Search results

The reason R is handy is because when you model relationships and want to know what's tradeable, R gives you the summaries and visualizations of the phenomenon quickly. It isn't for speed, so much as it is rapid prototyping and understanding the data. I'm only integrating it into my trading...

TradeStation is a fantastic broker. I asked for help with a sort of exotic problem I encountered and they called me on the phone to help me out today. I've never had a broker do that in my life. This is by far the highest quality retail platform for testing and running ideas. It's not what...

"THAT" really isn't a system. SEC regulations change, rules change, and where your liquidity will come from also changes. You really aren't going to find microsecond timestamps from 2001 as hard as you try, and even if you did, it probably wouldn't help because even the ECNS that were around...

I built a bridge from TradeStation to R via a DLL written in C++ today. The DLL gets loaded by TradeStation, and builds a singleton around a connection to R. The singleton arbitrates access to the R dll [poorly] and returns relevant portions of the resultsets back into TradeStation. For...

I love this site, even with the trash. Mostly because it keeps me motivated. I wish I had friends that liked trading as much as I do and who could tolerate my personal quirks[1], but I don't. This site is what I have, and so I continue to visit. ... [1] Namely, some friends are...

I thought I would have a day of productive work here, but it looks like I have to relearn some DCOM fundamentals to talk to R in Windows. The issue with Rinside, that I saw, was that there wasn't a build/makefile readily available to work on Windows; I was feeling too lazy to dig into it to...

This is because, if you're a sikh, you (probably) have a turban on. To most of America, terrorists are associated with turbans. Not saying it's right, but the TV is more popular than Jesus and his tolerance. I don't have anything against you, but I've always found sikh traditions to be a...

I wasn't much of a racist before moving to NY. Now, sometimes my patience is tested. Tancredo was right when he talked about assimilation. Note: I wasn't born in this country, but I don't think ghettos have ever been a good thing.

NVM. I'm a tard. If anyone ever Googles to answer this question, here is a document with good answers: http://cran.r-project.org/doc/manuals/R-exts.pdf

I'm looking at RInside and RCpp. Someone in one of my grad school classes mentioned something about a COM object interface to R. Really, I don't care how it gets done, but I need to prototype something quick. Suggestions please? One problem is that I have to get the thing to work in...

I really don't know where this "backtested over 20 years" stuff comes from. There are short term phenomenon that, if you understand, you can exploit. The 20-year requirement really doesn't make sense for market microstructure practitioners because rules change, liquidity changes, and the...

I wouldn't hire you if you bothered to waste money learning FIX, or even FAST FIX. Just read the docs and find some broker/exchange that lets you use it, and go for it.

Agree with other poster -- are you a direct customer, or do you have some other means of getting onto EBS?

Nobody who is an institutional trader is afraid of retail flow, because retail flow is where the HF traders make their money. They need fools who think their RSI and MA strategies will make money. Given the chance to take the opposite side of retail flow vs institutional flow, who do you...

I buy stocks for swing trades now and then. It won't be so bad. I'll get rid of the training wheels at some point, but their platform gets me most of what I need the quickest.

I found an edge in R and I know how to trade it now. It took a bit of the weekend, and the code is only partially complete for testing. I think my edge is sufficiently odd enough that institutions won't bother and simple enough that I can pull it off with home-brew retail-idiot technology...

The only opinion you need to have is that the default network stack is not good enough if you want to respond fast enough to play with the big boys. If you're ok with ms-level latencies, don't bother. There's a degree of customization you should do beyond just swapping out the default stack or...

I am intimately familiar with this stuff, which is the reason I am in the HF space. :-)

What makes you think a wino will bother going to the hospital? In college, all the girls who got alcohol poisoning just passed out and, unless someone called an ambulance, just died.

If the guy dies of his alcoholism, society wins though. Perhaps we should come up with an inverse tax where people who are poor get taxed MORE on their alcoholic purchases. Then use that money to finance the government programs that the poor use. The rich should pay 0 taxes on booze, but...