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  1. I

    HFT at the CME - rigged to those that can pay

    This is funny... You've come along way since your first post on this thread
  2. I

    HFT at the CME - rigged to those that can pay

    I don't think you know the answer to the question...If you don't realize someone will always be faster than you, even with the changes you suggest, you don't belong in the markets.
  3. I

    HFT at the CME - rigged to those that can pay

    I understand the premise, but what does it accomplish?
  4. I

    HFT at the CME - rigged to those that can pay

    So that equalizes the latency differences for those in the building... what about the other side of the country? Even if you increase the minimum latency, the "problem" still exists.
  5. I

    HFT at the CME - rigged to those that can pay

    I'm not sure what I'm saying (specifically) that is incorrect?
  6. I

    HFT at the CME - rigged to those that can pay

    The quotes leave CME at the exact same time, regardless of the participant. That is just physics....The speed of light and the size of the pipe govern how quickly data can travel. Proximity and hardware are expensive... nothing unfair about that, just reality.
  7. I

    HFT at the CME - rigged to those that can pay

    This is a completely different situation. CME doesn't sit on quotes, they distribute them to everyone at the time they are generated. If your 3rd party vendor is slow... that isn't CME's fault.
  8. I

    HFT at the CME - rigged to those that can pay

    I hear you, and agree in principle. But in practice, I find the CME far more transparent than the more competitive (as far as trading venues are concerned) equities markets. Competition is great...until the regulators roll in
  9. I

    HFT at the CME - rigged to those that can pay

    Hopefully the competition you speak of doesn't result in the Reg-NMS style rules that have corrupted the equities markets.
  10. I

    Here’s the advantage high-frequency trading firms have over everyone else

    If it is riskless, why hasn't it been arbitraged away ?
  11. I

    competition

    Patience is what you need then.
  12. I

    competition

    Well, you could lever up even more (personal loans, home equity loans, credit card cash advance,etc)....but, that is obviously a risky endeavour and probably not advisable, unless your looking to roll the dice
  13. I

    Optimization of 3 or more parameters

    PAL says: "Nothing works, except the methods used by PAL subscription software"
  14. I

    HFT at the CME - rigged to those that can pay

    What do "excess" cancel orders have to do with tiered infrastructure pricing? Supply and demand, my friend. I assure you, i could flood the market with cancel orders from the other side of the globe, and I could spoof with retail-level latencies (I'd have to go about it differently). I live on...
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    HFT at the CME - rigged to those that can pay

    Yes, faster connections cost more money. So do faster cars
  16. I

    Optimization of 3 or more parameters

    Are you using a GPU? I wish I had 10000 cores available to me, outside of work.
  17. I

    HFT at the CME - rigged to those that can pay

    What changes would you suggest?
  18. I

    HFT at the CME - rigged to those that can pay

    So what do you propose? As long as the data is being SENT at the same time, I don't see how it can be any more fair? If CME stops offering co-location, than people will buy up the real estate in the area the surrounds the exchange servers. The lowest latency increases, but the same latency...
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    Anything Smaller than an e-mini?

    I read that CME was going to offer an E-Micro ES contract, but that was few years ago and I haven't seen one yet. Perhaps spreading ES options would give you the exposure you are looking for?
  20. I

    Compiling intraday statistics and researching/backtesting intraday data - What platform or solution?

    All of my trading stuff is in C++ (not going to share that), not matlab or spreadsheets. But if you have a specific question on how to do something (specific), I can prototype some matlab code for you (unless its something complicated...in which case I will have to charge you). My use of...
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