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It would require a lot more work than the 5 minutes a day I currently spend on my trading. But I'm not ruling out doing it in the future. GAT

1: In theory yes, but I'd have a huge heap of CGT to pay if I did that. That's why I hedge this exposure with futures instead; although I will tactically sell some shares this tax year as it looks like my futures trading will show a loss I can offset against. 2: I'd suggest you avoid having any...

It's hard to know if its fishing... I guess they don't need massive capacity as they are a prop firm, but it's still difficult to achieve those kinds of SR without HFT. Generally I think they're only going to get people who are deluded, or who have a very short track record and have been...

You're right that part the data could be separated out on to a home machine, but that defeats the only point of a virtual machine for me - I don't have to worry about the cat chewing the cable between the router and the machine, or the home machine exploding in a puff of smoke. I probably don't...

Twitter beat you guys to it: gist.github.com/miguelvm/d40ea5a9735533f582cd80a63c51b5cf I hadn't thought of looking there; some useful content though, thanks GAT

Has anyone managed to get this working? The documentation isn't great unfortunately but its a similar idiom to the swigibpy wrapper I've been using up to now (which is just a wrapper for the C++ code) When I run the following (basic time telling example, equivalent of this)...

I'll do my own update at the end of this month. GAT

Sadly I think for retail investors it is very hard to get hold of these non traditional markets and there is no easy answer to your question. ETFs generally are the way forward, although obviously not as easy to margin. For CDX specifically another alternative which might be cheaper would be to...

Korean 3 year bond futures, and MXPUSD FX IMM futures GAT

http://quantcon.com/ GAT

There are least 500,000 other assets I'd think about trading before I went anywhere near this crap. From my blog: http://qoppac.blogspot.co.uk/2014/05/bitcoin-money-gold-and-my-great.html GAT

Also interestingly the only profitable fund was AHL evolution whose USP is that it accesses a wider range of markets; thus confirmation that diversification over instruments using relatively simple systems is better than trying to come up with fancier ways of predicting the same instrument. GAT

My only economic interest are some OTM options which vested before I left. Sadly they are struck at £2.80 so unlikely to be worth anything! GAT

Main use is the price database obviously (code plus system data like positions doesn't take up much space). I also generate, and save, a lot of diagnostic information about the system. GAT

Cheapest to match the same spec with 16GB plus 1TB disk is $85 a month. So a bit cheaper than my original of $100 a month but still much more expensive than buying your own $500 box. Thanks for the link anyway, they look very competitive on price and I'm sure the OP will appreciate the info if...

Agree with most of your comments, but not price. How can it be cheaper? I have a $500 linux machine with $16 GB and 1TB disk space. Cheapest quote I could find for an equivalent spec was $100 a month. That's not for co-location just a bog standard virtual server. Even if I have to pay $10 a...

At the risk of stating the obvious banning is an (extreme) form of regulation... you can't ban something that isn't regulated. I would imagine the FCA would bring in extremely tight controls on binary options; 90% of the way towards a complete ban. GAT

What's more interesting is that the costs are much less than what normal long only fund managers pay (turnover matched basis); suggesting that smart execution can really pay dividends. GAT

And the more interesting question, does it still work after costs? http://faculty.som.yale.edu/Tobiasmoskowitz/documents/TradingCostofAssetPricingAnomalies.pdf table IV GAT

http://schwert.ssb.rochester.edu/f532/jfe12_ff.pdf Table 2 GAT