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Here's my advice: save yourself the time, don't bother with the concept of eligibility. There is no edge in the official definition. For a screener - and most other use cases - it's totally irrelevant. Just including all trades works fine. If you want to go above and beyond then you can read up...

The alternatives are myriad. There's a whole spectrum from simple to revolutionary. From the perspective of an investor, you want more liquidity, more reliably, at a lower price. This means more liquidity providers, more competition among them, and a market structure that reduces intermediation...

Great article, this guy gets it. PFOF is leading to a natural monopoly in liquidity provision and it's distorting the whole market.

Yeah, they did. Might have changed since then but I recommend anyone who cares to ask them what the policy is.

Looked into Alpaca a while back, decided it wasn't usable. API is only one of many considerations. I identified no less than four dealbreakers with Alpaca: no portfolio margin no direct routing max 200 messages per minute (not a typo, minute not second) privacy concern with client id sent to...

Agree with the goal of having a high savings rate, it is hard to get wealthy without this. Agree with the spirit of the post. Have a life plan, take it serious and go full effort. I would disagree with the idea that saving money on something like food is a good way to achieve the goal. Sure...

already disappearing, only seeing 10% now. all you guys putting on this trade now? :p https://www.theice.com/products/72035464/Bakkt-Bitcoin-USD-Monthly-Futures/data?marketId=6428465

I see. So your point was to give an example of an edge that would be better than YOLOing. That makes sense. Only problem is you've never traded it and don't really know if it exists or not, which makes it.. not the best example. Anyway, I can certainly agree with you that trading with an edge...

You didn't appreciate my sarcastic reply. Okay, I can understand that. But I think you can also understand why I might not be terribly impressed by you linking me a screenshot of a yahoo finance chart of a stock that went down a lot and up a lot, and acting like it explains anything. Sure, you...

I see. So your strategy for making huge returns is looking at year old charts, searching for a stock that went down a lot and then up a lot, finding the lowest low tick that ever happened, and probably only traded a few hundred shares at that price, and then saying "if I had bought there and...

what opportunities were there to make 1000 to 5000% and how do you identify them in real time? did you make such trades?

Needs proofreading, does not make any sense as written. I think you meant above when you wrote below, and more when you wrote less? I think what you are trying to say is that you allow your wealth to reach a fixed maximum size, and any extra cash is used to buy lottery tickets. This way you...

ticket charge = minimum commission for an order, 35 cents with IB. modify partially filled order creates a new ticket too api directed order charge = IB charges way more if you choose how to route instead of using their SMART router order rate limit = of the broker, not the exchange. IB's...

Is HFT actually possible with IB regardless of FIX? Slow risk checking, order rate limits, ticket charge, api directed order charge I feel like I'm missing something here. Is there some secret handshake where this all goes away? Otherwise colo with IB seems 100% pointless.

Known him a while, I don't think OP is joking. My first thought is how can you judge the performance after only a week with only 5 sharpe? You need like 30 sharpe or something ridiculous to judge in 1 week, and even then it's questionable. My own strategies also made no money in the last week...

Has anyone actually seen the FIX interface to be significantly faster than TWSAPI? In my experience with the TWSAPI, orders can take a very long time to get routed to the exchange, hundreds of times as long as my ping to the IB server. I strongly believe that ping/latency is not the limitation...

What an absolute vile, insane little cretin this guy is. What kind of person thinks somebody should be killed ("snuffed out") for arguing with them on an internet forum? This creature needs to be locked up, probably in a padded cell.

LMAO no dumbass my feelings aren't actually hurt that's called SARCASM. holy shit. I think you are actually, literally the dumbest person I've interacted with in my life. Here's a pic of our argument (me on the right) Cheers CasinoMan. Been interesting getting a peek inside the mind of a...

"Old white dude" lol I'm early thirties. not surprised that you're also a racist and ageist piece of shit tho. It amuses me greatly that you don't even believe I have 7 figures. I take it as a compliment, like when you pwn some newbs in online games and they call you a hacker. How do you think...

It's been clear from the beginning that you're the one not following the conversation on this thread. And after your last posts I now understand why you don't seem able to do it: Your brain is shriveled up and you are utterly retarded. Imagine actually thinking that getting your taxes down all...