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Also, that girl is smoking hot. Someone give her a modeling job and any necessary surgery needed.

We should give Obama credit if he kills this industry.

Why does it have to be malicious? What if the knife pattern is just a result of some systematic behavior in the software running the market-data engine or the matching engine? Computer software has quirks like this, with things like schedulers, acquiring locks, bottle-necks, etc. The exchange...

http://www.firetree.net/calvino/alex/daemon.html Found this guy's article. Seems like an ok approach. Are there any more mainstream, well-supported frameworks that do this?

Is there any elegant, slick way to avoid having to write the ugly framework for both of these things, or can I get service-like abilities all in one shot on one decent framework?

Copper is taking a beating today. Copper producers are getting smashed. Steel (X, MT) is also getting beat up. FCX is just one of many.

Just curious how some of you guys had it during the first year.

You and me both. Anyone using these platforms day in day out feels the same frustrations, I think. I've spoken to a few people, and they all invest months into writing decent interfaces just to visualize their positions. I've heard Genesis LASER can link up API positions into its blotter if...

The release notes for TradeStation 8.1 say that you can execute orders via FIX through the TradeStation order network. I look for the documentation on this, and I can't find anything. Is anyone out there interfacing to the order network via FIX? All it says is that you can now use third party...

-$66 yesterday. I got a really weird fill and that had me red most of the day. Was way off the mark. My automated strategy is simple and relies on market orders. I haven't finished writing the code to use limit orders correctly. Therefore, occasionally stuff like this happens. It's on...

I haven't tried this yet, but I'm wondering if anyone has built successful bridges from EL strategies to .NET components somehow. Is it possible to do an arrangement where the code calls a .NET DLL instead, or do I have to use some weird arrangement? Just wondering if it's possible and/or...

Bailout for HFT doesn't make sense. What if those guys were trying to collect rebates at 60% below the market. They turn around, get pennies on trades, only to be net short all of a sudden? How does that even work?

Interesting take. This is kind of what I'm doing on my mentally-challenged thread. I trade a lot of small size, and am not under-capitalized, and do around 4-10k shares or so a day. But rather than focus on winners running or taking size up, I just keep adding lots of tiny, tiny bets. My PnL...

So just under 30 handles, I guess. As an MR-Trader, though, had I hard coded 5-sigma events into my system, I would have gotten walloped on Thursday. Instead, I had a bunch of small losers and a hedge through the VIX that let me survive. I think this settles the idea in my head about...

+68.57. I will not be trading the next 3 days. Starting a part-time job.

Here's my theory: They want Americans to push for the global financial regulation that they have been wanting. They decided to take it down and then take it up today, and now everyone is asking for more government. This was designed to dominate the press.

I was thinking the exact same thing. Maybe today was all part of some psychological operation to beat the American people down into submission. Next comes the real big event.

Who blew up? Any big names?

Amen. Time for these darkpools to go. If I want to use intelligent routing or choose between hitting a specific ECN, I have no idea what the best choice in that split second is because the darkpool doesn't so much as tell me. My broker just sends it off to wherever.

All of my spreads would have converged, had I sat through the carnage. The problem was that some legs moved so aggressively against others that it was hard to tell what was going on. I figured that most of my losses were tiny, so I cut everything and had a long in VXX. The movement was so...