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    Anyone from Knight willing to comment?

    This is my guess on what happened, based on Nanex's report: When you try to put an order in for a midpoint peg, for example, you have to send your buy order at the asking price and your sell order at the bid price. If your midpoint peg flags aren't "on", the order will actually cross the...
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    KCG down due to rumor of algo gone wild

    I'm just in this thread to hear the technical horror story and can't wait until the details leak. Programmers make mistakes all the time and mistakes cost money. That part is not new. I just don't see how someone in operations could've missed something so extreme and for so many minutes...
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    Sterling questions.

    #1: Choosing the destination depends on your objectives. Do you want a big rebate? Do you want size priority? Do you want VWAP execution? Etc. #2: Short is to initiate a short; sell is to close out a long position. #3: Why would you want to? It's the standard view most traders tend...
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    KCG down due to rumor of algo gone wild

    Nanex claims a stock was just buying at the offer and selling at the bid. I can see a programming error causing something like this, but generally only if it's a midpoint order or something, where you send the order through the price. I'm curious what actually happened.
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    Is the market really choppy this last week or so, or is it just me?

    My PnL is crap, mostly small losers, no clear signals, just more popping. I cut size across the board, but have been casting a wide net to fish for opportunity. Just a lot of 100-lot losers everywhere.
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    Is the market really choppy this last week or so, or is it just me?

    This right here is the perfect example. The start of the move happened in a matter of 400 milliseconds and the bid moved 3 cents, and then there was some follow-on action. I'm automated, but those reverse runs that start off with the sweep are killing me this past week.
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    Is the market really choppy this last week or so, or is it just me?

    Just took a glance at ADBE and I agree with you. It feels like most of the liquidity is just vapor and the trades are mostly just being made by whales who push it one way or the other.
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    Is the market really choppy this last week or so, or is it just me?

    While it is likely the culprit of poor pnl is just me doing some shitty trading, the last week and a half has been really, really choppy. The market feels less orderly. The stocks I trade are popping back and forth on small bursts of heavy volume with little activity in between. The only...
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    HFT does NOT provide liquidity at open

    I don't trade the first half hour myself, and I am an automated trader. The opening is too whippy and the slippage is out of control, and you can pay too much with market orders. I don't blame HFT market makers though. The guys who move the market can do a lot of damage quickly and very...
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    What Does It Take to Feel Wealthy?

    I feel rich just living near a Walmart now, because I got sick of Manhattan and all the expenses. In the big cities, they try to keep Walmart out and this really makes you feel poor because of all of the mom and pop store price-rape. Now that I live near a Super Walmart, my life has improved...
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    Obama Tells Entrepreneurs “You Didn’t Build” Your Business

    This is not true. Venture capitalists will talk to anyone, provided they sound competent and have some background. The world is not that shut off to innovators. In fact, they are desperate for true innovators and the next big idea.
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    Broker Could Steal Your Strategy???

    In my experience, it doesn't seem like you can really prevent this over the long haul. In my prop shop, ideas float around and you can literally see everyone doing similar things and the guy who makes the most money just tends to do it better than everyone else and/or has more buying power...
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    Real Money Automated Trading Journal

    Very nice. I have nothing of value to add to the thread. I just wanted to encourage you. :D
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    Who took that 62 bid on PANW?

    I'm sure he reads ET and was using some Jack Hershey method.
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    what's a good datafeed for linux?

    It is better. Way better. But NxCore costs a lot more, and arguably isn't for the casual just-starting-out retail trader.
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    what's a good datafeed for linux?

    IQFeed, hands down. Yeah, it requires some socket programming, but here's the thing: It works! Also, while it sucks that it's a text protocol, it's also a bonus that it's a text protocol. Basically any programming language can deal with that stream of input. I've tried all the other...
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    Real Money Automated Trading Journal

    Awesome, another frostengine thread. I'm not an FX trader, but I'd be interested in seeing a sort of metric of pips per 10k or pips per 100k metric, if that even makes sense. In the stock world, I am usually interested in profit per share (after fees) to figure out how much wiggle room I...
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    Fareed Zakaria Commencement Speech || Harvard University Commencement 2012

    He's a celebrated thought leader? By who? Globalist puppeteers and social engineers?
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    C++ use in Excel - best option?

    I've never had any difficulties recompiling native code in C++/CLI, and C++/CLI seems to link in native libraries and automatically generate the wrapper/transition code to get information out of the native libraries properly. I use C++/CLI quite a bit, mostly because using COM libraries or...
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    C++ use in Excel - best option?

    Use C++/CLI, and recompile your libraries in that, then connect to whatever .NET bindings that Excel-DNA thing is supporting. And if that's not possible, create an assembly with C++/CLI, wrap it in a C# interface and then connect /that/ to Excel-DNA.
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