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Baron has said that posts made while the new system was online have been lost and will not be recovered.

Haskell is another of the functional languages like F#, which are more dynamic than others. The idea is that you compose functions at run time when needed, which ends up being tremendously powerful rather than having everything statically typed and frozen at compile time. Functional...

I am using the newest versions of each platform, released within the past year. Very broadly, they are almost identical functionally in many ways for basic use. But I find Eclipse richer (but, to be honest, a little more complex to get used to). For example, there are a number of...

I use both Eclipse and Visual Studio and I find Visual Studio vastly inferior. Just to start with, it lacks the Local History of Eclipse (simple file copies of all past source changes without requiring the overhead of a source repository, commits etc.)

I do and I think your sample is off-base which is why I am asking for others' experience. But Unix plus (Java or C++) is what I am interested in, not just Unix plus Java.

I would agree that the Windows/.Net platform may be a more practical "broader target" to aim for for someone who currently feels more comfortable with Windows and .Net than with Unix and Java. .

I would not necessarily use the term "professional trader." It is just a "trading business" (or not) and any (real) business can carry out losses. Green says he has never lost a case that met his criteria.......

I can tell you that a major bank I personally know of uses primarily Unix and Java for its production trading platforms. (There is some Windows and .Net too, but to a much smaller extent). They hire primarily Java developers (or developers familiar with any other comparable language, such...

I agree that I would not carried away with "expenses" from trader status (which, as you say, just means that your trading is qualified as a business). But a potentially more major advantage is the ability to carry losses out to your other income (in years where they occur) and carry them...

"1-5 trades a day every business day in 2012." By the way, that may be enough for trader status according to Robert Green's site. About 1000 trades total (500 round trip) is needed. However, the additional (optional) mark to market election has to be made by April 15 of a given year...

I would not agree that most *major* banks and hedge funds nowadays run the *majority* of their mission-critical trading apps. on pure Windows machines, pricing engines, data warehouse servers, matching engines, dma platforms (emphasis on "most" not "all"). That is purely a factual question...

Your experience is clearly quite limited if you have not seen major Windows reliability and performance issues yet. You will when/if you get more experience in larger server environments.

That is contrary to explicit instructions from the IRS: See 8949 instructions page 2: "Do not enter “available upon request” and summary totals in lieu of reporting the details of each transaction on Part I or II or attached statements."

Correction I needed to use the absolute value of delta on the put side: BSStrikeFromDelta <- function(S0, T, r, sigma, delta, right) { strike <- ifelse(right=="C", S0 * exp(-qnorm(delta * exp(r*T) ) * sigma * sqrt(T) + ((sigma^2)/2) * T), S0 * exp(qnorm(abs(delta)* exp(r*T) ) *...

I was looking for the same thing and found this thread helpful, as I am sure others will in the future. I also found: http://www.quantessential.com/messageview.cfm?catid=3&threadid=24601 Here is my working R code in case anyone needs/likes it in this particular form: BSStrikeFromDelta...

I'm not talking about your feed. I am not talking about you or about high frequency traders. I am addressing an issue raised by an earlier poster talking about people trading from home, not at a data center. He said roughly- "oh I heard IB drops ticks or something - is that a problem...

For specialized needs like yours, great! But I think most users just want live quotes and are not (unlike you) really analyzing the data tick by tick. For them, the risk of falling behind would be more of a problem.

Which would you rather have? (1) Feeds that attempt to send you every tick but inevitably fall behind when volume peaks, especially on anything but the fastest connection (2) A robust feed that scales to the speed of your connection and gives quotes that are always up to date, but are...

It's just because so many here use IB and hold it to a very high standard. Overall, others are worse, but more opaque and do not offer so much so people do not expect as much.

Leaner engine is important all on its own. Also, Linux is open-source whereas Microsoft is proprietary and closed. There can be unsolvable Windows bugs (I have seen some) that can affect reliability. "Support" from Microsoft is not enough because they will wash their hands of some...