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This was a problem for me for years, until I read Olsen's book. The critical thing to understand in scalping is the mean return for a given time-interval. If you capture a move as a scalper, you can't get greedy -- you need to scope your expectations to the distribution of returns for the time...

They rate limit their feed because many of their customers can't cope with the full speed of the market. Some of their customers are sitting there with 200ms+ latencies and can get upto 1-3s latencies because their connections are so bad. If they (the customers) go into a state where they have...

This thread isn't about HF trading, but... In high-frequency trading, it isn't enough to just have a threadpool. You have to understand realtime schedulers and work with inversion and the standard OS scheduling mechanisms, as well as understanding how the scheduler picks processes with...

Nerds like to quibble over these things. Emacs vs. Vi, Windows vs. Linux, C# vs. Java. It goes with the territory. Off-topic, but worthy of discussion: The real issue with these debates is how they get resolved in the work place. Is it better to standardize on one guy's opinion, or...

Thread creation overhead is tremendous and wasteful. Create a threadpool, for god's sake! :p

Damn, why did you take my picture when I was sleeping. Ass.

It's called variance-bias trade-off and it is the bane of every statistician.

What, you mean like monte carlo simulations with shifty volatilities and such?

Vista isn't bad. I think the poor showing is just because people are fed up with having to upgrade for so little in return. I like Vista better than XP, but I upgraded only because the new system came with it.

My lease is up in July. Maybe I can find some really solid deals. I don't feel for these people because I've always rented apartments I knew I could pay the rent on if I lost my job. As a consequence, I've had to live in some real shitty places. Meanwhile, while all of this is going on...

Only way to work, because smart routers aren't that smart sometimes and in other times you need to be able to control where you offer liquidity and where you can possibly be first in queue to someone else who is trying to remove liquidity.

Keyboard by far. Used to be I had 1 key bound to each ECN with a buy/sell grouping, + modifiers to let me slip the price a little. I.e., throw order in for best bid + 3 cents, etc.

Missing option: automated

Even that is not so simple. :-) You can read econometrics books till 5am, like I am now, and still only have a mess of ideas. Very, very difficult to do this outside of a university. For example, in Tsay's book, he has software examples from SCA. I go look on the web page for that package...

I basically jumped. I couldn't take the corporate BS, and even then I had to pay to leave where I was working since I had to pay back tuition. I'm at a new company doing what I want and trading with a salary, but I just couldn't bear the idea of not working towards personal goals and doing...

Studying for a final, using Shreve as my backup source. Anyone out there have old solutions to the problems in this book? PM me, final on 11th. God, I wish this guy gave the solutions to the odd problems or something.

What's that saying about Greek and Italian families? You're not marrying just the woman, you're marrying the whole family.

Damn that setup is ghetto -- he has his table propped up by what looks like the left-over tray from a "Hungry Man" Frozen TV dinner. And the chairs! They lack the cushion. ... But then again, could stock_trad3r afford such a thing?

GRIPE: Can't run multiple monitors (over 2) if system is in SLI configuration!!

<img src="http://photos-c.ak.fbcdn.net/hphotos-ak-snc1/hs027.snc1/4279_191613120606_654845606_6750874_6840982_n.jpg"> This is my setup. I have a Core-i7, Core2-Duo, Pentium-D 3.2GHz, a PS3, a Mac with a core2-duo, a p2-450, a p3-1GHz, PS2 running Linux, a pentium-M, a G4, 16-port switch...