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Hamilton is the ultimate text for time series, it's very difficult and very theoretical, use it if you write a PhD thesis. Tsay is not a walk in a park but definitely easier than Hamilton and it's more appropriate for trading.

Thanks for sharing in any case.

"...but I make it up on volume." -- you mean you are paid for the limit orders?

@dholliday - could you tell if you are consistently profitable? - thx.

j2ee, you should use classes like that: class BarClass { private: double open; double high; double low; double close; int volume; string date; string symbol; public: BarClass() : open(0), high(0), low(0), close(0), volume(0), date(""), symbol("")...

j2ee... are you him?! ...I know you are him...

tradelink is a platform. MB Trading is a broker who offers unlimited paper trading API.

@hft_boy - are you still around? Interested in continuing this thread?

I see, thank you. Closed.

So, I take a long position on an asset, I set up stop loss using Sell Stop order with the price below the current price. What order type I use to set up take profit besides Limit order? I want to use market-type of order to be sure it'll be executed. Thank you.

Then the only way for you to find out for sure is to code up the strategies and backtest them.

I read his first book, not this one yet. The author has blog where you can ask him to clarify, he's pretty good at responding.

Colocation is a tech term which means a practice of housing servers in a datacenter to take advantage of infrastructure, bandwidth, latency, security, etc. E.g. it's used for web-hosting, not just financial apps. In finance it's usually means hosting server in a datacenter close to exchange.

What book are you reading?

I do not have to do any of that on Linux, I had to on Windows. My experience with Windows 7 and previous versions is that it leaves bits and pieces of code in memory when I start and close the applications so I had to restart Windows every now and then because I was running low on memory. I also...

thx for replying, it's convenient to have it all in one place.

Right... if you decide to go with Linux you should do a little bit of planning with the hardware. AMD graphic cards are less supported than NVIDIA, also not all latest hardware is supported so if you go with 1y.o. components and peripherals that should be safe. I had problems with all-in-one...

good article: Linux powers world's fastest stock exchange: http://blogs.computerworld.com/14637/linux_powers_worlds_fastest_stock_exchange How advantages Linux over Windows for retail traders that I cannot say, besides that Linux is stable and virus free.

NYSE runs on Red Hat, NASDAQ on gentoo, LSE on Novell SUSE, Tokyo Stock Exchange runs Red Hat, deutsche stock exchange, Shanghai Stock Exchange, all run Linux.

Ubuntu is great for everyday use! I replaced Windows with Ubuntu 10.04 LTS on my laptop and never looked back. IE fonts very good and e way better than on Ubuntu+Chrome but I cannot say they are terrible, I think they are alright. Now, Unity is a nonsense so I am currently running 12.04 LTS...