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I do not make sounds. I add and subtract numbers. You are wrong. It is actually 5c. Where conspiracy theory comes into play here unless you are paid to troll internet to discredit inconvenient facts?

Then all is good!

Market can go slower but at much lower valuations. Over the years tons of paper (bonds, shares, derivatives) has been printed (check the market capitalization curve). Money to cover it does not exist yet. That is where HFT comes in. It keeps the illusion of liquidity to maintain unrealistic...

Because it gained speed in thin air. There is no liquidity to support these valuations unless shares are circulating in tight loop with nobody actually owning them for longer than split second. Then you can create artificial liquidity keeping those lofty valuations. Speed is your friend like in...

Just a thought. Maybe Andarko is not worth $90 a share and orderly markets with deep and diversified order book would be around $10-15 (could be 20 or 30 I do not know). Media is barking at the wrong tree again.

Shed same light on 1ns strategies you want to employ. Please!

Already done. By the way some of the references are useless. They just put HFT, quant, quantitative on it to sell the book. To know something you have to do better search than amazon. Amazon is good if you want to read about history of HFT.

This is an excellent post. One comment about money printing not being bad. In general modern economies can benefit from money printing if the money is responsibly channeled. However it is not without side effects. At certain point it is a drag on economy because it keeps unproductive...

So tell me what do you know. I want to learn from you.

Tell me what "strategy" you want to run if between this tick and the next one you have only 1ms left if you are lucky to have that much time to process? How much of your Phd thesis you can squeeze in within 1ms?

You know nothing and are on fishing expedition. If you knew what HFT is you would not call it strategy. It is technology: hardware, software and intrinsic knowledge of regulations and market microstructure. HFT is very simple because it operates in very specific space that imposes...

The same applies to complex strategies.

Yes. Excel. It can be referenced in .net c#, vb, c++/cli (Microsoft version of c++ - managed) application and automated from within that application as one of the components of such application. Just because it would be part of C# application does not mean it would be super fast but .net...

Best choice in this scenario would be to go with any .Net language because it has available controls and gui based on MS spreadsheet, charting etc. One can even import/reference Office or Excel namespace and automate it from within .Net program or use it as gui. C# is becoming the most...

vb and c# are very similar and behind the scenes almost identical and you can use activex ib manual to implement it in c# (converting it to c# syntax)

I would recommend that you look at .net collections like lists, queues, and sortedlists/dictionaries and see if linked list is the right choice to work with your data. If you want to use sql then there are few technologies built in .net that let you deal with sql queries and working with data...

Read about structure or struct. This is a type that can be put in collections (queues, lists, sorted lists) or arrays to work from RAM or written to binary file on disk or if you prefer as text file after conversion. Your back test data has to be accessed somehow and most commonly it is by...

Look at the big picture; compare market capitalization 20 years ago and now; compare how much new paper has been issued over 20 years, stocks, bonds and derivatives - there is no MM or Specialist to provide continuous liquidity for orderly markets. You picked wrong target. Target those that...

That what market making is about since markets exists!

there is some issue with this page so I post it again; it seems like your main() after calling place order terminates; this will drop socket connection and terminate program so it looks this is how it is programmed unless there is more code keeping program running and socket listening to TWS...