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here's a quantlib script

if nxcore sends the order data then have 2 trees bids and asks. each level of the tree is a price and each node is a list of orders

My original post was after reading the thread title. Now that I see arrays and time series and options you dont really need a book you can look hdf5, scidb,teafiles or ask how a vendor (onetick, nanex, etc) stores their data. usually the analysis is done on some cluster/job scheduler Here's...

essence of sql

library(quantmod) getSymbols("SPY") pctchg=Delt(SPY$SPY.Adjusted) PM me for the elite version

How is it obvious that they are the same people? Are you saying that non delta neutral strategies are illegal?

add entry date and then do a diff

like all visual development tools ADL is simple for simple things and difficult (if not impossible) for more complex things

This isnt true

do you use nimrod? I was just looking at that to generate javascript.

Here are some. What info are you looking for

those are 2 different entities. one's a broker the other marketmaker/trading firm. in your example, you could substitute timberhill with joederp. So if a customer buys some AAPL calls through IB which in turn buys the AAPL calls on the cboe from joederp, does joederp need to offset the short...

regular brokers dont take the other side of exchange traded instruments. you might be thinking of fx, bonds, rates, ...otc which is not retail

you might blow up someday. but you might make a ton of money before that and decide to quit. there are an equal number of stories about people who were only long premium and they still lost money.

wikipedia. there's a divisor needed

http://stackoverflow.com/ In order to research you have to know how to program somewhat. What you're asking to do isnt that difficult.

your assumption isn't how exchanges even work. If the broker took the other side of the trade it would always be first in the queue which would be great. futures brokers just clear and collect commision; they do not trade against customers

here's a quick helper

I have an idea to make this site better. Pay quality people to post here. Kind of like paying for orderflow.

do you have a code repo somewhere? github?