about 150K shares a day. Sorry bout that! --Stephen

You think so? The bastards never emailed me back, I guess if you don't have a $500,000 account they don't care.

Great thought passi. All it would take is some organization to be registered.. and then anyone who wants part of the data pays some very small fee and then the money is pooled.. data bought and redistributed to the organization members. Most companies provide per institution licensing.. for...

Debian... apt-get is amazing

I'm glad Debian is still alive and kicking. I used to be a volunteer developer for it back in the day (4 years ago). You're absolutely right about it being fast, and apt-get.. there is no comparison.

Filtering might not be so stupid after all.. this paper describes a method of minimizing the "fat tails" of the error and doesn't rely on gaussian assumptions... hmmm http://arxiv.org/abs/cond-mat/0004369 The Kalman filter combines forecasts and new observations to obtain an estimation...