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will follow you with interest. Btw - why do you keep changing your handle?

Alright, from the looks of it, it seems like a semi-decent system. I won't trade this system however I can give you couple hints as to how to improve this system. 1) Increase the average holding period from 1 hour to 3-4 hours. Your average trade PL will go up and vig(comm+slippage) as a...

can you please post your yearly numbers from the backtest. so if you did backtest over 5 years, yearly returns and max dd every year and yearly profit factors. Also, what is the holding period for these trades and how many trades per year? All these are important questions that give a...

awesome, I really liked what DRW has done. Its time that Regulators and govt agencies also need to be sued sometimes to deter them from behaving in an autocratic way - I especially say this because I do not like the idea that all my emails etc are being read by someone and my email provider...

Very Very True and I agree no one will understand until they lose themselves tens of thousands of dollars.

you seem numerically bent. my advice - come up with strategies based on stats, technicals etc. backtest them and trade at least 5 strats together in a portfolio. You will be better than 90% of people on this website, might still not make money however if all your 5+ strategies suffer from...

Thanks for chipping in and clarifying. I am very curious though as to why this is the case? I mean whenever an exception is made to a general practice (like here all orders being at server with A/D being an exception), there is generally a well defined reason to make that exception. Can you...

sorry its not clear from your response how A/D algos operate now - from inside your TWS instance or they now run on server side like other orders? Thanks. :)

i couldnt find exact requirements. Do you have a authoritative link? thanks.

useful response thanks. But no one has mentioned the minimum capital required to become a broker dealer yet, I am sure it must be substantial sum - maybe 25 Million or more -- just a guess??

Myself been a loyal IB customer for 5 years. But, i sometimes wonder why there is no other brokerage trying to compete head-on with IB targeting active traders - across all products, all geographies, similar commissions, similar or better software!!! I mean what will it really take in terms...

+1 excellent points. this is a superior way of transitioning compared to going to an MS finance program, maybe if you can into top few like chicago, cmu, nyu, berkely etc. then probably its as good.

so baron, are we going to see this feature?

roger that all your rigorous testing, walkforward, limited or no curve fit means nothing if your underlying data covers a too short period in time. I consider anything building a strategy less than 5 years as risky. 8+ years is actually better. FWIW, I have 3+ years of system development...

Congratulations for reaching your first milestone Neke.

dom-something to consider.

surf you are so adamantly negative on everything be it TA, or trend following or any other "generally accepted methods of making money in markets" (GAMMMM or GAM4). I seriously wonder where do you put your own money - US govt treasuries only ??

As far as trading is concerned, what is the advantage of using linux over windows? Please answer above either from the perspective of medium intenseive automated trading like sending 1-10 orders per second or even full HFT like sending 100s of orders and then cancelling them per second.

Good Article Mav. Somewhere it mentioned Worldco paid 43 million in one year as commissions to banks in wall street. I wonder how much Bright Trading pays today in commissions to WS banks in a year - 1 million?

Why most HFT firms run linux instead of windows? How large are performance differences between these two from hft perspective?