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http://www.youtube.com/watch?v=MpraJYnbVtE

If they truly had an edge, you'd never hear a thing.

Ah, that's a shame, I was kind of getting to like the new one. The news feed was cool.

+1

It really depends on what you want to do, each has its own pros & cons. For general development it's hard to beat the MS tool chain on Windows, why anybody would want to torture themselves with gdb on Windows is beyond me. It's pretty easy to write code that compiles on most platforms, so there...

When simulating limit orders on OHLC data, one can make a fairly simple set of assumptions regarding simulating execution (i.e. fill if we go through (or touch) the limit price with some assumptions about volume). But what assumptions can one make when simulating market orders? The only things I...

I Agree.

I personally don't understand the resistance to the self moderation idea, there will still be plenty of shit-storm threads to generate the 'hits', but at least good threads won't get ruined as has happened so many time before. The point of the site for the owner is to make money through site...

Let's say I have a set on n strategies and an account of size x, has anybody come up with an optimal way of allocating capital based on the performance of the individual strategies? Let us assume the account is too small to assign some very small fixed fraction to each strategy. I can think of...

It's 500.

Under-capitalization is a perfectly valid reason to fail, though obviously not the only one, edges are small and the leverage on offer may not be enough to over come commissions.

You're going to get all sorts of answers here, none of them will be what you want. Best thing to do would be to go back through the old P/L threads, you'll soon work out who's for real, go and read their posts, most of them have posted their back stories at some point.

To jtrader33: That's just based on experience in both languages, C# is a resource hog like Java, but it does run quicker (on windows at least, Mono is a POS). Realistically, unless you're planning to feed the whole book over multiple years through your back tester, it's not going to make that...

One thing that people never seem to consider when throwing around different back testing options is the ability to move systems into production transparently. R is great for sketching out ideas, but you're never going to do any serious throughput in R, even if you do come up with something...

Threads like this are all over ET, basically people are polarized to either side of the issue. Which makes me think that the truth is probably somewhere in the middle, whatever that is...As far as liquidity provision taking a dump since 2006, isn't that also tied in with the decrease in volatility?

To add to an already somewhat redundant argument, you obviously need the full spectrum of skills, you have to start with the basics of course, but to solve any complex problem you're going to need lots of advanced skills (distributed programming, networking, state machines, error handing, data...

But if you don't use smart they charge extra commission, it would seem hard to quantify the impact of 'having your flow sold', where as it's very easy to quantify the cost of the commission.

EricP, 2rosy (rosy2?), Dustin, Lescor, DeeDeeTwo.

The reactor pattern does not dictate the number of threads you use to consume events. I have a thread dedicated to network I/O and another thread dedicated to timers. I dispatch/post these events through an asio::io_service into my main thread in which I do the business logic, there is nothing...

+1 for this, boost::asio::io_service is the modern version of this, jeepers, it's been a while since I've seen someone mention ACE.