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  1. C

    Need tips on developing my own ATS to trade FX

    I do not know yet I am learning :) THX
  2. C

    Need tips on developing my own ATS to trade FX

    You place an order #1 it does not come back immediately, then you place order #2, then order #1 comes back filled out... don't you need to use messaging for that?
  3. C

    Need tips on developing my own ATS to trade FX

    Thanks a lot. I am currently emailing with MB Trading. They do not have any specific info on the website. They provide FIX for orders only including FX, they have API Quote for data streaming, it's also language and platform agnostic; they also have MBT SDK which is Microsoft only COM interface...
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    Need tips on developing my own ATS to trade FX

    I am in the US, will it work for me?
  5. C

    MB Trading?

    Anybody uses them for automated trading? They are missing some info on the website: 1. What minimum do they require for FX trading? 2. Do they have a C++ friendly API? What's the opinion, are they good? I saw they were rated #1 by Barron's. thanks!
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    Need tips on developing my own ATS to trade FX

    I will definitely check it out, still wanna do the ATS.
  7. C

    Need tips on developing my own ATS to trade FX

    Do you use a messaging mechanism to handle an asynchronous nature of the orders, or you just wait until each order comes back?
  8. C

    Need tips on developing my own ATS to trade FX

    I thought IB requires 10K for non-Pattern Day Traders, and 25K o.w. 10K is still a bit too much, I was thinking to start with 2K. - thanks.
  9. C

    Need tips on developing my own ATS to trade FX

    cvds16 - you are a discretionary trader, I am looking for suggestions from traders who use ATS. THX
  10. C

    Need tips on developing my own ATS to trade FX

    @cvds16 - thx for the response - I play piano :). I probably downplayed myself... I've learned a lot of finance starting from the original Markovitz portfolio theory then CAPM, APT, fixed income, derivatives, Black-Scholes, butterfly spreads, Greeks, Copulas, Sharpe ratio, arbitrage...
  11. C

    Need tips on developing my own ATS to trade FX

    Hi guys, I am a graduate financial engineering student at the top university. I am planning to develop my own ATS using C++ on Linux platform. I'd like to start trading in FX market, FX because of the low cost entry :) - trading equities and derivatives requires higher capital ($25K min) for...
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    I wrote an algorithm that will give you a stock that will make .5% the next day...BUT

    I think that depends on stock price and liquidity of that particular stock.
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    I wrote an algorithm that will give you a stock that will make .5% the next day...BUT

    That's a lot of work. Do you use quantlib library ? Do you visualize your output?
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    I wrote an algorithm that will give you a stock that will make .5% the next day...BUT

    What do you use for number crunching, R, SAS?
  15. C

    platform for automated trading

    TradeLink, what language is it written in? does it run on Linux?
  16. C

    platform for automated trading

    TradeLink, what language is it written in? Will it run on Linux?
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    API-capable platforms with front-ends/datafeeds built-in?

    Does it run on Linux? Demo is on Windows and I couldn't find any references to the platforms it supports. thx
  18. C

    How do you guys store tick data?

    CSV and binary files look to me like they require some extra programming efforts to achieve the flexibility of a database. Why not to use SqlServer or MySql, to store data for backtesting purposes. Backtesting does not require real-time performance so one of those relational databases would...
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    How do you guys store tick data?

    CSV? And if you want to query some part of your data, say one year worth of tick data, what do you do?
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