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  1. 2

    Which software for the news trading?

    https://www.google.com/search?q=machine+readable+articles+trading&oq=machine+readable+articles+trading
  2. 2

    From Citadel Securities to Tastyworks: The New Economics of Liquidity, Part 1

    did they write that there is a 606 report that they don't understand? a lot of charts
  3. 2

    Which software for the news trading?

    your plan is to read an article of news and then place an order on how you interpret the article? There is software that will read articles and place orders in seconds
  4. 2

    CME options on Index Micro futures

    probably very illiquid. if they are fungible into something that actually trades maybe leave a passive eye running to pick off bad orders
  5. 2

    Establishing passive portfolio with covered calls

    tl;dr portfolio with covered calls is same as short puts
  6. 2

    Live data feed options and processing

    you're processing historical tick data correct? then it doesn't matter the rate at which messages arrived in the real world, all you need to do is keep everything in sync. you can slow everything down and use excel or do something like debugger style and step through
  7. 2

    Cboe to launch Dutch derivatives hub in 2021

    its all about liquidity. an exchange can launch N numbers of contracts to trade once approved it's all running on some computer somewhere in the world
  8. 2

    Tick data storage

    what are you compressing? ascii? take a look at this it's free and probably better than what you're doing https://parquet.apache.org/
  9. 2

    Wall Street is sometimes still old Wall Street

    btig is only sales. ABC
  10. 2

    The Gambler Who Cracked the Horse-Racing Code

    you need to define gambler. if you have ever been around bridge, chess, backgammon, poker tournaments there is "gambling" but little risk taking have a strategy and execute it. if there's no +ev then move on...
  11. 2

    Option Pricing Under Power Laws

    try googling taylor expansion to get more specific
  12. 2

    Is there an ETF of a bread basket of Canadian stocks??

    https://www.google.com/search?source=hp&ei=RMvrXt3oOYXWtQabnKXwCQ&q=Is+there+an+ETF+of+a+bread+basket+of+Canadian+stocks&oq=Is+there+an+ETF+of+a+bread+basket+of+Canadian+stocks&gs_lcp=CgZwc3ktYWIQA1CaBliaBmDSCmgAcAB4AIABe4gBe5IBAzAuMZgBAKABAqABAaoBB2d3cy13aXo&sclient=psy-ab&ved=0ahUKEwjdmpPzlozqA...
  13. 2

    20-Year-Old Robinhood Customer Commits Suicide After Seeing A $730,000 Negative Balance

    can someone create 2^N LLCs and keep doing the opposite trade in each ... keep the winner and let others go bankrupt
  14. 2

    Programming my own continuous auction order-driven market

    first thing to do is write the double auction algorithm. put that in an "exchange" that accepts orders, solves the auction price and sends out fills. maybe put it under a rest server. From limited looking price = (buys+sells)/2 for buy prices>sell prices
  15. 2

    Best strategy to invest $500

    sell puts on an index or etf that your initial capital can cover. keep doing that until you get exercised. then keep it for a few years
  16. 2

    IB exchange traded spreads

    the exchange book consists of implieds and actual spread orders. ie. M bid 30 U ask 20 spread book... M/U bid @10 My guess on the chart is that they are just diffing the outrights
  17. 2

    IB exchange traded spreads

    spread book depth is visible. Not sure what you chart is charting (bids, offers, mids, worst case best case, lasts)? You can look on cme how implied IN/OUT prices are created. essentially, connecting nodes
  18. 2

    How much money can you make trading electricity futures?

    7 figure swings on overall book and not retail. you can have 7 figure swings trading almonds depending on your size
  19. 2

    How much money can you make trading electricity futures?

    spoke to a power firm right after deregulation in middle of nowhere ex-nymex, enron. 7 figure swings everyday
  20. 2

    Do you read or post on Hacker News?

    no hn this is good http://lambda-the-ultimate.org/
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