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    hmm.no edges in the markets

    you are such a nice and accomplished guy. I don't understand why you engaging in such debate with a stubborn dude. Maybe looking for entertainment :D
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    Writing Robust Trading Code

    Examples of how complexity might increase would be -- at every step, you would have to check: 1) if an internet outage has happened, and if it has happened, what do you do? Well in most cases, you will do nothing and wait. Say your data connection gets re-established after 10 minutes, you have...
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    Writing Robust Trading Code

    While backtesting, above issues are not present. Your backtesting data is typically complete, so there are no missing bars/ticks due to internet outages or outages at your feed provider. Say, your application crashes while a backtest is in progress, you can simply re-start it and re-run your...
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    Writing Robust Trading Code

    Above kind of guys will typically experience following problems: 1) Temporary connection loss due to internet outages 2) Temporary Feed loss (and missing packets for extended duration say 5 seconds or more), even when internet is fine because their feed provider has a temporary outage. 3)...
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    Writing Robust Trading Code

    This thread will be useful for Grey and Black Box Retail traders who: 1) are not co-located 2) have normal internet connections and 3) have average feed e.g. IB, IQ Feed, Nanex etc.
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    hmm.no edges in the markets

    It really sounds incredible. He was basically betting day after day, week after week, month after month on a negative edge. Over a large number of bets, by simple probability he ought to lose. Do you remember any specifics he talked about which allowed him to select his bets? What game was he...
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    hmm.no edges in the markets

    Strongly disagree. More boring you can make trading futures, the better success would you achieve. Richard Dennins made 100 millions in 80s because he had a boring system and he didn't had to analyse markets bar by bar or tick by tick after getting filled. Consider a manufacturing plant - it...
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    HFT Myths

    alright, maybe a silly question but i will still ask. Why do I always see multiple exchanges in examples like you want to buy at BATS and sell at ARCA. I do not see buy at BATS and sell also at BATS either earning the spread or just earning the rebate. Is there something special when two...
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    hmm.no edges in the markets

    Great Story there wrb! Do you have a link?
  10. G

    From IB TWS to

    Thank You. Which firms have setup their own connection to sterling?
  11. G

    From IB TWS to

    Thanks for the info. I wonder without reading from ET, it would have been so difficult/out-rightly impossible to get exposed to all these deep and tricky issues which platform vendors never tell you when you consider them. If I may ask which platform do you use and can you name prop firms...
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    From IB TWS to

    Hey Thanks. But what is dedicated sterling server and how is it different from shared servers? What would be an example of a dedicated feed as well? Sorry if these are basic questions but then you are conversating with someone who has never traded stocks before and who has been with IB for most...
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    After HFT, Quantum Computing Based Trading

    Since you seem to know the most about this topic among participants on this thread, let me ask you. How many years we are away from the time when Goldman or Citadel or some other big-wig decide to make use of this D-Wave thing for their HFT decisions? ballpark - 5yrs, 20 yrs ?
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    Unofficial TWS bug thread

    I initially thought that IB does not give us information on "exchange name" and does not display sub-penny trades on T&S because they do not want 1000s of queries from their retail customers to their customer representatives asking to explain about 100s of exchanges and routing avenues available...
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    After HFT, Quantum Computing Based Trading

    i think article is a spoof
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    Becoming a Consistently Profitable Trader

    Buddy, I thought every damn point made by Cutten was deadly spot-on. I am surprised that you do not agree with some of his points. Anyways, my advice - 1) take a night-job which should pay you at least 30k a year and continue to trade during the day. Or move to west coast, trade mornings, do...
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    From IB TWS to

    I have used IB TWS for years. I am considering moving a prop firm and so will have to choose another platform. I see Sterling as being highly reputed. I just wanted to hear some opinions about Sterling from prop traders. What do you like? What do you hate about it? How reliable is it during...
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    Anyone trade with Nonko Trading?

    To EvoTrader or anyone else: Why do people open accounts with offshore entities instead of regulated entities like Bright, Echo etc. where your deposit is 100% sure? What are the advantages offered by these offshore firms over Echo/Bright/T3 etc.?
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    Day Trade Firm in NYC- Funny element to this one

    I can see a spread trade there. Long the secretary short the firm :D
  20. G

    google finance, yahoo finance, msn money

    Thanks it is interesting and could become very useful. Especially if you download data from multiple sources thus dealing with multiple APIs, quandl allows you to use one interface to download data coming from multiple sources using one API. I think it is a powerful concept. The other...
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