Search results

  1. B

    Futures/Forex brokers offering FIX.

    Don't forget Oanda is a market maker. They are not to happy about some types of trading... Have you looked into Fortex or Integral?: http://www.fortex.com/ http://www.integral.com/ Otherwise your best option regarding FX is probably to hook up with one of the various Currenex brokers...
  2. B

    Front Running, Flash Orders, or Blackbox/Algorithmic Manipulation?

    http://www.trilulilu.ro/valyunder/a4541e8ba443dc
  3. B

    Average execution time on IB's IDEAL PRO

    Thank you for your reply. It is generally useful as input to the simulation environment. Execution time estimates are important in any HF strategy, no matter what the strategy is otherwise based on.
  4. B

    Average execution time on IB's IDEAL PRO

    Yes, total latency is dependent on the specific setup. What I am interested in knowing is the approximate time (within some range) it takes from a market order arrives at IB's order matching server to the order is filled - which is independent of ping time.
  5. B

    Average execution time on IB's IDEAL PRO

    Does any one here have stats on the average time it takes to fill a market order on IB's IDEAL PRO forex ECN? To be more specific: If you send a market order (or marketable limit order), what is the average execution time in milliseconds it takes from a NewOrderSingle hits their server to an...
  6. B

    .net programming question openquant/rightedge

    Also take a look at DockPanel Suite, which is open source: http://sourceforge.net/projects/dockpanelsuite/
  7. B

    Any retail FX brokers that let you offer out on the real ECNs?

    I don't think I can give a better answer than MB Trading supply themselves: http://www.mbtrading.com/commissions.aspx?page=Forex
  8. B

    Any retail FX brokers that let you offer out on the real ECNs?

    It should be noted that if you want to trade contracts in sizes of 10.000 then MB Trading is pretty much you only option.
  9. B

    Any retail FX brokers that let you offer out on the real ECNs?

    Note that commission is calculated from base currency. For example, a 10 lot* EUR/USD roundtrip is: 2 x 100,000 x 1.40 x 0.00005 $ = 14 $ or 1.4 pip if you prefer. To compare with for example Dukascopy, the same trade would cost: 2 x 100.000 x 1.40 x 0.000018 $ = 5.04$ or 0.5 pip...
  10. B

    Any retail FX brokers that let you offer out on the real ECNs?

    MB Trading: Yes, but their commission is ridiculously. Min. account size is 100$ or something. IB: Yes. FIX commision is $100/month for internet connection and 1.500$/month for dedicated line. Min. account size is 10.000$ Dukascopy: Yes, on their internal network (SWFX). Min. account size...
  11. B

    Microsecond OHLCV Data and Chart Rendering Library

    Not sure what you really are looking for but ZedGraph is a pretty decent graph library for .NET/C#. Since it is open source you can tweak it as you want. Unfortunately the project is not actively developed any more but I would still recommend it...
  12. B

    The Curious Story of TickZoom

    What a fucking joke. If he needs these gimmicks to sell his "product" then he is pretty far out.
  13. B

    Marketcetera

    I think it is the first time I have seen anyone openly claim this. And I agree completely. Besides your imagination basically the only thing that limits the possible types of strategies you can execute is the underlying framework (along with the rest of your infrastructure). At some point...
  14. B

    It's funny how alot of people can't read this...

    Det er åbenbart agurketid på ET...
  15. B

    Neural Networks don't work for trading

    Have any of you who uses GA in connection with NNs looked into NEAT (NeuroEvolution of Augmenting Topologies)?
  16. B

    Sharing Resources: Let's Not Reinvent the Wheel

    jjw, which segments are your platform targeted against? What would be typically minimum entry level requirements such as minimum volume commitments and costs of having a dedicated server co-located at your facility? "R | Trade Execution Platform delivers low latency and high throughput...
  17. B

    How long before you were fully automated?

    C#. But I am hesitant to walk into another flame war on which programming language is best:) nuclearphynance (the forum) has some discussion on why C# might be a good choice.
  18. B

    How long before you were fully automated?

    No, this is a bit too simplistic view. Banks runs fully automated market making strategies just to mention one example. It can also be difficult to completely distinguish between a program for efficient execution and a program for generation of profit ("strategy trading"). Its a complex world...
  19. B

    How long before you were fully automated?

    Sounds good. Wanna share the rest?:)
  20. B

    How long before you were fully automated?

    "Algorithmic trading" and "automated trading" is often mixed up. "Algorithmic trading" often refers to the order being executed by some algorithm while the decision process might be human. "Automated trading" often refers to the situation where the decision process is also automated. But it is a...
Back
Top