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You are a dinosaur, look around for your own good, the World has changed, Really! The trend is cross-platform lightweight frameworks and standards in programming not owned by any commercial giant. .Net is slowly becoming a liability for Windows because it is too big and cannot be used across...

I am happy Windows 7/8 user and program in Visual Studio Pro 2013 among others and yes I have Linux box as well used for certain tasks. Open Source is much wider term than just OS and can target multiple platforms - this is what I am referring to not to Linux/Unix itself. However as you...

It is naive to thing that Wall St. makes money using superb skills of professionals in the field of math and stats. All those scientist have keen understanding of theories developed on completely different set of data and their experience is not applicable to market data directly and usually...

Good observation that since few years back Open Source combined with proliferation of lightweight specialized frameworks takes computing world by storm and Microsoft is dumbfounded. Microsoft erratic moves with Windows and uncertainty lingering about its future programming model, distribution...

The discussion was not really about intrinsic math/stats knowledge which is obvious but rather how to use available tools and programming technologies in design phase. Computer algorithm design and implementation is very tedious and difficult in team setting. Many projects fail because of poor...

Very interesting discussion. Does anyone know rich statistician or mathematician who made fortune in the markets? In my experience the only readable texts in stats/math/ml are written by people who also know programming. Otherwise they live in their own abstract world trying to invent next...

Xeon and i7 are based on the same architecture and I remember that my i7 was recognized as Xeon by one of the hardware checking utility. Xeon is for server market and has better reliability, thermal characteristics, uses ECC memory and can be used in dual processor boards. Performance is...

Using too many screens and open windows will decrease your ability to focus and make decisions. Screen space has to be carefully designed to make you more efficient. In reality we can only do one task at the time and multitasking means how to manage task switching maintaining focus and still be...

I do not think it is IB but rather personal project of one of the contributors to IB API Yahoo group. Check IB TWS API Yahoo group recent postings and uploaded file section for some leads to Python implementation

What is the total for this system? 4 - 5K? You will be using only up to 5% of its capabilities unless you run custom compute intensive programs that are designed for parallel execution and GPU computing. For trading only with commercial platforms you will be fine with almost any machine...

C# version of IB API is native .Net implementation using .Net TCP/IP version of Sockets. Separately ActiveX can be used in forms application with any .Net language like C#, VB, C++/CLI (managed C++)

First of all float (shares available for trading) is much less, then fraction of it actually hits the markets. The 15 trillion is just a number to put things into proper perspective. Most importantly issuers are very creative in diluting stocks with options, convertibles, acquisitions etc. being...

There is a reason why MM/Specialist model was not viable: money. Stock market cap is about 15 trillion not counting derivatives. This money has not been printed yet. No one could maintain orderly markets in given security with limited capital. NYSE specialists invoke LRP (liquidity...

I would say that Exchange role ends at the network box to which other connect to receive data. This is the point where the race starts. Direct feed is just connection line to that box from outside (semantics even if this is just on the other side of the server room wall under the same roof)...

Exchange records trade and disseminates quote simultaneously (as required by reg) to multiple third party recipients with no delay. This information is available at network connection point/device located at the Exchange facility to all parties. The role of the Exchange in this process stops...

But where is the logic here. SIP (official feed) is slower and running on outdated infrastructure with altered time stamp by SIP. Regulations are followed and quote is disseminated at the same time by the exchange. How Exchange can be held responsible for third party network technology...

Thanks for posting; I think naked shorting and order internalization/off exchange activities are bigger problem than HFT and should be addressed first.

short memeory -crash of 1987 MM did not pick up phones and there are more examples - it was no different trust me (except spreads and commissions)

your machine is missing C++ MFC redistributables. It comes for example with Visual Studio Professional.

Not sure about volume being lower maybe it is function of volatility. In general I see volumes up or steady. Point is good that most of the volume is phantom or illusionary - this is the purpose of HFT - illusion of liquidity, take $1000 turn it x1000 times and bam there is perception of $1 000...