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  1. C

    Best Version control system?

    IMO it really depends what you want to do, if you're just running a personal projects SVN is great. I've used SVN with multi-gigabyte code bases and never had a problem. GIT is more complex model, really aimed at running distributed teams. In reality either will do the job fine.
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    R vs MATLAB

    All my heavy lifting is done in C++, R is good for certain types of rough prototyping and also for providing verification of numerical functions written in C++. Fully agree with the above, strategy code should be the same in both the back-testing and live environments.
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    R vs MATLAB

    +1 for R & Postgres.
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    NxCore Users - scripting question

    There is a overview of the structures here http://www.nanex.net/API_Explain.html, the word 'tape' occurs multiple times. I had heard that one of the things that people found irritating was that a subscriber model was not supported, in so much as you have to consume the whole exchange/market.
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    Lower Latency Feed than IQFeed

    I'm not sure what brokers people are using here, but if we assume IB I'm not sure what the point of optimizing feed latency so heavily is if you're going to send orders though TWS? Conversely, if you have co-located DMA, you're probably not worried about the price of feeds.
  6. C

    Cents Per Share.

    Interesting replies. BTW - I tried to ask this question on the Quantitative Finance Stack Exchange site and the question was instantly down-voted and closed for being (paraphrasing) a 'stupid question'.
  7. C

    Cents Per Share.

    I've seen this used on this site a couple of times to quantify profitability, why do people use this measure as opposed to other well known performance measures? (Sharpe ratio etc).
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    Beginner option book

    Natenberg will give you fits of narcolepsy. I would recommend the Sinclair books or Baird.
  9. C

    R percent from start

    Yep, cheers dude. I actually had read about Delt but my brain is obviously have trouble getting started today...
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    R percent from start

    If I have a zoo based time-series in R, is there a simple one-liner way of turning it into a percentage from the first observation? e.g. 1,2,3,6 -> 0,100,50,100
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    Windows 7 Clock Synchronization Apps

    http://www.meinberg.de/english/sw/ntp.htm
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    IB Commissions though API

    I don't even bother with IB data, I use IQFeed.
  13. C

    IB Commissions though API

    I've examined some of the messaging from today, you seem to be correct, it's the second filled message, I'll use this rule and keep an eye on what happens.
  14. C

    IB Commissions though API

    Thanks, I'll check that out. Have you tried it with 'unbundled' commissions?
  15. C

    IB Commissions though API

    It seems the only place to get the execution commission for an API order is in the 'order state' structure, the problem is, how do you know when the last 'order state' (which actually arrives as part of an 'open order' message) arrives? In my testing, I see a multiple 'filled' statuses with...
  16. C

    IB Commissions though API

    It seems the only place to get the execution commission for an API order is in the 'order state' structure, the problem is, how do you know when the last 'order state' (which actually arrives as part of an 'open order' message) arrives? In my testing, I see a multiple 'filled' statuses with...
  17. C

    Inefficiencent Markets

    I see this term used quite a bit, what makes one market less efficient than another and how does one recognize this property?
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    Ib Problems Apr 26 ??

    back now.
  19. C

    Ib Problems Apr 26 ??

    I was logged in earlier as well, not now.
  20. C

    Ib Problems Apr 26 ??

    yep, same here.
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