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DP (drunken post).

History's got a lot of time on the other hand. Can you calculate how much time it has, on the other other hand? including backtracking :P

>> Thank you very much for your kindness. Well Ironchef, you exceed by much the international math olympics I've seen in 10 years of competing with them and who could not say thank you if you sailed them a lake full of crocodiles on their way to conquering that mountain top and not only that...

>> the few mainstream hedge-funds who have been doing triple digit returns through algos and HFT are Renaissance and Citadel I interviewed at Citadel and was underimpressed (to say the least) by the depth of wits of the hiring manager. Which, given what I know about how all this trickles down...

>> Not sure how it's less expensive to build everything from scratch. Well I'm one of those latency insensitive guys which means I don't give a shit about sub-nanosecond, edge of Paretto edge of computing science crap that high speed automated recruitment bots put for ads in automated no brains...

1) I neither have the money nor do I wish to pay for a closed source trading solution. 2) Yes, the trading engine is the money making thing. You can take Rival Systems or Blue Trading Systems or whoever else and they do you massage but don't make money for you and that's why this is the...

I'll take a look, thanks for pointing it out.

1) Has any of you developed / maintained a complete trading system, ideally specialized for options? The terminology may vary but I think the following subsystems are universally involved: a) Market (live) data b) Historic (static) data c) Executions d) Pricing e) Auto trading engines f)...

I'm leaving aside the scam-like prop shops who provide "training", especially to people with zero prior qualifications and experience. In theory, training could work and that's what proper hedge funds are doing, but the material they work with is already very well pre-trained. By definition it's...

By the way, I think this is what people talk about when they describe "prop trading" firms: https://www.indeed.co.uk/cmp/100-Point-Capital/jobs/Financial-Market-Trader-5f5fadc6fc35c30c "No previous financial market experience or specific academic qualifications necessary. Applicant must be...

1. 24 months are not that "few". If something doesn't show results after 2 years then funk it, I'm not interested in it. 2. Haven't computed it and now I'm busy developing the live trading system. After I'm having it running in staging environment, I'll get back to backtests and run the...

Can't approve nor disapprove. Maybe it's me, maybe's just a coincidence.

What if guy's a spy? Guys, where can I learn to build A-bombs? Got some sources to start, please help, thanks. Forgot to erase and change my name for some James21 with 5 posts and 1 like so far but you get the idea.

The problem with not being able to do good work? It slowly but surely pushes you into poverty and troglodism. Having grown in rural Eastern Europe I've noticed that (at least in my country,) the percent of rural guys albeit making almost 50% of the population, only get to form some 1% of the...

erick_red++ It's a "responsibility without authority" situation.

That's because there's no cooperation in a gladiator's arena. http://blog.devicerandom.org/2011/02/18/getting-a-life/ "The problem is that a lot of clever people want to go for the sky, and there is much more people who want the sky compared to the available positions. In general, science...

Obviously. Only noticed no interviewer ever gave a fuck so it's not very taken care of. I use it myself for auto trading with IB. It's the whole system except the proprietary trading engine which is loaded as a plugin. For now it handles marketdata and executions, perhaps in the future I'll add...

maxinger++ :) Also interesting take "Being retired is only half as good as having a good job but its twice as good as having a bad job."

Ahh, and the grass is not greener on the other side. If you were ever touched by #2, the stench will linger with you forever and with 99% probability what you'll get on the other side is #2. If you can't get #1, your best option is to stick with a company long enough so at least #3 becomes an...

My experience with corporate jobs is that there are three categories of work that you may get to do: 1) Good work (career enhancing). Examples are greenfield development of complex systems where you get to choose the languages, libraries, framework, architecture. You also learn domain knowledge...