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good troll, obviously someone with a good sense of humor :)

jesus, what a poorly written python code, so unpython !!! you should be shot !!! This is really a simple task, can't believe you can't even figure it out on your own. Sounds like you are a college student. That's the problem with the new Facebook generation, no programming skills.

maybe because C# is an overbloated PoS and dying

and no, systematic trading has been around for more than 10 years, you are simply trying to hijack that term because your generation has nothing to show in terms of accomplishment, above all with all the controversy around HFTs and the obscurity of market manipulation with electronic trading...

LOL you are really something VP, and such an angry little character with limited knowledge. There is a far bigger world than prop trading shops in the financial world. Maybe you should get out more. an image of your Master Degree ? oh boy, how low can you go and idiotic can you be ? who cares...

haha, VP getting angry after being exposed for what he is Systematic trading on Fundamentals was there before you were born and before electronic trading was accessible to "amateurs" like yourself Sell-side is all about liquidity and market making, which is basically your only experience. But...

that's quite rich coming from you when you have never demonstrated yourself anything here, except trumpeting your "so-called" skills. You don't have access to every trading rooms or Fund managers office, so how can you make such claims except for being completely ignorant. The origin of...

Well said, and yeah, VP can become quickly aggressive when he is being called on something he has no knowledge of. I like your points about the HFTs trying to hijack certain terms that have been traditionally used in other context, like quants and systematic. Before the HFTs era, quants and...

indeed, they are also systematic trading strategies and they need pull data, not push I am perfectly on topic despite your attempt to derail with your Analyst and news analogy, which I also answered

Quantamental algorithmic trading strategies, ever heard of them ? now you have :)

I think your experience is limited to sell-side firms, brokers or market-makers and HFT traders, where price is at the center of everything. It's really the top of the iceberg, the whole industry is far more diverse and voluminous than sell-side firms selling their trading venues by any means...

the industry standard ? by who ? you ? the industry standard has always been pull simply because push technology is actually recent (MQ, Events in OOP) in relative terms. Again, speaking from experience, Portfolio Managers mostly use "pull" technology to get the data they need for their...

it's important to remember than Fund managers are not traders, and you should always have a long term view of your strategy Hedge Funds are more like traders, hence their erratic returns and high failure rates. short term strategies are more likely arbitrage strategies, that means they are on...

let's say your trading strategy is based purely on Earnings surprise or maybe actual Quarterly earnings change, both a fundamental data, the announcement will usually happen after the close. If the info was pushed through a "pipe" and your trading app capturing it, it couldn't act on it because...

A) same, a fundamental strategy has generally a long term view and therefore wouldn't react preemptively simply because one fundamental has changed. Fundamental data changes are not prices. Again, you are focusing on the wrong point. B) I thought we were talking trading apps ? I didn't realize...

maybe if you had any experience in managing billions with fundamental valuation as the core of your strategy, you would know that it would not impact your short term decision making process. You are not going to sell all your position overnight simply because some fundamental figure change one...

nothing wrong with pulling quotes, instead of "waiting" to receive them as an event that's how it has been done since the beginning of the stock market, only a strategy that simply reacts on price would need to handle quote feeds as events, not a strategy based on fundamentals or historical...

will you need daily or weekly or monthly EOD ? I have monthly, Zacks might have all of it, but it will be costly CSI Data doesn't do proper match up with historical tickers and CUSIP,

REST is definitely the future, simple and straight forward, an independent implementation of data exchange and the transmission of complex data structure

I think he is referring to a different trading pattern, volpunter, yours seems to be overleveraged, cumulative in risk, and simply wreckless