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is there any relationship between Last and bid/ask?

you can get data directly from the cme. no need to hop https://www.cmegroup.com/market-data.html/

if you get sued you will need to pay a lawyer and will lose the money you're paid while you sit out. it's usually not worth trying to get out of a non-compete.

spreading, MM, taking advantage of the playing field

You probably want that logic in the callback for market data. I think it's tick () or similar

all these containers are a pain to deal with. you wont need a sys admin anymore but you need someone that can configure them so they work ... which they never do

nice. you're no noob

Yes some do. Some em bonds are issued in usd or euro so currency risk is not an issue

same exact way you would do it with one portfolio. However, you would want to create an "internalizer" so if portfoio A wants to buy XYZ and portfolio B wants to sell XYZ they just swap

notional/total qty

https://github.com/goldmansachs didn't they release slang several years ago? BofA tried to recreate that kind of magic with the same person

actively-managed funds :vomit:

as someone else already alluded to, you would need the entire history of all data sets. A strategy could be looking at a multiple of factors when generating a trade

trading at BP or shell or any energy giant is not trading like you may think. It's a cross between sales and trading where it's 90% sales. Also, the floor of these firms are unlike those of prop firms/MMs

copper

if there are infinite ways to create an "edge" then no

only LBR is a trader on that list. #7 large marge

https://www.elitetrader.com/et/threads/the-computer-overlords-have-come-to-finance.336616/#post-4939914

what part of the trade are you measuring? If you look at executions of the most traded instruments you will see that sometimes there will be many seconds with nothing executed

live in a high inflation country (or stealth inflation). millionaire ain't what it used to be