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    60 Minutes: HFT

    Jon Stewart's brother featured... I'm sure it just slipped his mind to mention this fact back when he did his scathing indictment of Wall Street
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    "Budget" build gone wrong

    The monitor stand should not be nearly that expensive. I got this quad stand for $100 and it is very solid and good quality. Even paying $200 per stand is pricey when these are available. http://www.amazon.com/gp/product/B001HHNRFK
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    "Budget" build gone wrong

    Sounds about right... I myself looked at the Tommy Grisafi bundle (known for his killer trading room basement if you've never heard of him) from Falcon but ended up going with another vendor's system and buying the remaining components separately because Linux was not supported with this vendor...
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    Building a home-made out-of-shelf SuperComputer.

    You can run Windows apps on top of Linux using a hypervisor platform like KVM or Virtualbox. The real question is would running Windows in a hypervisor be able to utilize the cluster in any useful way? You could run multiple virtual Windows machines simultaneously I suppose, with each...
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    had lunch with some HFT traders

    So by your logic, McDonalds must also serve the best food in America? Hmmm... Linux has 60% of the web server market and 95% of the supercomputer market btw just to throw some more statistics. There is a reason that the fastest computers in the world run Linux and this is probably a better...
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    sun java on Ubuntu with IB TWS

    I had been running the OpenJDK java vm for awhile but recently switched to the Sun java binaries because my system was bogging down at times. I have found since that the Sun jre takes around 30%-50% less CPU at any given time than the open-source one. It may not be noticeable if you run only a...
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    Latency to IB gateway servers

    Yeah, this issue is with my local ISP, not Amazon. Luckily I was not impacted by that outage they had. I am always measuring these stats internally and just noticed some big differences from one of my local machines and started investigating from there. Interesting what you start to find..
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    Latency to IB gateway servers

    From analyzing the traceroutes to the gateway servers, there appears to be a big slowdown internal to my ISP (Comcast) or somewhere close to them. The interactivebrokers website is on a different network and do not route through the same path. So that explains the differences between the two.
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    Latency to IB gateway servers

    Those times are very good. That is about what I get from my Amazon EC2 server (maybe even a tad faster!).
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    Latency to IB gateway servers

    It very well could be. It is just strange that I get such a difference between the website and the gateway server. The website ping times are way faster for me than the gateway. It could be something in between me and the gateway but not the website. Strange but I'm running some traceroutes also...
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    Latency to IB gateway servers

    Has anyone else noticed a substantial increase in latency to gw1.ibllc.com, mktgw1.ibllc.com and related servers? I've just noticed ping times almost triple what they used to be. I haven't noticed any issue with my service provider as other sites are not degraded so I'm wondering if it is...
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    Sierra Chart Programming

    You can implement automated systems on Sierra Chart without using programming. They have workbooks that support this and it is easy to setup an ATS. Workbooks are very flexible and you can quickly test new strategies without a lot of upfront work. You can even use workbooks to control your risk...
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    What's your favourite band/artist?

    Right now it is O.A.R. (Of a Revolution) - Their sax player is amazing good and their songs have a great vibe overall. Gotten a couple of their live albums which are both really good. Haven't seen them in person yet but hopefully this year if they do a big tour.
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    Trading for a Living - the journey to self discovery

    Yes, graphics drivers are another challenge. ATI cards do not perform as well under Linux compared with NVIDIA cards in my experience. I replaced an old ATI card I had with a NVIDIA and tried using it with the open-source Nouveau drivers that come default in Linux and the performance was ok but...
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    Trading for a Living - the journey to self discovery

    I think you will really like whichever Linux you settle on when compared to Vista. I used to have my main desktop on Vista and I don't miss it one bit. Performance should be much better and stability as well so you can't go wrong with Ubuntu, Mint or Fedora. They are all solid distributions with...
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    Trading for a Living - the journey to self discovery

    Do you mean you were running Windows and had a blue screen of death and now you run Ubuntu or you were running Ubuntu when the failure happened? I've never seen a blue screen failure in Ubuntu but failures do happen even under Linux of course but they are exceedingly rare compared to Windows...
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    Best Latency?

    Heard from the guys at Sierra Chart that Rithmic is not supporting Windows XP in their new API. Any reasoning behind this if true? XP is still the majority of Windows desktops out there. You would be cutting off a lot of users if this is the case.
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    Interactive Brokers - IB _Gateway_ memory leak when subscribing to options

    After a couple more months they will tell you to exit TWS Gateway and restart it every day like they do their servers. IB has been told about this memory leak with TWS Gateway before (here - http://www.elitetrader.com/vb/showthread.php?s=&postid=3039705&highlight=tws+gateway+memory#post3039705)...
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    sun java on Ubuntu with IB TWS

    Yes, VirtualBox is a must... Not only for Windows but it lets you test other OSs without touching the configuration of your host computer. I love running Windows under it because it boots so fast and you can change things so quickly versus a real Windows box. Ironically, one of the only apps...
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    sun java on Ubuntu with IB TWS

    I've always used the 64-bit openjdk package and TWS works just fine. Here's my version info: java version "1.6.0_20" OpenJDK Runtime Environment (IcedTea6 1.9.7) (6b20-1.9.7-0ubuntu1) OpenJDK 64-Bit Server VM (build 19.0-b09, mixed mode) Also, here is the command that launches TWS from a...
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