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    How could simons keep his strategy secret for so long?

    it is very likely.
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    How could simons keep his strategy secret for so long?

    darking pool trades may not be reported to tape immediately, but clearing house has accurate records of the time and price of simons' trades.
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    How could simons keep his strategy secret for so long?

    your reasoning is wrong. tape is full of random information, while his trades are not. his trades are based on non-random observations.
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    How could simons keep his strategy secret for so long?

    if he uses broker or clearing house, the employees at the brokerage or clearing house can see his entry and exit, from where they can figure out the possible reasoning of each trade. If I am given simons' trades, I can guess out how medallion works.
  5. T

    Need to handle websocket data for 10,000 symbols.

    what is the latency of level 1 quotes? is it better than iqfeed?
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    Is trading without charts possible? How?

    I trade with robot, which does not look at chart, not because I do not want, but because coding chart is too complex.
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    Need to handle websocket data for 10,000 symbols.

    what kind of realtime data does the company provide? realtime level 1 quote for all US stocks? I can not find the information from their website. it only says realtime data.
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    may I ask what is the ticker for tbill in IB? thank you.

    may I ask what is the ticker for tbill in IB? thank you.
  9. T

    Should I join this prop firm or keep trading for myself?

    if you can deduce other people's trade secret from their trades, how can james simons keep his method secret so long since at least some people in the clearing house or brokerage firm have access to medallion's trades.
  10. T

    which broker charges you 0.001/share? how many shares do you have to trade per day to qualify...

    which broker charges you 0.001/share? how many shares do you have to trade per day to qualify for 0.001/share? thank you for nice introduction of pair trading.
  11. T

    Pairs Trading - Practical Considerations

    great introduction
  12. T

    Should I join this prop firm or keep trading for myself?

    it very much depends on the dd of your trades. if the dd is very low, you have very low risk playing your own money, you can simply scale up yourself, why work for others?
  13. T

    what would be the minimal price to have NBBO of US stock quotes on Nxcore?

    many thanks. could you explain what service you get from Thomson Reuters?
  14. T

    what would be the minimal price to have NBBO of US stock quotes on Nxcore?

    what services do you get from nxcore with $1500/month? do they provide nyse and nasdaq imbalance data before market open and close?
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    it looks like you are using nxcore. may I ask you a question? if I just need NBBO of US...

    it looks like you are using nxcore. may I ask you a question? if I just need NBBO of US equities at level 1 quotes, what would be the minimal price I have to pay?
  16. T

    what would be the minimal price to have NBBO of US stock quotes on Nxcore?

    Nxcore charges 500 dollars each for nasdaq, nyse and amex. what i need is nbbo and trades of US stock quotes. if I only subscribe to nasdaq, does it have nbbo of the quotes, or it only provides quotes of nasdaq exchange?
  17. T

    The Many Mysteries of Shorting:Invalid Short Reports? Why Shorts Pay Over 100% Interest? Etc., Etc.

    i remember I shorted one stock with rate of 360%. it cost me a lot overnight. since then, I coded a condition to bypass shorting any stock with rate>10%.
  18. T

    Developing "Spartan"

    where are 8000 currencies? please clarify.
  19. T

    how can I calculate overnight position using IB FIX CTCI Protocol?

    if during the day, my program is terminated, so I will not receive any execution reports of the sitting orders. after an hour, when i restart the program, can I retrieve the historical execute reports and the remaining orders?
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