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Any pointers? - mostly for futures and stock tick data, but I might move my options there too - Linux is the desired platform, but I can live with Windows if that's required - Easy integration with Python and C++ - Free would be nice (especially if it's something that has commercial support...

No, the stock market is not a zero sum game in absolute sense. I am not sure how this particular myth is perpetuated, since it's a bit counterintuitive (*). Neither are the debt or commodity markets. Only derivatives market is. Do you want me to elaborate further on that? This said, the impact...

I'll also add that people like to make things sound very complex. Sometimes it's done for sinister reasons, like a car mechanic would to a female customer (*). Sometimes it's done because people do not fully understand the idea themselves and it's hard for them to explain it in words. Sometimes...

Bloomberg terminal :) PS. Oh, FREE - then I don't know

Long time ago I stumbled onto this at the right moment:

This assumes that you are planning to give money away in the first place, I think. BTW, charitable donations are only deductible up to 50% of the AGI if that matters (some of us found out the hard way)

It's fairly common for high frequency firms to post returns that are in high double digits. For ultra-high frequency, their capital turnovers are staggering and they do post 100-200% percent returns with double digit Sharpe ratios. It's possible to do in ways that are not very sensitive to...

Anything I introduce into my trading process is evidence-base in one or another way. For some things I resort to historical back testing, which is obviously an approximation but it’s better than nothing. For some things, I attempt to build a theoretical model and validate the inputs using...

Yard = a billion (from the French milliard). IIRC = if I recall correctly

I hope Putin restrains himself to flat keys only :) but he would do it agitato molto

So that's it, bitcoin is going to zero tomorrow :p

Is that the guy that sells educational trading videos? :P PS. Actually, his 24 preludes cover all major and minor keys (I think), so he definitely did not keep it simple :)

It's not much when it comes to institutional finance, to be honest. There is a member here who is trying to deploy over a yard, IIRC. It's a U-shaped curve, unfortunately - it's hard to be a good trader when you have too little capital and it's even harder to be a good trader when you have a...

I think they have the only real crypto desk in the business. It might change and the space might get way more competitive (unless, of course, cryptos will go to zero as everyone seem to predict) but at the moment they are the only ones that are playing the game properly.

Are you saying that, in essence, to keep things simple you just isolate a single aspect or "profit factor" and build a process around it? Well, each one of my strategies tries to do exactly that. However, I am trying to deploy a lot of capital (well into nine digits) and the firm expects good...

But it is complex, that's the nature of the markets. The objective is simple enough, as we established, but the inputs aren't. There are a lot of people that learned a complex activity in an intuitive way and may think that it's simple (I wonder what pro-ball players think about their skill, for...

@Xela, what is the key to ALL trading? Apparently, "buy rich, sell cheap" is too vague. I think trying to find a "key" to any complex activity is silly. Would you expect a Formula 1 driver to have a key to driving or a surgeon having a key to performing successful surgeries?

I simply don't think there is a "real key" to anything out there.

Because apparently it's not enough :)On a serious note, it all depends. For me, details matter a lot. I run over 30 strategies at the moment, deploying a lot of capital. They vary across multiple time frames (from intraday to medium-frequency, and I am working on adding higher frequency stuff)...

Yes, buying cheap and selling rich is key. Everything else is just details.