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Who really cares? You'll know it when it happens.

http://en.wikipedia.org/wiki/Hindenburg_Omen I've heard of this a while back and a bunch of guys did a test on this. (This is third hand info and I haven't done or seen the actual results... just a reminder is not to believe but TEST EVERYTHING) The conclusion they got was, it has zero...

1. I've written my past experiences in my previous post. I'm a bit lazy to repost them. 2. I have access to most electronic markets globally. 3. My suggestion is to write a list of things you would like to do, or a list of things that you believe may help you trade better and a simple...

Before TT, try finding a FIX Engine that supports FAST or 5.0.

Interesting how ATS forum goes quiet... Is this because of the recent US market?

What's the order type you used to test this model? Market? Stop? Limit? Etc? Etc? Also, what backtesting package did you use?

System traders end up becoming "Jack of all trades" from the outside. Basically, we acquire skills that require us to trade models systematically. The focus of our profession is very simple. It's to develop of trading model that is profitable. The objective is simple and very similar to...

I'm not retail and don't use TT. I haven't used a retail broker for over 4 years... last time I was trading US. futures, I was trading directly with a clearing firm. My mini-office was in the CME building. That said: If you're trading futures, I recogn. that TT is fast. It's hard to beat...

Hey Mr. Nagy... *evil grin*

Thanks. :D I think I'm "pretty" too. :p :D :D :D

IB sim account sucks.... though, the tech. available to the little guy is pretty good nowadays??? Gimme a break, you're completely contradicting yourself... Stop trying to "whine" things down... It's not working... ========================= Is having a IT and Quant skill, a...

It's a bit ironic but... All the IT and Quant skills are useless without a good system. There's no point of using millions to make a bad model work. But you need both IT skills and Quant skills (plus market knowledge) to develop a successful model.

I'd just like to add a few ET links: Here's a few posts by the ET celebrity, acrary: http://www.elitetrader.com/vb/search.php?s=&action=showresults&searchid=1871748&sortby=lastpost&sortorder=descending An active thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=36083...

Some of us, started going off topic in here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=97030&perpage=40&pagenumber=12 So I went ahead and created a new one. Just one of the topics discussed: Does a retail trader have a chance with large banks and hedge funds? What's...

I'm guessing it's time to get out of Frosty's thread and create a new one like: "What it takes to succeed as a systematic ATS trader" The basis of the discussion seems to go back and forth between, general consensus and Frosty's level... I started talking from what Frosty should be...

Is backtesting the only "TEST" you run? Is Monte-Carlo the only non-backtesting "TEST" you run? There's "TEST" environment vs. "PRODUCTION" (live) environment. =================== Another food for thought: 1. Let's say your broker uses some algo. to execute bulk orders (They...

You don't need to spend millions. Traders in firms run a bunch of small systems. Seems to me, people assume that 1 player = 1 system. That's not the case.

Conclusion is, he should have tested his system considering all the potential slippage. Correct?

It seems like people believe access to equipment is a major difference... Though who can actual go in there and be able to use it? Who can actually program in Java/C++? Work their way around UNIX/Solaris? Write a SQL script for Sybase? Who has experience writing their own execution...

You're thanking goodness that he lost money???