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you're not going to tell us your bug?

looks good

what are you spreading

its the texas holdem of trading. not much thinking required; just bet on direction

dont you still need a queue (buffer) in the reader thread

but isn't all the money in equities by getting the orders prior to them going to an exchange? can you hit darkpools or internalized networks with lime? When i used lime, darkpools and internalizers weren't that large a piece of the pie.

aren't all equities routed away or traded on a dark pool now. I thought anything going to an exchange is what no one else wants. I do see that lime offers futures and options which is new.

i used lime at work in '08 for us equities. back then i wouldn't consider it for retail use

did you have a leased seat?

do you really think machine learning had anything to do with profits or was it all getting into a position and getting out when profitable? in the years you were profitable the markets were swinging.

you're wrong

you have a lot of money? its not for retail.

:eek: welcome to my ignore list

You are suggesting to use BS over past underlying to calculate options prices where the volatility used is the underlyings historical vol. the resulting dataset would be useless. How would that even be close to realworld data? :confused:

where will volatility come from?

well the year was 2009 and volatility in the market was high. he traded fdax and russel futures

I am. It's great; better than opencourseware. Waiting for an android app for it

http://www.amazon.com/The-Mathematics-Poker-Bill-Chen/dp/1886070253 and play around with python scipy/numpy and R

PM i will charge less but do have a minimum.

if i understand correctly. 1) you currently have a queue for each stock 2) you want to change to have a socket connection for each stock i would group the stocks into categories and broadcast those messages over either messaging layer or multicast. The consumers can grab what they want...