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you are correct my strategy is not scalable, otherwise, I will be rich than buffet :). I am fully aware of the risk and thus I always control the trading activity based on the market volatility, and only trade large stocks. On the other hand, I also try to maintain market neutral. even if I get...

I do not know what you mean flow business, I do trade using order flows in level II.

I achieved the return vs drawdown from high frequency trading. It may have risk, but not so large because when the signal comes I will take it, and in 85% of cases i will win, even if I lose, just 1 cent, and the trading is spreaded out to hundreds of stocks with 1000 shares per trade.

I guess you might be right in terms of trading strategies for big shops since their code lines are millions. but if the code is just thousands of lines, and standalone, the situation may be different.

it could be generally true most of strategies are not innovative. But there are cases some strategies can make tons of money. for example, David shaw and James Simon. If the strategy makes tons of money, it will interest people to steal it because few people can make millions per year. what you...

the second server that executes real trade can not trade via the same broker that houses your data server. this is safe only if the IT personal does not know you have a profitable server hosting with them;otherwise, they can still reverse engineer your code and find out real and dummy signals.

suppose the software binary is encrypted, how can the second application load it into memory and decrypt it to make it run without writing any temporary decrypted files on the disk first?

so according to your knowledge, how do hedge funds protect themselves in the case of server colocation? most of hedge fund have to colocate servers with brokers instead of building their own data center. thank you for your input.

this question may sound silly. more and more HFT hedge funds colocate their servers with the exchange or brokers. the question is, if the server is very profitable, say, tens of millions per year, how can the hedge fund be assured the strategies will not be stolen? the broker company may have no...

have you tried to send out direct-routing orders using FIX? I talked with one customer service person, she told me FIX will penalized. But I am quite doubtful, since that penalty is unacceptable for institutions where institutions use FIX instead of API.

thanks, Daniel. API do not have unbundled fee for directed routing, do you know if I use FIX for direct routing, it is also penalized?

The IB Gateway client can be used to connect an API to route orders to IB, and it can be used to route FIX orders to IB. Does anyone know how efficiency of API method compared with FIX method?

Don, How many symbols will the automated program play? for stocks of not very high volume, How can you make sure they will not stampede each other?

he can open account with IB. there is no problem for foreigners to open brokerage accounts in US. Opening a brokerage account is not as difficult as a banking account, because there is concern for funding terrorists from a banking account, while brokerage account is investing in US which is...

ask him to open a broker account in US, and authorize you to trade his account. Do not put his money in your account, because you will have tax liability.

If every one in your camp runs the automaton, do you think they are not killing each other since shares in the OO are relatively small? for example, BGU, average daily volume is 8 million, but the shares for open cross is only 6 thousand. if there are 10 people in you camp competing for the 6000...

3 billion china yuan is just a joke to spur private investment given that 4 trillion has been injected into government controlled companies, a large number of which has been squandered.

where are the open order players? this thread has not been updated for almost a month. I wonder if those frequent posters are still playing this strategy. The OO only has very slight advantage, and can only feed a few players. with more people joining it, it is finally killed.

anyone has idea how to route to nyse with less charge with laser platform?

I am a user of Genesis Laser platform. I wan to know how I can route order to Amex exchange? Anyone has idea, please advise.