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What's "real" backtesting experience? 50k or 100k doesn't matter. % return matters. Out of sample testing matters. Whether your strategy can scale to 50k or 100k matters. How you're modelling fills on your backtests matters. Your KPIs matter. Et cetera. GOSH! You people are gonna...

SPY is *very* liquid. Check this: http://www.elitetrader.com/vb/showthread.php?threadid=215945

Either of those are valid words, so autocorrect wouldn't help you there. But don't sweat it, people worried about your spelling have too much time on their hands. Pay attention to what the helpful people (NoDoji, etc.) are saying.

Nice call!

:confused:

If you know nothing about the future, then execute now. Otherwise, you know whether you should execute your 1 share at the current bid/offer or wait. These are execution benchmarks... ...and people build algorithms that try to replicate or beat the benchmark. Of the two you mentioned...

I'd like to know as well.

Forget the whole morning, often times trading just the open hooks me up.

This is good if you have a fast connection locally. Otherwise, VNC (particularly "tight" VNC) is a heck of a lot faster/lighter than native X protocol, which was designed for local area networks.

A while back I had a UK-based VPS from openitc.co.uk. Top notch. You'll probably want to install a VNC server (on Debian/Ubuntu this is as simple as "apt-get install tightvncserver") but only run it on the loopback interface, so that you can tunnel your VNC session over an SSH connection for...

To anyone criticizing HFT: You know that if you could do it and make money doing it, you would. Think about it.

To be fair, computers can just as easily be programmed to commit "financial rape", and to do so consistently.

I think you're just bitter, 777. Maybe you need one of these: http://www.rattraders.com/

Anyone know where Bear Trading went? Google doesn't even turn up much.

Actually, it's "for what it's worth". http://en.wiktionary.org/wiki/FWIW http://www.urbandictionary.com/define.php?term=fwiw

ES just made lower lows. :confused:

Are you using it for trading decisions?

If I'm not mistaken, you've stated previously that you don't backtest, due to unavailability of historical data that you would need to do so. Is this still the case?

This is why I find relative-value trading so attractive.

Why wouldn't you just use a paper money offering from one of the better brokers?