Search results

The immediate scenario is rapidly increasing demand, capped production, and uncertain supply. China and India are putting over 1000 new automobiles on the road on every single day. Demand for oil in the United States is growing uninhibited. There is a high probability of supply disruption due...

You are shorting a market with capped production and inexorably increasing demand... Good Luck! -segv

Those are crackmonkey statistics. A standard approach is to use 1-3 sigmas of the daily IV/SV/MV to yield a probability distribution. -segv

I think we are at the top of the SPX range here. Reason being is my book is now breakeven, and the market always goes where it can f*** me before giving in. :D -segv

I started to reply to some nonsense the "ZZZ" character had written when I realized this thread was over two years old! Talk about kicking a dead horse. -segv

You are making a lot of assumptions. For example, you are assuming we are talking about user-mode programs that are already memory resident and executing on the CPU. I agree generally that python, perl, java, and other interpreted languages can exhibit performance similar to a native program...

I am talking about execution time guarantees and resource utilization guarantees. Both are essential in real-time systems. I wholeheartedly advocate using the right language for the task at hand. If the task at hand involves real-time guarantees, C/C++ and assembly are the right tools. If...

I agree. It should be noted that the inverse is not true. A programmer with experience in only perl/python/java/etc will not be likely pick up C/C++ in a week. Hence the demand for C/C++ experience. Again, I agree with Nitro here. Rapid prototyping in a lightweight language is extremely...

I see we have a language bigot. Programming languages are tools, like anything else. Use the best tool for the job. Why do quants continue to write production systems in C/C++? Because they can guarantee performance. Good luck guaranteeing performance with perl and python. Edit: I'll...

Because I do not want to work for anyone else, ever again. -segv

Me? I was never banned...

Congratulations! Our little girl is 8 months. I was leaning short until about 5 minutes ago, just had to flatten out. I would really like it if we found the upper end of the range around here. -segv

How is it going arb? It is too quiet in this thread. -segv

Sorry, I do not follow. The C++ language is a standard. There are multiple implementations of C++ for MS and UNIX-like operating systems. Are you asking something else? -segv

Without any doubt, C++ is currently the standard. -segv

It is likely that no one will tell you exactly what to do, because to do so would be giving you investment advice. I cannot give you investment advice either, so you are going to have to make up your own mind as to what to do, or hire an investment adviser. I can tell you that understanding the...

Leverage can be tempting, but it has two very sharp edges. If you really require more than 4:1 leverage intraday to see a significant return, I would speculate that your margins are too thin (edit: no pun intended). That being said, I recommend exploring your alternatives for getting leverage...

FWIW, I think you might be best served by sticking with Interactive Brokers. Their rates should be comperable to any so-called "prop" rates you will get at your volumes. You will have a "100% payout" and 4:1 leverage intraday, all without any of the risk that comes with the "prop" label...

Just reaffirming - MySQL is a great database. We use it exclusively. -segv

The are 2^32 possible memory addresses in a 32 bit system, so the maximum size of the memory is 4GB. However, there are operating system specific limitations regarding memory. Windows operating systems have a default VM of 2GB, as do many UNIX-like systems. In some versions of Windows, the VM...