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How does it feel behind that [trading] desk?

COB = Current Open Book It would be reverse engineered by other traders who are looking closely at the open orders. @destriero is very protective of his trade secrets... as most people are ;)

VIII. SUMMARY We investigate what data iOS on an iPhone shares with Apple and what data Google Android on a Pixel phone shares with Google. We find that even when minimally configured and the handset is idle both iOS and Google Android share data with Apple/Google on average every 4.5 mins. The...

Of course, there may be. But that stuff alone doesn't dictate which OLAP or OLTP systems are any good or get implemented. Or even what an "insider" might consider "genuine" HFT (if there is such a thing). Sure... lawyers, legal, and compliance people need to make money too. Sit them in front of...

You're 100% right, eventually you're inundated with the marketing bullcrap. People will throw nearly meaningless words and phrases at you just to gain some added leverage. But, I wouldn't worry about it too much. You're a smart person. Try to look past that stuff. You will find what you're...

Results have been in for a minute now, but there are more important things in life so the official ceremony is a little late. Nevertheless, here's the chart (which I'm not a great fan of). And, here's a calculation from historical prices: 1 (user) => (/ (- 54.35 53.94) 53.94) ;;; VEU...

That's a great marketing blurb but let's face it... since: "there is no single definition of HFT" (1) basically anyone who trades and spent a few hours optimizing their software for speed of execution could make the same claim. The term "HFT" is one of the most used and abused in the Wall St...

Do yourself a favor @earth_imperator... polish up your résumé and take the first halfway decent job you can find at an exchange, investment bank, broker/dealer, or big hedge fund. Then come back to us in five or ten years and tell us how interesting and sexy HFT is. You know who Brigitte Bardot...

Different strokes for different folks. When done right, trading is a job like any other.

A lot of times it's just a matter of experience and perspective. At one point you just get used to doing things without the networking protocol (for example) and then you gain a few nano seconds and CPU cycles without thinking about it. Have you heard of "linguistic determinism"? In a...

You must have a government job.

You didn't vote so you're not getting any credit. Those are the rules! :p:p:p:p:p P.S. In fact, the voting was so lopsided this week that I think it might be better to call out the loser instead.

I still do really dumb shit but luckily the smart stuff has been outweighing it for a few years.

Wow, I don't want to speak too soon... but it doesn't look like it will even be close.

IB

I would imagine it does. Last time I looked at the TD Api I wasn't particularly impressed and so I'm not surprised when you say: For practical purposes though, I suppose you could assume the options you trade are priced in pennies and then, if your order is rejected, change the tick size in...

Btw, for the discriminating S&M practitioner: OpenFabrics Alliance. Oracle's take. EPAM's pitch. An academic paper. State machine replication for high availability using RDMA. Another pitch, this time from Arista networks. Yada, yada, yada... Package: librdmacm-dev Version: 22.1-1...

There may be partnerships between parties to co-locate but from a geographic perspective, yes... the computers are at the same location. “What’s in a name? A rose by any other name would smell as sweet” It's fast as fuck and that's all that matters IMHO. If you care about speed you want a...

I won't deny there's a great deal of marketing/bull when these guys look to hire. However, bypassing network protocols such as TCP/IP can indeed improve latency. They're most likely referring to something like [remote] direct memory access. Infiniband is one such technology that uses this...

All great questions... I'll leave the answers as exercises for the reader ;) You'll do well!