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I think the question is, and I have wondered also, if you actually had a miracle indicator (a real edge), can you use machine learning to save yourself some work and find the *best* way (or ways) to use it.

+1 No way that ANY relational database is faster (no matter column based or row based)

I'm trying to say, if you (or the database engine) is sorting data you are already in big trouble. I have 100GB of data so I've been down that road! The recommendation for binary file or HDF5 is because you can store it already sorted. Then reading in your stream of data is just a straight...

Your data should be pre-ordered, as in a binary file or HDF5. Then aligning the data is easy. Again you can probably do this faster with your own multi-threaded code rather than relying on a database engine. EDIT: I just saw that you can get your hands on KDB, which is pretty awesome. I'm...

You won't be able to use SQL, but do you really want to rely on a database engine to aggregate data? Stick with reading in raw tick data and aggregate in your C++ code. Not hard and there is no faster way to do it.

Very cool .... finally some new technology is being deployed, I hope it works.

HDF5 and file system both give you the ability to group your data (grouped by date and subgrouped by ticker, like others have said) and store it pre-ordered by time. So if you only have one type of query, you can structure your data for that and completely avoid table scans or needing to sort...

Yeah, or HDF5 which is essentially the same as a flat file, but it handles the structure and compression, so it might save some effort :)

Does the order work if submitted manually? I have seen that happen if the exchange is closed (some commodities close at 2:15pm EST)

Sounds like me doing taxes. The government asks for all this documentation, it takes me weeks to put it all together, and I'm pretty sure there's not more than 1 person at the IRS who understands what they are asking for, or what it all means. I would speculate that the 200 million pages is a...

Given that they have the same statistical significance (same entry and same # of trades), it's just a matter of risk control. System B has better return vs. drawdown. The absolute return is a bit less, but that doesn't matter, just use a bit more leverage if you want. Also think in terms of the...

This article was written by someone who doesn't know jack about HFT for people who don't know jack about HFT. There are some real issues, and people think they understand it, but 99% don't know jack.

I pretty much agree .... would you go so far to say that the weakening of the Euro due to the credit crises is a knee-jerk reaction, and that once the shockwaves to the economy are sorted out, the fiat currency may strengthen vs. hard assets due to scarcity (credit contraction)?

More like 12%, as you can see here http://www.batstrading.com/market_summary I trade a lot on BATS, they are fast and saves a little bit of money!

Maybe not the place to ask, but if an American citizen lives abroad and joins a prop like this, does the income qualify for the $91,500 foreign earned income exclusion?

Very good ...

Nothing wrong with testing with small size ... a new idea or if the conviction isn't there .... I do it all the time Way better than paper trading :D

Look, this only happens when you catch the exact bottom, to the penny, which happens a lot with a profit target of 0.05 or 0.10. There is not unlimited liquidity at every price level. If no one else wants to trade with you at your price, there is nothing to exploit.

The question is for legal purposes, so if trading your personal account and meeting with lawyers is legal on "vacation" don't worry there is no lie, you are telling them what they want to know. By the way how are taxes for traders there in France?

Stacking 100-share orders is what worked for one of my strategies, and also allowed for an accurate simulation.