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RabbitOne, Trend2009 and others, On the topic of system security I'd like to suggest a thought experiment. This process is used in quantum physics to explore a domain that hasn't yet been detected or measured in the physical universe, such a parallel realities, communication beyond the speed...

I’d like to express my sincere thanks for your post, which is outstanding. It contributes well written, concrete, detailed information on real world trading in terms of the topic on this thread. Hats off to you! It also shows the exception to the just prior post, which notes that nothing...

Perhaps but their system will remain totally invisible.

On principal I'd agree. Those with unique proprietary systems that are exceptionally profitable are very, very quiet and almost impossible to locate. Since they make what many would consider science fiction returns they have no need to be marketed, revealed or rented to the public. These...

Yes, after 12 pages of posts and discussion on the topic we have the tentative conclusion that the topic is not very relevant: 1) If you have a strategy made from mostly public components with only reactive capacity there is no need to keep it secret Or 2) If you have a model with...

Correct. However, where I am in Chicago there are multiple colocation companies within a few hundred yards of the CBOT and other exchanges. Like I said what is more valuable: 1) Keeping the trading strategy private 2) Gaining 50 ms? If the strategy is based on the 50 ms then it's probably...

No really. The ultimate solution is to split the system into multiple separate parts on separate collocated servers at separate hosting firms, all of course unknown to each other. Each part is totally useless without access to the others. That coupled with a significant ratio of dummy trades...

Here is an example of a trival reverse code engineering project: Decompilation in Practice: Reversing helpctr.exe The following example illustrates a reverse engineering session against helpctr.exe, a Microsoft program provided with the Windows XP OS. The program happens to have a security...

That would be even easier then extracting functional equivalence for the system from the input price time series and the known trading signals output, with no access to the code. What we are talking about here in both cases is vaguely similar to very advanced curve fitting…..the dread of...

Algo Kid, Thank you for the response on your expertise on this topic. At least you are honest enough to admit that you don't have any. I have to respect that. As strange as it sounds there are rumors that on occasion one or two individuals have posted on ET material presented as expertise...

Nice opinion......what is you backgound in Analytics?...just so we know the skills behind the opinion. If you read the thread carefully, you'll note that we aren't talking about recre4ating the system in plain text, only dulpicating it's outup singals. For this knowing the TA isn't necessary...

Bingo...we’re getting it. As I said we aren't looking for the specifics of the machine in the black box...only the ability to create the same results. Part of the problem on this thread is the gulf between linear and non-linear approaches. They are almost different worlds. In terms of...

It's a bit foggy at this point. The discussion started on how to keep secure a theoretical black box automated trading application collocated near the exchange from the hosting company. It's transmuted into a debate on the relative difficulty of code breaking, if you will, between US...

Like I said with hundreds of combinations of actions/players/locations and languages NSA has their hands full in a very complex domain. There are ways around this such as the method the US Navy used to crack Japanese Navel codes during WWII (take an action that we cause the Japanese to make a...

You said "Psychology is the most important part. Next, it is money management.". That really depends on how you trade: 1) Sit in front of the computer, look at the colorful indicators, make a decision then trade - yes, correct. 2) Create a fully automated system, which without human...

OK, thanks. And your current job these days, if not trading full time is? For me, in addition to market involvement, I’m currently consulting on a multi billion dollar project (annual revenue) for the scientific R&D group at a major global corporation. In terms of the facts then: let’s be...

Not really. What makes you think that the folks that NSA wants to track aren't converting their instructions from Arabic to say Icelandic or Navaho and then translating it back on the other end? They aren't so stupid that they can't learn little known languages at least for the 50 words it...

OK, and what is your background in Computational Intelligence or Predictive Analytics? Mine is about 15 years in data mining, business intelligence and related fields, consulting with major corporations and foreign governments on occasion. I work with about 8 major software systems in these...

Sorry if you misunderstood my point. Let's say to be very precise, 10 or 20 matematical operators regardless of whre or how oftgen they are used. I'll start the list, please add to it and lets see how many we have: 1) addition 2) subtraction 3) multiplication 4) division 5) comparison >...

As noted on this thread about a dozen posts ago the intent is to protect a collocated server running a trading system. It was pointed out that one very effective way to protect your system from the network admin folks is to generate many false signals and have these separated into phony and real...