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Thanks for that, what are they changing for co-location?

I have been going though the documents on the Genesis site, with a view to maybe using their FIX product. Though it seems that the only way to get market data is though their windows based API calls, is this correct, or have I missed something?

My understanding for say the EUR/USD is that point value is trade size * point size. If one lot is 10,000 and the point size is 0.0001 then you are correct the spread size is $1 per point in that case. However with smaller trade sizes and 5 point values this is not necessarily the case (as...

Cool, good point. However if we use the FX example again of a $1000 trade on say EUR/USD, the spread cost combined with the transaction cost is still nowhere near $1. Let's say the EUR/USD is @ 1.4 with a 2 point spread. Commission = 1000 * 1.4 * 0.00005 = $0.07. Point value = 1000 *...

*Bump* I'm sure somebody can correct my erroneous rational.

I have read in a couple of threads now people advocating the trading of stocks over futures or forex for the beginner trader. The reasons given are that stocks are less efficient, therefore offering more opportunities to the trader, also it is sometimes mentioned that stocks are cheaper to...

<ding, light goes on in head> I see! a negative ratio cannot be neutral, simple when you think it though...finally.

Thanks for all the answers, dtrader, I'm not sure which post you are referring to? Is it possible to define 'neutral' do you mean $ neutral? While I've got every-bodies attention, I'd like to ask another stupid question, why do people talk about doing regression on the log of the price? why...

Correct, equal dollar value. Neither have I. Perhaps a better question would be how do you identify potential pairs?

Yeah, my post was not particularity clear I admit, pondering this yesterday and drawing a few graphs I realize now that it will always be a long/short setup. The "Hedge Ratio" refers the relative sizes of the trades in the pair. As I understand it this is the 'slope' of the regression line...

Sorry if this has been covered, but I can't find an explicit answer. If I regress stock price A against stock price B and decide that the residuals are stationary, conventional pairs trading dictates that you go long on one stock and short on the other with the trade size ratio dictated by the...

I have found most people on any forum are usually pretty good, however it seems that ET has a hardcore of idiot trolls whose sole purpose in life is to post personal insults & bullshit. On most forums these morons would be shutdown, however here they seem to flourish.

This may also help: http://www.elitetrader.com/vb/showthread.php?s=&threadid=36083

ZZZzzzz, how many times on how many different forums do we have to dredge over this same shit?

Isn't that like saying 'Bananas is 100x better than Tigers or Robots'? Anyway I use C++ to maintain portability, my code base will compile to a NT service or a UNIX daemon, with the only differences being the startup code (fork vs. NT service API garbage). C++ however has a steep learning...

Don't know if this helps, but I have been using Linode for about 2 months without a single hitch.

I used a combination, C++ for the server, C# for the GUI. The server was originally on Windows, now on Linux.

A grid is just martingale mean reversion with no edge. Any nice trend will tank the account.

Zzzzz (Part II)

Zzzzzzz....