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What is your risk management/hedging strategy? I think your expectation of favorable fills is already in question, but to achieve 30% a month also indicates your taking massive risks...the fact that they've paid off (in paper account) is likely luck. Are u hedging against this luck? What happens...

Because there are market dynamics that go beyond the BID and ASK. There is an order book. Say the book is a couple hundred contracts deep at the price you are trying to buy at. If someone sells 20 contracts at that point, than the underlying price takes off... the simple simulation would...

"It's very realistic" .... I'd be careful with that assumption. I'm not sure how IB Paper models fills, but I doubt it is very high fidelity. In all likelihood, it just grants limit order fills when the price hits your limit. That is NOT realistic.

Without question, THE best word in the King's English.

Just to be contradictory....I think it's worth while learning Python or R if you are doing any sort of data analytics at scale, even if it won't help u get a trading gig. Excel just doesn't cut it in my opinion.

80k gbp is about 115k usd. I just can't imagine living in London making that little (Never been, but I assume its very expensive to live). Whats a decent studio apartment cost 2.5k - 3k GBP per month?

I'm not complaining, and I'm certainly not an "old timer" ... I'm 28. I just had my eye's opened to what that particular industry is looking for. I understand why they target the kids fresh out of college... But some of these MM firms are trying to offer there software engineers only about...

I see. I'm referring to the software side, than. I didn't have any interaction with the FPGA/Hardware people.

I interviewed with a couple of these firms, trying to do the same thing (I'm a senior software engineer in a different industry). And I really got the impression they'd rather hire young, cheap, and impressionable than experienced with a price premium. Also seems like all there developers do...

Interesting. I usually only look at assembly for debugging and verification that the compiler optimizations are doing what I think they are. Thanks for the info!

For the people suggesting assembly for speed....do you actually know of anyone still writing assembly? C/C++ compilers are pretty damn good these days....if you really need speed, you probably need an FPGA....so learn VHDL ;)

I'm using QT QShared memory as my shared memory mechansim. The shared memory segment i've constructed is actually a buffer, so I don't have any issue with things being out of order. As for using shared memory between Java and C++.... It shouldn't be an issue, but it will depend on your shared...

I use NxCore, and honestly, your "c++ layer" would be pretty light weight. Really all you have to do is read data structures from the nanex feed, and the export it somehow (I use shared memory).

If you know C++, why not just code it yourself? Its not that hard. The contents of candidate feeds is mostly the same. Just make a decoder ring that packs the market it data into a common struct that you strategy uses. That's what I've done, but the only feed I'm set up to handle right now is...

What do you mean by "handle"? What are you trying to pipe the data in to?

1) Don't tell people about it 2) 2% per week compounding on 200k is ....ends up with about $360k in PROFIT per year... is that not enough?

How about a plot of Input Data vs Desired Output and NN Output? A Single picture often tells a thousand words. With a a such a simple system, we could probably tell all sorts of things. And 1 Neuron in your hidden layer isn't going to be able to fit anything other than the activation function...

Hire a good account, they are cheap, and be thankful it's taxed at the capital gains rates. You're making 30k a month and just now asking this question?

I have no idea....why are you asking me ?

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