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So why not provide liquidity on both A and B?

I was thinking the same. "High Frequency Trading" could easily be loosely defined (by government) as anything that generates orders using an automated process. Many people outside the industry does not know (or recognize) where these concepts differ.

There is a presentation with a few examples and some interesting information http://ec.europa.eu/taxation_customs/resources/documents/taxation/enhanced_cooperation_ftt.pptx Apparently trading in shares and bonds is expected to drop by 15% while derivatives trading is expected to drop by...

This just popped up on my radar: http://tradexoft.wordpress.com/about-tradexoft/ http://tradexoft.com/lockfree.pdf It's C++ and deemed on the paper the guy seems to know his stuff, so someone here might find it interesting. If I didn't have my hands full I would probably have a closer...

There are a few open source projects which seems to be in relatively active development: http://www.activequant.org/ http://sourceforge.net/projects/eclipsetrader/ http://code.google.com/p/jbooktrader/ http://code.google.com/p/tradelink/ http://code.google.com/p/algo-trader/ Non of...

This one just showed up on my radar: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1686004 http://www.cftc.gov/PressRoom/PressReleases/pr5920-10.html

The FX Sales woman is pretty hot though (in the "New E****s of Finance" section) and she's hungry too... I need to hire more hot chicks for my FX trading desk... Edit: What the hell is up with those asterisks??

As far as I know Marketcetera is partly based on Esper so that might be a place to look. Possible stupid question, but what do you mean by "realtime" linq? My search did not result in any obvious references to it.

Yo gotta hand it to the OP. His naive questions occasionally sparks off some interesting discussions - like this one. My personal experience is that if you can find a niche and evolve from that, then HFT is not that unreachable.

http://www.algo-dma.com/

HotspotFX: http://www.tnsi.com/content/images/fromassets/100_689_120410142807.pdf (page 5)

I haven't read the book, but her website is a joke... Also, the author makes a complete fool out of herself in this thread: http://www.nuclearphynance.com/Show%20Post.aspx?PostIDKey=138461

This might be a possibility: http://minifix.zapto.org/index.html Also, beware of MBTrading - they are known to have a lot of troubles with their FIX connection.

You can assume various kind of fills and then simulate these scenarios. Besides that, your completely right... Backtesting an mm strategy is more about making sure that it operates correctly.

Yes, you are wrong. But it's confusing at best... There are generally 3 different models for trading spot fx (let's forget about retail fx platforms): 1: Single bank platforms 2: Multibank platforms (aggregators) 3: ECN's On 1. and 2. you are trading on the prices that the dealing...

How do you plan to compete with the main liquidity providers (banks) in this field? I assume you are aware of the fact that the structure of otc forex is very different from equities.

http://arxiv.org/archive/q-fin

Check this: http://www.neuralmarkettrends.com/tutorials/

I was actually just wondering about CAX...I do not see CAX mentioned on vcapfx's site anymore? Does ChoiceFX has anything to do with CAX? As far as I know ChoiceFX is delivered by CTNSystems: http://www.ctnsystems.com/ We did by the way try to connect to ChoiceFX...but certain...

Yes, no really significant problems.