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Doubt it ... for instance, yesterday, 3/7, there were a grand total of 12 contracts traded. There is zero liquidity right now.

CBOT maintains such as a list itself, of course, it depends on what kind of service you would require, etc. Almost all of the clearing firms have somebody that can help you to lease a seat. http://www.cbot.com/cbot/pub/page/0,3181,1923,00.html

Well, interestingly, some of the automated trading systems that I know that are currently producing 1% a day belong professional trading firms which are Merc members. The pit action is thinning out (I am a Merc member), with the market making for eurodollar options recently introduced on...

Allow me to make a suggestion, let's add a section on the feedback describing the type of customer the feedback is for. i.e., nitro can specify that he uses RedSky for APi based automated trading, for Equities and Futures (for instance). This way, someone can leave a positive review for...

I am sorry, but I have been with some of the firms mentioned in the flash-presentation for IT4ex (including as head of tech for one), but I have never heard of your firm. The presentation makes some confusing and misleading cleaims, like being a "vendor" for SFTI, you mean you are a SFTI...

Not necessarily, most quant modelers and analysts doing statistical modeling are expected to know how to code, in C/C++, Java, and at least one statistical language (S-Plus, Matlab, etc). In fact, the coding competency level expected for quants have only gone up over the years, due to the rise...

They have a very good reputation. I know some of their sr people fairly well (but I have left the Chicago scene for over a year now), they also have a fairly active business in NY trading cotton and I think coffee. It is a well run organization, but old school (relationship building, good...

I am not sure what you are looking at them for, clearing or joining them? They are an old CBOT self-clearing market making firm, doing mostly agri type of stuff. I think they have since then expanded into the screen ag businesses.

There are very few primary data vendors that are directly connected to NASDAQ, SAVVIS, Radianz, MCI, Sector (the old SAIC network). I think that's it. Of all of them, only SAVVIS and MCI offers hosting services. It depends on how much you are willing to spend for colo, I think the order of...

Interesting, the head of HK is a guy by the name of Patrik Ristner, I wonder if it is the same Patrik Ristner that used to run the ORC Software's US operations (in '03-04), there isn't that many people who spell their name that way. If so, then he is a very nice fellow, but I don't know what...

Well, one particular person that really blew my mind was trading Eurodollars (all months), and all the back-month options. I was talking to his boss one day right after unemployment in his general area. He was incredible (he had about 50 product windows open), and did at least 20 trades in...

Err, maybe I am just weird, but I would say at least 100+ RTs per day, or more. For me, the concept of high frequency automated trading means that it would far exceed what a manual trader can do, and I have seen some incredibly agile manual traders doing no less than 10+ RTs in a minute.

Well, those guys at Lime Brokerage know what they are doing, Mark Gorton (?) and Alastair (the cto) are pretty sharp guys. I met with them when I was with the ibank back in '01 - early '02, interesting meeting, they were abit head of the curve back then. But they were also very small back...

High quality data is absolutely key. I use tick data directly recorded from the exchanges, so I paid a heavy price (exchange connectivity, colo, etc) for around 5-6 months just for the data.

No, it wouldn't be through TradeStation or any kind of environment, if you want to use TradeStation and the like, then just use them. CMC custom software are geared towards high performance automated trading systems custom built.

Expert, heh, I wish I can just be an "armchair expert" and then the profits will just magically flow my way. But the market doesn't work like that, anybody (a discretionary trader or an automated system) have to make trades, make hard decisions and take the necessary risks to pull out the...

Yep, I have seen three systems traded with no down weeks. One for about 3 years (the original strategy just ceased trading afterwards, since the edge had eroded significantly). The other two shorter (since they are currently ongoing), but 8-9 months already. Edited: Just to clarify, as per...

Don't waver, there are always ways to make the the system better. There is nothing like real trading experience, since even in an automated environment, there are temptations after every trade to just make it a "little" better. Also, resist any temptation to shut your system down at anytime...

Since I am one of those people who indicated that 1% is possible, more than possible, as I have seen it done in about half a dozen cases, with a few million in capital. I don't really consider somebody playing with 10-20k and generating good returns to be notable at all. I figure I should...

Good clarification. Then you are talking about DMA platforms usually offered by brokerage firms (such as REDI+, CSFB's Agora, etc). Then my system is not your target research base then, since I am a member of a few exchanges, I have my own connections to the markets (I am my own broker, if you...