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  1. 2

    What would be a good filter for a Mean-Reverting system?

    you could research market making logic. some inputs are volatility holding time current position desired position liquidity risk tolerance
  2. 2

    What would be a good filter for a Mean-Reverting system?

    only trade the system when volatility < N
  3. 2

    Calling all Quants

    that pic is bloat. What is really depicted is 1) data access 2) persistence 3) messaging 4) scheduling the rest is basic IT/programming infrastructure things
  4. 2

    Need a trade critique

    95% edge? with $185,000 you get ... .95*(ln(185000+ X)) + .05*(ln(185000-X)) maximize it by taking derivative and solve for X ... .95/(185000+ X) - .05/(185000-X) = 0
  5. 2

    How should you include a Database class in other classes?

    singleton is fine for this but might not help because usually database libs already have builtin connection pools, timeouts, ... you're assigning the same Database obj to each instance which is what you want. $this->mysql = MySQL::getInstance(); //assigning a Database obj to each instance
  6. 2

    Elixir / OTP as an auto-trading platform

    i like erlang/otp and the fault tolerance/ scalability it provides. i wrote an automated system using that model in java and it worked well
  7. 2

    Fastest Order Execution Futures Broker

    appears cboe runs from NY5 Equinix data center in Secaucus, New Jersey https://cdn.cboe.com/resources/membership/US_Equities_Options_Connectivity_Manual.pdf and why would risk checks be done at the exchange data center? risk needs to be checked against something, and that something is probably...
  8. 2

    Fastest Order Execution Futures Broker

    risk checks can be drastically different depending on who does or doesn't do them. Unless you meant the same condition only being the speed of light
  9. 2

    Fastest Order Execution Futures Broker

    google execution services and plug into a good infrastructure. And brokers do matter if they are risk checking your orders prior to submitting or generally slow in reporting fills.
  10. 2

    What do you think of this feature

    ivolatility and livevol do this. probably bloomberg as well.
  11. 2

    This is what happens when the federal reserve prints trillions and trillions of dollar$$$$$$$

    has profit/trade kept up with inflation? or has it been stagnant.
  12. 2

    storing level 2 data

    take a look at apache parquet and if you use python then this package pystore
  13. 2

    CFA Credential Worthless?

    cool. then it can be automated unless there is beauty in the eye of the chart holder
  14. 2

    CME bids $12 billion for CBOE

    Then what is an exchange? The city's where exchange firms are located offer deals that make moving a cost. I think nasdaq bought OMX software years ago to run it. And then licensed the same exchange software to other countries for them to run... exchange in a box. There are so many crypto...
  15. 2

    CME bids $12 billion for CBOE

    curious if it is possible to buy the exclusive rights of a product from the current listing exchange. ie., buy the cboe vix product and have it trade on the cme. An exchange itself is just a software program so not sure what exchanges really offer; the users and liquidity are the product
  16. 2

    SSL Cert Vendor Recommendation, Please

    openssl create your own in a few seconds
  17. 2

    Need Programmer for Twitter Automation Bot.

    https://www.elitetrader.com/et/threads/need-automated-twitter-bot.359002/#post-5393594
  18. 2

    Alternative to Pycharm

    pycharm is an editor (IDE). you do not need it to run a python script. Just open up commandline in windows and type python <your script name>
  19. 2

    The death of the ‘Millionaire Next Door’ dream

    1996 millionaire is 3X more than a 2021 millionaire
  20. 2

    Which of these data science certifications is most respected?

    certifications, coding academies, and useless degrees are cash cows for the providers. And might be a negative as viewed from an employer. Want to learn "data science" get a degree in math, statistics, operations research. Those training classes will teach you how to ignorantly use a pre-canned...
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