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    Education For HFT

    No one ever defines manipulative in any of these threads. Care to comment on what exactly these practices are?
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    Education For HFT

    My only (mild) gripe is with broker dealer internalization, especially on retail accounts.
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    Education For HFT

    Re #1: How do you do simulated IOCs then? Re #2: Why? I want a fill or I want out.
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    Backtesting with Interactive Brokers

    You have to write your own code to backtest, or use some third party tool.
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    Education For HFT

    I think HFT should be expanded. I don't see the problem with lots of cancels. The fundamental issue in markets is reacting to information. Whether it's news or book structure or flow or what have you. Crippling some participants doesn't do you any good, and the market will just optimize...
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    Interactive Brokers TWS Bug Thread

    Anyone know if this can be fixed?
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    How did you come across your edge? Accident? Refinement of an idea? Taught?

    Moreover, a million trials and 10 million errors.
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    Interactive Brokers TWS Bug Thread

    BUG: TWS steals focus even without a dialog box. (Not sure if this is a feature or a bug, not sure how to turn this off.) I'm using this: Build 916.5, Apr 4, 2011 11:25:43 AM Jolt Build 1.1.8, Jan 25, 2011 12:44:01 PM Nia Build 1.7.10, Mar 16, 2011 12:08:00 PM ModelNav Build...
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    Shitty municipality default watch

    Look at the income and demographics: http://www.city-data.com/city/Central-Falls-Rhode-Island.html "Central Falls on our top lists: #55 on the list of "Top 100 cities with highest percentage of renters (pop. 5,000+)" #59 on the list of "Top 100 cities with old houses but young...
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    Prop Firm Hiring

    Also, when word gets around that a place is a great place to work for, that's usually a signal that you want to leave that place. It just means the place became a target for the 9 to 5ers, who will then dominate the company culture more than the people who saw it fit to work til 3am to make the...
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    Is welfare pointless

    Can families designate who will be the foster parent? So for example, if X and Y have Z for a kid, but 1) X and Y aren't married, and 2) Y claims to state that Y can't care for Z and designates X as the caretaker, can X and Y essentially get a "rebate" from the state for taking care of their...
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    Is welfare pointless

    Well, if what you say about people being bad is true, we shouldn't bother eliminating poverty. Why throw resources down the drain on creatures that are fundamentally wicked?
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    Is welfare pointless

    Without much success. The public, for whatever reason, accepts kings and queens without much thought as to how they became kings or queens. Oh, but we're so ready to give birth control to third worlders! I blame this on fairy tales like Cinderella brainwashing children. You can't do work...
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    Is welfare pointless

    I think eliminating poverty is as simple as giving people ownership of production facilities. Usually, this means land/agriculture + either apprenticeship or training. (Just seizing land and giving it to peasants doesn't work.) Land ownership needs to be looked at more closely, because...
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    Is welfare pointless

    This 3rd world bashing is stupid. 5 or 6 3rd worlders don't consume nearly as many resources as one fat, lower-class American. The third world should get reject UN and Gates offers, and reject the UN altogether. What an illegitimate bs organization.
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    More reasons to put hft behind bars, sooner rather than later

    I dislike that other people can run faster than me, so maybe we should ask Obama to make those people wear fat suits around.
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    Java vs C++ or C#

    I've seen people use hybrid systems with Java and C++. Concept modeling and the high level stuff goes in Java, and the execution level, market data, etc... they do in C++. It kind of depends on what you want to do. The best approach is to just measure and go from there. Don't necessarily...
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    IQ Feed Latency

    I know from working with poor market data feeds in the past that when people drop packets or when there is a burst of activity, the crappier feeds can take on the order of anywhere from several milliseconds up on over to a few seconds to recover. I expected some issues with IQFeed, but I didn't...
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    IQ Feed Latency

    Great suggestion! Thank you, I will try that! I forgot that they included the time stamp in the data.
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    IQ Feed Latency

    Both methods result in the same behavior (direct socket API, or using some off-the-shelf product like NT.) The situation is usually transient, and only lasts for a short period of time. It's just that in 1-2 seconds, it's possible to make a lot of mistakes. Most of the time, lag is not...
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