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    What can you do as a proficient programmer?

    Those two courses Python and OO programming will not give you much. Python is good if you already know programming in languages that professional programmers use (C++,Java, .Net). To start with Python will probably be confusing in the long run. If they teach you OO programming using some...
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    Building a Trading Station - help hardware selection.

    Motherboard: Asus MicroAtx may have some cooling issues if you put 4 core plus 2 cards for 3-4 monitors. Bigger box is recommended. My experience with Dell is not so great. I would stay away from proprietary systems. ECC memory is not necessary. Stable system can be built with standard...
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    What are the drivers of oil price?

    Two important factors that might indicate who is interested in high oil price: it is consumer tax supporting budget it is mechanism to transfer capital abroad Now thy are trying to figure out how to decouple price of gasoline from the price of oil because there is plenty of it. High...
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    Did Ben Say Anything Different?

    One has to separate two things. One is that the Fed has to provide support for the Government and big dealer Banks forever. Second is that he cannot admit this. This is his job and he is paid for being good actor.
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    Learning How to Really Program/Code

    floating point is really an integer split into sign, base and exponential part. FPU hardware just facilitates floating point math that could be emulated on integer CPU and makes it faster. Internally most operations for all "high" FPU math are just bit additions and bit shifting utilizing...
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    Learning How to Really Program/Code

    you do not need math because computers are also high school drop outs. Computer can only do simple addition (add 1 to 0). Basic math skills and logic can get you going with no problem. Programming is acquired skill that requires lots of practice - same as with car for example - you cannot...
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    Splitting a data feed between two or more PC's.

    Simple test is to ping your other machine from command prompt or tracert. Latency should be less than 1ms.
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    1000-2000 symbols+ tick by tick data over ADSL - Bandwidth ? Your experiences?.

    ADSL has enough bandwidth to deal with the data. Market data is just numbers and characters, sometimes compressed and does not use that much bandwidth. I do not have any numbers to back it up but leased line would not be much better than ADSL in terms of bandwidth. It could be more reliable with...
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    Splitting a data feed between two or more PC's.

    Lets go back to IB example. Data server in this case means Host application or program that is executed on a computer that can connect client application (also computer program) and both applications can communicate back and forth. How they communicate has to be programmed first so both...
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    Advice for a Beginner Programmer

    By the way VB and C# are almost identical (except syntax) so you can stay with VB which gives you measurable productivity gain over C#.
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    Splitting a data feed between two or more PC's.

    It can be done. However your question is very vague because there are many different ways data is delivered or pulled depending on data provider. As an example IB (which is sampled data every 200-300 ms) sends data to their program (TWS, IBGateway) that is installed on your PC and becomes...
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    Looking for code that draws trend lines or linear regression lines (preferably in C#)

    I did some web search recently and the easiest to implement come up if you search "regression c++" There are also c# examples if you search for them. There are numerical libraries available for download like Alglib, MathNet Numerics, GSL etc. some with .net or c# implementation. I do not...
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    Learning to Program

    I want to reiterate that choice of programming language for financial markets is dependent on third party software offers, API being offered, platform on which it will be executed etc. In another words it is not about picking and choosing best language but about having job done using what is...
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    Best programming language for automated trading?

    Go with C# because productivity is better. .Net IDE is the best and intellisense will help a lot in learning new language plus support is unmatched (numbers of books, examples and web pages both Microsoft and others).
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    Learning to Program

    With Google another friend is also included - NSA
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    Learning to Program

    Since you are asking this question on trading discussion site then just check how you can access and interface with financial markets through brokers, data and information providers. The answer is there: Most of them offer either C/C++, Java or .Net technology (C# is the flagship .Net...
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    How the Robots Lost: High-Frequency Trading's Rise and Fall

    Do not forget that this new market microstructure replaced old market structure where commission was at least $100 and spread was often more than $1. Good luck with your intraday "lots of trading" trying to reach your broker over the phone who is on his 1 1/2 hour lunch break. And if things went...
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    How the Robots Lost: High-Frequency Trading's Rise and Fall

    You need to read HFT myths thread on ET to better understand HFT: http://www.elitetrader.com/vb/showthread.php?s=&threadid=266552 Very professional and informative. On the opposite: It is very interesting to see so many anti HFT rants on ET posted by people who are interested in...
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    System Achievement Score

    Why would you rank profitable systems. Put them all to work in real time and enjoy the money they make for you. Use your math skills to add the profits.
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    System Achievement Score

    I would get rid of the formula and replace it with 0 when your P&L is negative and 1 when P&L is positive. System works if the result is 1.
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