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My suggestion would be to get started with C#. It is easy to learn, and it will be easy for you to pick up other languages like Java or C++. -segv

Unfortunately, I do not have very good things to say about OpenTick either. I was really excited when I first discovered them, especially after I read through their API documentation. I only with they had been able to live up to their potential. The speed of historical data retrieval is...

Well then - get to your local community college and load up on their introductory programming classes. You will be programming in a week, and in two months you will thank me. These new languages (C#, Java, Visual Basic) are a walk in the park. So, get to it. There is no good excuse. -segv

Too hard for who? -segv

"Everyone is buying it, so it must be good". Ah yes, argumentum ad populum. It does make the capitalist wheels turn. -segv

I have investigated this myself quite thoroughly, and I have heard nothing but good things about IIT. I plan on attending the IIT distance program next year. -segv

It will be far easier for you to write a plugin for Excel in any of the .NET languages than to wrestle with Excel itself. See: http://msdn.microsoft.com/library/default.asp?url=/library/en-us/odc_vsto2003_ta/html/ExcelObj.asp And this for an example in C#...

I assume you are referring to NASDAQ equity market-makers. The new NASDAQ monthly share volume report has rankings for each market-market maker in each market, including BRUT executions. See the following URL: http://emi.nasdaq.com/foyer.aspx?tab=shareVolume The short answer is "yes"...

Execution and sound decision making are essential parts of any successful strategy. Successful execution and sound decision making with a fundamentally flawed model will still result in a negative expectation. I am quite happy that so many people have so little faith in such pursuits. In...

Sorry, but I cannot comment on this topic, other than to point you towards a starting point. Start here and work your way forward: Engle, RF and CWJ Granger, 1987, Co-Integration and Error Correction: Representation, Estimation, and Testing, Econometrica 55, 251--276. -segv

I have said it before here, but I will say it again. You are shorting a market for a product with strongly increasing demand, limited supply, and capped production. Any supply disruption, or even a hint of a threat of an imagined non-existant supply disruption, will send prices soaring right...

Again, this is not going to happen in the options markets. The algorithms that quote options may often join you on the bid or offer, but they will seldom exceed your quote. And, if they penny your bid above fair-value, sell it to them! -segv

Actually, the situation will be a little worse than what you describe. The order book queuing algorithms work because they are creating an instantaneous option with their position in the order queue. What instantaneous option am I referring to? Why, its your order of course! This cannot...

As your temporary mentor (for the duration of this post), I am going to give you some advice. I am guessing from your profile and writing style that you are young, possibly still in college. If that is the case, start loading up on the math, economics, computer science, and psychology. If...

You do not need a background in mathematics to be a good programmer, but it does help in many situations. Take a battery of CS and programming classes from a community college. The quality will be just as good, the prereqs are easy to meet, and you might even find some U of M professors...

Please PM me. I have a set of petrified chicken bones that belonged to Jesus, and I am willing to part with them at a very reasonable price. -segv

From the "article" (read: paid advertisement): This is a fundamentally flawed model. It is also 20 years or more behind current techniques for modeling non-stationary time series. IMO, its worth less than a blazing stack of pesos. -segv

SmartQuant, period. -segv

A well written post, Walker. But being a poker player myself, I disagree that profits are guaranteed even with perfect play. The reason being is that if you are sitting at a table with other agents who play a perfect game, it comes down to bluffing , reading, and luck. Consistent profits are...

"You're connecting a computer bug I had, a computer bug you might have had, and some religious hogwash. If you want to find the number two sixteen in the world, you'll be able to pull it out of anywhere. Two hundred and sixteen steps from your street comer to your front door. Two hundred and...