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I am in a similar situation as you are - only I am in Copenhagen. I work at my clients for the various consulting jobs I do. My solution has been to keep my daytime activities and build an automated system for the US markets during the evenings.

Hi Fabian. I "host" my trading system myself and it is a lot of work; so there is surely a need however if you ask me I think that we are a long way away in maturity for hosting of a trading system to be anything like hosting of a web application. As for examples of what people do I...

When and where does the Nikkei 225 futures trade? Bloomberg says: NIKKEI 225 : 7300 http://finance.google.com/finance?q=INDEXNIKKEI%3A.N225 Google (and Yahoo): 7,649.08 Which is a 4.8% move down. Which websites has reliable quotes for this?

He is an entertaining guy - and deserves a lot of credit for doing this particular show on Iceland and the carry trade: http://www.youtube.com/watch?v=JjglR2KYz5o I don't think the hedge fund ever got off and 05-07 was bull market for stocks so nearly everything went higher.

Changing the url from feed2.opentick.com to feed1.opentick.com seemed to bring opentick back to business.

Thanks snackly. If they can sell it then bully for them. I rolled my own and took some cues from OpenQuant, RightEdge etc. and I got to wonder if there are any really different design approaches taken out there: Portware - I can't figure out from their homepage but probably not. Reuters...

snackly - what (more expensive) tools are used by hedge funds that comparable to OpenQuant, RightEdge etc.? (I am curious to what an IT-setup in a larger fund looks like.)

http://www.deshaw.com/QuantitativeStrategies.html Which is saying absolutely nothing?

TA is IMHO best compared to descriptive statistics (as opposed to statistical inference). The problem is when the jugdement-based graph reading is reduced to mechanical rules. This is often done in a way that ignores methodological problems such as biases, data snooping etc. Secondly...

I did study it myself - and what I found was pretty close to this.

TraderZones: I am sorry I should have put this in another way. You have experience from two investment banks and have had many meetings with algorithmic and system designers. Maybe you can give some more detailed examples of what strategies are employed?

Where is this from: - ultrashort timeframe (seconds to a minute or two) - mean reverting - (think scalping or marketmaking) - intraday (3 minute bars to 60 minute bars) - trend following (i.e. think ORB) - Days to a weeks or two - Mean Reverting (i.e. - a really short period RSI system)...

TraderZones - what is your point? What are you trying to bring to this thread other than stating that you have worked for two investment banks? Given the arbitrary and secretive nature of this I don't think any single individual have a full picture of what is going on strategy-wise at...

look again

I use mysql but I am on a java platform and I don't do high frequency. Of the big databases (Oracle, Postgres and mysql) mysql, in my experience, is the fastest and the one that is the easiest to use. If performance is an issue - the best route may be to build your own database on top of...

Interactive Broker's TWS API will do this.

Take a look at these two threads: http://www.elitetrader.com/vb/showthread.php?s=&threadid=93630 http://www.elitetrader.com/vb/showthread.php?s=&threadid=77554

Here are two other Java-based projects to consider: http://code.google.com/p/truetrade/ http://code.google.com/p/jsystemtrader/ I built my platform but I got inspired a lot by these two and I got quite a bit out of the design threads here on elitetrader.

tradelink - agreed - i don't use this stuff myself systematically I look at my models / strategies - try to figure out how they behave at extremes and make sure I have a portfolio of system with reasonable diversification. Also - you optimization gets complicated as you start to take in...

http://en.wikipedia.org/wiki/Modern_portfolio_theory Basically look at the (expected) covariance between the different components and the (expected) return of each component and find the allocation that has the best (expected) risk adjusted return.