C

[hft_boy]

Quote from hftvol:

do you know why this would never work out? Cause people follow different goals.

* Some are goal oriented, they do not care to sometimes come across as being arrogant as long as boldness, arrogance coupled with the required dose of knowledge and expertise gets the job done. They also do not care to be criticized or to admit mistakes.

* The other group is politically motivated. For them it is most important to protect their integrity, the mask that others believe they are well qualified and for them it matters most to be the respected citizen in society. They most often try to be politically correct and do anything to make their boss approve of them. They are generally not those who take an initiative but some of them, when their "invisible guru status" is challenged they jump out all agitated and shoot with bazookas to hit sparrows. The other just move along for the ride.

I got the impression you are the guy who tries to be incredibly politically correct and when someone challenges your "hft_boy" status you come out of your hole start a rampage and assault then get back into your cave when the field is cleared. Could you imagine to ever work with an outspoken guy like me? Someone you despise because he uses strong language, sometimes claims a little more than he can back up (though most you may admit is backed up), someone you just cannot agree with from the ground up. Can you imagine to work with such person? Well, likewise, I could not imagine to ever work with politically correct people. I despise them, I find someone being politically correct to be of same quality as a liar because essentially masking true intentions is for me the same as concealing and misrepresenting. I am not accusing you to be a liar but I am saying I prefer to work with people who can be bold, have no problem to be made a clown of as long as the ship moves in the direction to get them to where they want to.

Here you have your answer why most guys here could never work together. Diversity is actually most often times a real bitch unless you pack them all into a bootcamp type of environment and there is someone at the top that everyone highly respects and his word is the absolutely last word and religion.

Whoa there, I don't despise outspoken people. In fact I have high respect for you. I just think it is silly to argue on forums.

 

[gmst]

Quote from hftvol:

do you know why this would never work out? Cause people follow different goals.

* Some are goal oriented, they do not care to sometimes come across as being arrogant as long as boldness, arrogance coupled with the required dose of knowledge and expertise gets the job done. They also do not care to be criticized or to admit mistakes.

* The other group is politically motivated. For them it is most important to protect their integrity, the mask that others believe they are well qualified and for them it matters most to be the respected citizen in society. They most often try to be politically correct and do anything to make their boss approve of them. They are generally not those who take an initiative but some of them, when their "invisible guru status" is challenged they jump out all agitated and shoot with bazookas to hit sparrows. The other just move along for the ride.

I personally am of the same opinion. I will take goal-oriented people any day over politically correct wussies in my team. However, it is infinitely better to get co-workers who are both goal oriented, at the top in their chosen field as well as a pleasure to work with! And such people do exist. I have had the pleasure of working with such people many times.

Quote from hftvol:

Here you have your answer why most guys here could never work together.

Don't agree. I think most of the people here can work together in an organisational setting. An anonymous message board many a times brings out the facets of our personality which do not come out in a real world setting.

 

[gmst]

Quote from hft_boy:

Whoa there, I don't despise outspoken people. In fact I have high respect for you. I just think it is silly to argue on forums.

Forums are extremely important for at home traders or traders who work in team of 2-3 people. Internet forums allow such people to create a psuedo-social environment. If you are working in an organisation, you will get 50 emails a day, talk to 5 coworkers each day, greet maybe 10 people in your office. For solo guys, forums like ET provide a very useful medium to stay in touch and talk to other people.

Also, many a times you can learn a lot of things or get to hear diametrically opposite and different points of view. Good in my opinion.

 

[hftvol]

that I learned to 100% concur with.

Quote from hft_boy:

Whoa there, I don't despise outspoken people. In fact I have high respect for you. I just think it is silly to argue on forums.

