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About the program for creating the option strike prices... Have you read the OCC rules on when a new option strike is created?

Stop trying to send them bitcoins... :P

there's a few ways in which you could do this. maybe this can be done through a DDE, although Im not sure. I've used ddE to share data to/from excel to/from 3rd party programs but havent used it from excel to excel. if you need the "other workbook" to be exactly the same, then maybe you can use...

Check this out... http://recode.net/2014/09/10/introducing-binatix-a-deep-learning-trading-firm-thats-already-profitable/

one thing is sure with the proprietary languages, they are able to deliver trading systems with a LOT less verbosity than general purpose languages, since they have plenty of build in functions to simplify the task of trading.

We are planning to connect through the FIX and to maintain our own DB and Javascript charts. For the front end we've been using MT4 while we get the servers setup... and well... it has very interesting limitations.

:O ohh ok... :D Lol... im in the process of connecting with them too and what I like most about them is the fact that they're a regulated MTF :)

It's no surprise that they can't take bitcoin since they are a fully regulated MTF under the Financial Conduct Authority's supervision...

I came across the code for an SMA crossover system built on python zipline. http://nbviewer.ipython.org/github/twiecki/financial-analysis-python-tutorial/blob/master/3.%20Backtesting%20using%20Zipline.ipynb It is not exactly the system requested by Sergio77. but it is pretty close (after i...

usually prop firms connect to brokers through fix on the server side. on the other end they offer traders some kind of front end or API for traders to enter trades to the prop firm. as far as the traders know they are trading with the prop firm... as far as the broker know they are getting...

running a broker dealer is a mayor pain in the neck... (and as explained by others above, that's a requirement if you want to connect directly to the exchange) it may be easier to shop for a new broker... depending on the volume you are trading per month, you may not get down to 1mill but you...

non omnes paribus

The question was specifically about 2 proprietary languages (Amibroker AFL, Tradestation Easylanguage) 1 platform (NinjaTrader) and an open Programming language (Python). The proprietary languages may be based on open programming languages but they are tailored for use with a specific platform...

Very good article. CS Crossfinder used to be one of my favorite darkpools... I guess they changed their ways towards the dark side (pun intended) since I stop trading illiquid stocks. One advantage of using the hidden orders from displayed exchanges, is that you don't have to pay the spread as...

You are correct the >5 minutes is an exaggeration. What I meant to say is that these are languages for retail platforms (and a high level language that is not known for its speed) and are not meant to high frequency.

The points that you bring up are the basic idea for using darkpools. I used to rely heavily on hidden orders and dark pools when I traded in dry stocks, they made life much easier for avoiding the whole HFT BS and also preventing my order from holding the market from going in my favor (as it...

Actually you can use python to interface to multiple brokers that offer a REST API (the same is true of Java, C#, or any other language that isn't tied to a single platform)

Python stands out in that list as it is the only one that doesn't tie you up to 1 provider. as for the pros and cons of each language... that's a long discussion that can easily turn into a flamewar... which is best depends a lot of your personal background & which languages you're already...

that 32 bit is going to become a wall on your project rather quickly as you start loading the actual ticks into the db. If you can go with an open source alternative on 64 bits from the start then it'll save you a lot of headaches later. there are several column oriented databases (like kdb) in...

you can get the quotes for all of LMAX order books through the FIX 4.4