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  1. 2

    Rowdy Chicago trading pits face risky reopen, extinction threat

    rowdy? notice that pic is from 10 years ago
  2. 2

    The robinhood rally continues

    who is the data source? looks made up
  3. 2

    Any broker suggestions for API trading

    any prime broker with fix connection. actually, you could use TT and it's fix connection along with everything else it offers
  4. 2

    Market Making Orders - Update or Add?

    making markets means you are willing to buy and sell so if you're hit then place another buy less than fair value and a sell more than fair value
  5. 2

    Incentive fee OTHER than high-water mark?

    what happens is if a fund falls well below HWM it just shuts down and starts up again thus resetting HWM. happens all the time
  6. 2

    How to manage orders

    keep track of bid/offers and size keep track of positions keep track of open orders, submitted orders listen to your signals do not "right" a lot of if else condition unless you want a mess
  7. 2

    Why do exchanges like CBOE have fees for order cancellation?

    someone needs to pay for needlessly taking up bandwidth
  8. 2

    win rate and profit rate

    could be anything. take pdf of price distribution
  9. 2

    Negative Interest Rates?

    i thought some central banks did set negative rates ie. swiss and yield != rate
  10. 2

    anyone has experience using restful api trading?

    only advantage I see is you have a bulk load of orders you want to place, cancel, get position data. it's simple
  11. 2

    anyone has experience using restful api trading?

    not sure how these rest apis are implemented but they should accept batches of orders, so post one batch consisting of 200 orders... takes a second. rest api gets the batch and submits each order takes a second. continually poll the api to see if you're filled. it's easier to connect to a server...
  12. 2

    Do you know any small HFT - firms?

    volume decreases but bid/offer spreads get wider (profits)
  13. 2

    Do you know any small HFT - firms?

    infrastructure is important. so no small firms. but there are small groups within a larger firm
  14. 2

    Best risk management and position sizing optimization software for retail traders?

    the commercial products are similar cplex and gurobi you can do this yourself for free in excel or anything...
  15. 2

    Best risk management and position sizing optimization software for retail traders?

    cplex, mosek, gurobi cvxpy, pyomo
  16. 2

    Need A Job? David Shaw’s Hiring

    ideas are a dime a dozen (who cannot come up with an idea). you need to prove your ideas. how? quantitatively via programming.
  17. 2

    Need A Job? David Shaw’s Hiring

    that's called operations.
  18. 2

    Need A Job? David Shaw’s Hiring

    curious, what does this "trader" do if their strategies are automated? do they relax in a hammock all day coming up with ideas?
  19. 2

    C++ build systems

    cmake for c++, gradle for java, fake for c#, bitbucket/bamboo/artifactory. no clue about the details, I just get one working and add to it over the years.
  20. 2

    Python > format dates > 30 Apr 2020 to epoch time

    time.mktime(time.strptime(YOURDT, DTFORMAT))
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