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Most of those are infact designed to minimze market-impact and information-leakage for larger orders. Historically they have been developed to minimze costs for the sell-side - its just much cheaper than a hands-on trader - but most likely perform worse than an experienced execution trader. On...

Kind of reminds my of Wayne Walters Tickzoom project. Also a solo developer who sold a few licenses of his thing (also claiming unparalleled performance and so on), and now the project appears to be stale since years. I guess the thread is still on this board somewhere. If you pay up and get...

This is a good primer on execution algorithms: http://www.amazon.com/Algorithmic-Trading-DMA-introduction-strategies/dp/0956399207 Most of those you named are described in it. Its a good read, even if you aren't an algo trader yourself.

Advantage wants 50K min. for an FX account, but obviousy you need to be able to cover margin (O/N 20:1, 2x that intraday). So for a 1 mil trade you already need ~50K margin (25K intraday respectively). On ebs 1 mil used to be the minimum trade size, they recently started to support 100K lot...

Marex too.

Huh, i guess WentFishing trades GBP/USD spot then, since 6B is only $6.25 per tick. What a genius..

Also, in futures there is a higher gap risk - cme closes down for 1 hour, while spot closes only for ~15 mins. And, as mentioned, no liquidity in the crosses. Besides, spot is just cheaper for price takers. You can trade eur/usd <1 pip/tick all in, while in futures you pay 1 tick minimum +...

Viper said Cabletrader got banned from ET by Ivan.

I just loaded a 1-minute chart with length of 6 months in 4 to 5 seconds. A 500-tick chart (length 100 days) didnt take much longer. All data was stored in local cache tho. Its reasonably fast with locally stored data. When Neo has to request data which it has not already stored, its...

No userdefined spread manager? Ok, i can enter a spread-formula in a quote-table, thats good. But when i click it to send it to a chained chart, it does not get sent to the chart like a regular symbol. You know, copy&paste spread formulas gets old really quick... Also, some symbols are just...

Orders sit server-side, and they usually do get filled correctly, even tho the frontend is down, or is lagged and doesn't show a fill immediately. As a rule of thumb, if price trades through an order and there is no fill report coming back, it probably has already been executed, and confirmation...

True. Java gui is still on an off. API appears to work fine, except for late order confirmations. BTW, i use MB for charts - and their quotes are always hopelessly lagged during NFP for the first 5 to 10 minutes. Ditched eSignal about a year ago, they were expensive and still lagged during...

Wallace: i dont think you can draw any conclusions from Oandas weekend pricing. They are completly on their own during this time. I also think its a really bad idea, they are taking a huge risk with that. Surely they lost quite a bit of money in 2008, i know i made a bit on their weekend market...

Thats not only the case for retail firms. There was an article in Euromoney a few months ago on how efficiently single-bank platforms can internalize order-flow and have to rely less and less on external liquidity like EBS and so on. They said DB's Autobahn platform can internalize 60%+ of...

I always thought the CME FX contracts had fifo matching since like forever.. are you sure this is a recent change? BTW, they are not discussing ordermatching algorithm. The fifo-rule they are refering to prevents being long and short in the same ccy-pair at the same time. Which is sort of...

They should go ahead and cut funding to the NYT and Post, which also participate in such unpatriotic activites. Some of these folks aprntly need a few good ole waterboarding sessions to put them straight.

I have looked for myself, but have not found anything on the cheap. Most of the free stuff, and things that are embedded into the 'usual' retail level platforms cant even compute FX PnL correctly. Obviously, for fx and multi-asset/currency transactions such a software would need access to...

If you read their docs it sounds like this is for real. Regulatory status as MTF and central counterparty is LCH.Clearnet - i doubt this is 'fakeable', afterall LCH, Goldman and JPM put their name on it and those firms are absolutely anal about compliance. I dont think this will be a huge...

Dumb poll. Even if this is a good service, it will obviously not end fx dealers like fxcm or gain and so on. Oracle: what would you do with volume-information from a platform like this. It would be about equally useful like the vomule info from fx e-micro contracts on cme, i.e. not at all.

There is no spoon.