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Composite from: ticker % in composite unh 0.0175573498853845 trv -0.0792297374822473 t -0.0421676982227589 pg 0.0920792311034956 pfe -0.0762111549565695 mrk 0.0542139936946301 mmm -0.0818691386400567 mcd -0.11074158295555 ko 0.0994558638404998 jpm...

Small pair trading sample for DJ30. This is simple system based on deviation entry > 2 and exit when pair price composite cross moving average. Optimal pars found via analyze of the minimal deviation of pairs. Review [Out Of Sample]. Top part is bar by bar equity. Bottom is used capital. Used...

Made small research and found best composites for PAIR trading from DJ30 for last year (stock1 vs stock2) axp = -0.500750275711075 : trv = 0.499249724288925 ba = -0.497289522253169 : cvx = 0.502710477746831 ba = -0.502262175228374 : mmm = 0.497737824771626 cat = -0.499964667226912 : jnj =...

Another sample: simple 5 symbols composite [Out Of Sample] test (composite calculated on quotes before 23 may 2005): PS. As you can see it's more volatility and potentially more profitable. It's need research optimal symbol amount in each composite, composite K etc... PPS. It's possible say...

Hello, Focused on composite multi level market maker now. What is multi level market maker? This is buy/sell levels. Review the screen below. What I can do? I can generate thousand composite like on screen below and help start multi level market maker as part of your trading system...

I'm trying understand what is latency of CME matching engine... In the they timestamp time. Because trying adjust my low latency trading system (this is not HFT because trade 300-400 times per day).

They do not say nothing about latency... I tried via Rithmic and have 500-5000 microseconds roundtrip.

I need info from the traders. I got one private estimation already, but it's not exactly I need.

This is internal latency. I need to know about CME latency.

Hello! May I ask about CME roundtrip latency if trade DMA from the AURORA? I need any estimation for latency of this steps: get quote from the CME, parse it, send order to CME and get recieve report from the CME by CME timestamp time. I understand that sometime CME can freeze and and send...

Do you have CME DMA? 2. What is your required latency? I tried run my own HFT via Rithmic, but found that they latency is not good for me. And I can help you with R|API etc...

I trust myself first. And I know that it's possible with capital $250 000 and CME IOM leasing membership trade DMA. No need hire team - I'm able do quant, development & simple admin work.

I can't understand you, sorry. DM me if you are able offer me something, please.

You did not read my message. As I said I tried start myself via Rithmic. They latency from trade till report from exchange from 400 microseconds till 5 milliseconds. In peak time it's 5 milliseconds when I need entry.

Entry ticker to HFT now is not expensive - do not say my about a lot of troubles relates with it, please. When you see that I sale system? Never. If you have any question - DM me or stay out.

What about http://www.myfxbook.com/members/fxmonetizer/fx-monetizer-real-account/870185 it's another one my trading system...

I have info that it's possible with $250 000. Any way I do not have $250 000 now for my own start. And yes, may be need $500 000.

For get CME DMA access i need $250 000 capital. I tried get access with my own lower capital but not successfully :( 30-50 lots value is limit because market is very agressive and there are a lot of another hft traders. Need be sure entry/exit to market. If you will buy quotes for me I'll test...

Hello, I like offer deal with my as with quant and trading system developer and programmer under the 50/50% profit split base. I researched and developed HFT model for CME E-mini. This model need CME IOM status leasing at least for reduce the CME fee and DMA for reduce latency (at least 500...

DM only