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  1. P

    A question about designing a medium frequency system, 10k trades per day

    Learning Java is a good choice (all my stuff is Java, from scratch). Fro high frequency, the order management is a big consideration (to handle things like partial fills, hung orders/network outages, staying within margin, etc.) There is some discussion here...
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    A question about designing a medium frequency system, 10k trades per day

    Trying to run a project as a non-programmer is nearly impossible. Only an experienced coder would be able to choose the right technologies, do a high level design, and break it down for multiple coders. Even if you did get it coded up, you have to realize that 50% of the work lies ahead, to fix...
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    Direct Access Brokers that will not sell your Order Flow to HFT

    What kind of delay are you guys seeing with non-directed routes, and with what broker? From my experience the executions are snappy and you would need to analyze millisecond-precision data before claiming "it cost me $xyz".
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    System any good?

    Are you backtesting on real VIX futures data?
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    How your city blindly gave Wall Street millions through trading.

    Seriously ..... if they say that, maybe .... don't sign? So for a fee, you are are protected against interest rate changes, and you *know* what the payments will be for years to come. And you run out of money ..... oops. Evil banks, lol.
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    Lower Latency Feed than IQFeed

    Have you looked into Activetick (similar to IQfeed but not sure where their servers are). As far as location, I am evaluating commercialnetworkservices ... in the 100 William St. data center, just a few blocks from the exchanges. Hokey web site, but from what I can find, they are a very...
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    I'm thinking of getting out of pakistan.

    PTG Dubai fees are what ... $2500+ month? May seem reasonable now but if you have a rough few months or year, you will be in a tough spot. Why not save the money, just trade out of your IB account and live wherever you want (or be a perpetual traveller) Or you could pick a country and work to...
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    My trading set-up ; VPS + tablet

    If the tablet RDP client supports it - you can configure to use 8-bit color, disable visual effects, disable audio passthrough, etc. which will help.
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    My trading set-up ; VPS + tablet

    http://superuser.com/questions/43797/microsoft-remote-desktop-bandwidth-usage I use automatedvps, they have a data center near NY.
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    My trading set-up ; VPS + tablet

    Microsoft RDP works well and only sends updates for parts of the screen that change. The RDP bandwidth will only a be trickle compared to what is available on a VPS. I am now running off a VPS vs. my home computer and really like the stability.
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    Greece and Gold

    This will end in tears.
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    Is there anyway to get interday snapshots from 5/6/2010?

    www.tradingphysics.com is free for limited amounts of historical data/charts
  13. P

    ESL Trading Software/ESL Trading Program

    This thread is hilarious.
  14. P

    that music led me to discovery of holy grail

    Good music :cool:
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    AWESOME

    EURJPY did just rocket off of 104,61 (I am beginning to question my very existence)
  16. P

    declaring MTM and sending attachment

    With the new 1099 rules it is important to notify your broker when you go MTM. I wasn't thinking ahead and got a 1099 with all the crazy wash sale stuff.
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    AWESOME

    :D
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    Cy Group is not registered with FINRA

    I got started with Cy .... just a $5k deposit back in '07. I have since moved on, but couldn't have gotten started without them :)
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    Thinking of throwing in the towel

    +1
  20. P

    Penson is STILL making changing to all their 1099's. OK to file anyway?

    yep I am going to file an extension.
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