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Interesting with the Excel to EXE. Not sure if my IB still works if its "EXEed" Just so afraid that it contains virus too haha! Anyway, I haven't met with a processing CPU issue as of running 30 workbook in Single Excel. Likely, instead of doing additional programming (which makes coding...

Heh, btw im frm Singapore. I just saw my local stores with AMD FX-8150 8 core CPU. About USD$300+. Looks good :p

I bought the Microsoft 2010 x 3 licenses... used 1 only Pending purchase of a new PC 6x core AMD with Windows 7. All are "very" cheap now.

Well great, disagreeing is good so it proves we see things differently!

Symbols = Any securities traded on electronic exch platform. I give you 1 data list, Last done price per 100 ms. Let's forget level 2 quotes and the bid/ask spread. Here you have 390 mins x 60 x 10 ticks of data for a day's trading. who's is there to determine what is Open and Close Are...

Hmm how accurate can you or want to be ? If im not wrong Google Finance, is currently buying data from NYSEARCA, and some of NYSE, some AMEX. They all trade at difference prices due to diff exch, but likely not much difference with the help of HFT :P so unless you can show me 2 different...

Totally agreed. Its easier to make money off 500 people than the whole market. And its profitably low cap, cash cow. Contributes probably 1-2% of Revenue to the overall Equity PnL for a Bank.

Doesn't really matter as i was testing the strategy. Never mind if its slow or something, but its real time btw.

Think about it this way. How much processing do you need to do for each symbol ? For the prices coming in, unless you are crushing 1000 data / sec. You just run through a standard routine and decide if its a Buy / Sell or do nothing. Im only running about 20 of them. and say like once every...

Ok i'll take the 3 replies as the general mass response. I now realize why good and smart ppl keep their stuff with them. That's as much as I coud share since most prop and HF need to sign agreement to STFU. I shall be lol! All the best ET traders !

Actually I ran 30+, I havent touched 50 yet but soon hehe. Planning to upgrade to the new 6x CPU from AMD. Im running quadcore AMD, with Excel 2010, on Win Xp. Not sure if win 7 will help. Still, not sure about the performance difference with xlsm and xls on Excel 2010. Anyhow, the...

I sometimes wonder if the "Failed traders come to ET" statemet is true. I would DARE say, with the use of IT and automation, I can automate most Prop trading activities. Anything that humans can do, computers can do it faster better. With the use of Buy side Algos like VWAP, TWAP to help...

Guys i really need less crap answers, but I doubt I can get it. I really should forget it heh.

Yes. With $50,000 I can only get access to $200,000 buying power. But my returns ? I'll still need more capital, and in this business more capital doesnt means more returns. Look at HFT firms and they have a higher limit. Thanks for your advise and reply. I think im on the right track!

Hi, Here's a suggestion from a noob... My investing strategy that I decided to share with everyone. I've decided to split my funds of my personal acct into 2. 50/50. 50% goes into all so called Fix-Income, high income and cap appreac. funds. I can easily yield a >8% and the AUM...

I think you should do more practice. It helps. You realize you'll be spending 80% of your time doing programming that has got nothing to do with trading. And 20% ? Its programming related to trading, but not the trading aspect, yet. Then you'll still have the big big problem with trying to...

I don't think so. Im running 50 workbooks on a single excel.exe, all automated to IB TWS, but with very well written VBA macros.

Speaking of Office... xp 2007, 2010... im actually on 2003. And running monte carlos with Excel, 4 cores are better than 2 cores, and I tried running 8 Excel.exe processes. As for now, the running of Excel in "Realtime" Priority does help, and I am separating the tws program(core 0/2) frm...

Oh ya, the options can be set at taskmanager for real time priority and CPUs usage 0-4. btw why would I run it only on CPU 2 and 4, when I can use all 4 CPUs that I have. Wouldnt it be better ? btw im using psexec to run affinity because there isnt the affinity option for "Start" in Winxp...

syswizard I've learn something new today :) Thanks for pointing out... theres not start.exe (maybe in >Win Vista only), but just "Start /help" and ok I can RTFM myself from there. Was running 10 workbook in 1 excel.exe and my PC starts to drag...