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It seems to me if your ultimate goal is to take it commercial, its a good idea to do research what is needed in the department of smaller institutions, startup/incubator funds who need to watch their expenses closely and cant commit to solutions like orc, portware or apama etc. - but still can...

GreaterReturn: how does TickZoom handle those large amounts of data during simulation/optimization? One limitation i faced with Neoticker was, that all of the data had to be loaded in memory to perform tick-replays - which is not possible for a long tick-history on multiple instruments.

Looking forward to that. That whole project sounds quite monumental. How long have you been working on it?

Just FYI, you can get a free 32-bit version here: http://kx.com/developers/software.php Does your platform come with a complete frontend/GUI to develop tradingmodels or is it a collection of classes with which i can build my own application? Anyways, it would be a very interesting...

There are firms who offer office-space, professional-level connectivity and access to all the pro-platforms up to EBS Prime, but i don't know of any firm who provides funding. Most of them have Cap Intro teams but i never heard anything positive about those (and in today's environment they are...

Do you still need to fulfill these ECP requirements as per the CFTC definition to get access to the CAX?

That USFE mini-DAX contract is completly illiquid. See: http://www.usfe.com/copy/orderbooks.html I guess MAN will shut USFE down sooner than later. Every product they launch is an utter failure.

GRT00: Neoticker does also support scripting languanges like vbscript, javascript or delphiscript (besides full-fledged languages like C++ or .NET etc.). You will have to rewrite your strategy to adapt it to the Neoticker architecture tho.

You mean regulate like all those discount Futures brokers with their $300 intraday-margins and $2500 account minimums? :) Granted, the minimums are a bit higher, but really only a bit. You can piss away a small account just as easily in a highly regulated market like futures daytrading, and...

They should really use some sort of risk-adjusted performance metric, like modified sharpe or something similar, for these competitions instead of plain PnL. Typically, the winner makes a 200% or 300% roi or some such. You have to go full throttle in order to win such contests, win it all or...

So you dont like NT because it has 'grey buttons' but rather use XT which has a lot more grey buttons?

On what timeframe, on what duration? You can find pretty much any correlation coeff. with different settings. Why don't you fire up excel and find out yourself.

Globex FX futures do not trade 24h/day they trade 23h. Not a problem for day-traders, but if you hold o/n this exposes you to gap-risk, since the underlying spot-market keeps trading. Its usually a quiet time, but big moves have happened during this period (and will happen again).

http://www.openquant.com/site/products.php

Oh, my bad. You should update your website then (still says 'coming soon').

The problem with above mentioned firms (in the ~1k USD segment) is always broker/datafeed connectivity and maintaining the same in a timely fashion. If you want to/have to change broker/feed or the broker/feed breaks something in their API you are basically dead in the water until the software...

The counterparty is always MBTrading (just like on Hotspot the ctpty is always Hotspot, even on FXi). Thats because obviously an investment-bank doesnt accept Joe Shmuck as ctpty, only an institution they have a relationship with. I dont understand what the big deal here is. Its not really...

http://img258.imageshack.us/my.php?image=mbtbooktp7.jpg

Well that thread was a waste of time. The argument seems to be they cant be a true ecn because they dont disclose their liquidity providers. By the same argument Hotspot and many currenex providers are no true ecn either. I use them for data/charting and their quotes are fine, inline with...

Spreads are fluctuating quite a bit on Oanda recently. Cable is ofter 10 pips and more during asian market for example, see: http://fxtrade.oanda.com/forex_trading/why_trade_with_oanda/spreads/recent_oanda_spreads.shtml