Search results

:cool: I still think that was a good idea, but almost everyone here didn't understand for some reason.

does setting up a machine outside borders make it legal

seems excessive. make sure you're doing modifications instead of cancel/replaces to reduce the messaging. The advantage to the cme market maker programs is prorata for some products and more importantly the ability to send quotes in one message with protection capability.

Might be worth keeping in mind that without a profitable strategy it will be challenging to grow beyond zero. :D That being said, every firm I know of does this a similar way.

isnt that a god forbid condor

Right now nothing. But I would like to use it for pricing on the fly. Currently, my firm does a lot of precalculating and caching.

http://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk/quickfix/examples/ordermatch/

I am unaware of anyone who does a thread per instrument. So you have a connection to some datafeed and all the messages are going down that feed so why would you then thread out a consumer per instrument? As I mentioned before the reactor pattern is what you need and some (not many) threads...

selling teenies

thats long term? any broker will do. for my personal investments i use a broker with kind of high commissions and crappy website mainly so I dont churn myself.

since you're using python look into zeromq instead of python's builtin threads which aren't what you might think they are. Also, the reactor pattern is commonly used in these systems so as to avoid messy threading. python has a library called twisted its like c++'s ace

if there are lags it wouldn't be in FIX protocol it would be in the network protocol itself when batching packets. Anyway, OUCH is used for most equity trading not FIX

quantlib provides the dividend curve; you just need to pass in the yield. basically you create a process() and option() and engine() dividendYield = FlatForward(settlementDate, 0.00, Actual365Fixed()) process = BlackScholesMertonProcess(QuoteHandle(underlying)...

I wrote this mainly to play around with QT. All the calculations are done using quantlib.

:p well free is ... free. meaning all the not so fun stuff is left off. If there is any way I can recoup my time in providing installers, docs, support I would

Here's a free app that can do some pricing, cones, and curves. Feature requests welcome; integration with ib is possible. :D

At first I thought this was a server data feed but realized its a database (schema). How do you handle corporate actions? Scalability? Futures/options? Currency denomination? It's nice but I can use yahoo YQL and query their database using sql for this stuff.

http://storm-project.net/ anyone have experience with this for signals? Specifically, after its setup is it easy to plugin signal; by easy I mean implement an interface and put the class in a directory

thats what I was getting at. I meant that for personal use infrastructure (especially in python) is not difficult and can be done in a few days. Nothing needs to be fast considering you're going over the internet and most likely have a slow feed.

Yes, it takes about a few days ... or less