 

[hftvol]

to create or join a "social environment" and to learn, maybe yes. But for those on the other end of the spectrum I learned it pays nothing to volunteer information or engage in discussions to involve work-related topics on this site. Here is why: If a "home trader" had an edge he would be trading others' money not just his own funds, hence he would not be sitting at home. If a "home trader" had expertise in writing trading architecture he would equally not be sitting at home but working at a hedge fund or bank environment where his work would be rewarded many-fold the reward he reaps by sitting at home. So, what would someone not being a "home trader" gain from someone who either does not have an edge or the expertise or failed to appreciate and seize the fact that he can be paid a multiple of his current remuneration by not working from "home". My conclusion: Nothing but "social interaction". And that is my take-away from this thread. I will not contribute much anymore on this site because the payoff is just too low. Too many trolls, too many pretentious people who in the end really do not really know all that much. Or how would you rate the expertise and knowledge level of those who flamed on the past couple pages? I will from now take this site for what it apparently is: A fun place to hang out and entertain and be entertained. I am one of the top contributors at Quant Exchange and do appreciate SO because there are people who truly possess expertise. I am not saying everybody here lacks the expertise but I am saying that the very few (in fact handful of people) most likely also interact on QE or SO and similar sites that are geared to true professionals and those who do their line of work in a professional environment and hence more or less proved they know their own stuff.

Cheers and thanks for the lesson.

P.S.: I hope you got the point that my meaning of "home" or "home trader" is not to be taken literally but that it in most all circumstances correlates with lesser expertise, willingness and ability to work hard. Not the fact that someone works from home but then each time this term is used on this site I cannot help but chuckle because a post or two later it is revealed that my correlation assumption was correct. I will never get how some "retirees" on this site engage in trading and claim expertise or an ability to learn. Every college kid on Wall Street first learns to work their ass off in order to retire early. If someone has not earned plenty at the point they retire then I generally conclude that whatever career they chose they did not succeed either so why would they succeed in one of the toughest careers and industries. Again this is a blunt generalizations but I found it to be true on average.

Quote from gmst:

Forums are extremely important for at home traders or traders who work in team of 2-3 people. Internet forums allow such people to create a psuedo-social environment. If you are working in an organisation, you will get 50 emails a day, talk to 5 coworkers each day, greet maybe 10 people in your office. For solo guys, forums like ET provide a very useful medium to stay in touch and talk to other people.

Also, many a times you can learn a lot of things or get to hear diametrically opposite and different points of view. Good in my opinion.

 

[bln]

So who is interested in participation in the project, development, giving feedback, testing?

I'm planing to set up a module on Github.

Name

Componentized using shared libraries where you can pick and chose what you want, freely swap components with a standard interface.

Have the following stuff completed.

Realtime S&P 500 symbol list download from Standard & Poors (standardandpoors.com)

Realtime Nasdaq 100 symbol list download from Nasdaq OMX (nasdaq.com)

Historical quote download från finance.google.com

Historical quote download from finance.yahoo.com

Real time quotes from nasdaq.com

Real time quotes from marketcenter.com

Multi frame SMA computation

Multi frame RSI computation

Also working on some useful components for threaded Trading/HF/Semi-HF architectures like:

Asynchronous lock and wait free FIFO-queues using atomic operations. (good for transferring buffered data/messages fast between worker threads).

Also got some C integration stuff for the IB POSIX C++ API (complete order handling with partial fill management, stop management, etc) that can be shared publicly.

 

[TerraVerde]

Hi bln,


I'm considering to start a (long term) project around IB API using a high level language and it can use C (but not C++) libraries. So, regarding what you said about the C interface to the C++ Posix C++ API, did you release it publicly?

I've been reading about doing that, it'd be my first time, but I'd like very much to spare the trouble it it's already done. There's a love/hate relation between myself and C++, that's why... I spend more time correcting errors in C++ than coding new stuff.

 

[stevegee58]

I suggest joining the IB TWS API Yahoo Group. One of the group members maintains a C++ abstraction library for the TWS API that I use in my applications. It *greatly* simplifies app development.

I'm not clear why you're limiting yourself to C. If portability is an issue, C++ isn't a problem. I write C++ TWS API applications that can run in Windows and Linux environment all the time.

C++ is much more flexible than C for high level programming.

 

[TerraVerde]

Quote from stevegee58:

I suggest joining the IB TWS API Yahoo Group. One of the group members maintains a C++ abstraction library for the TWS API that I use in my applications. It *greatly* simplifies app development.

Hi stevegee58,

Thanks for your information! I'm a member of that group for some years, although I don't follow the threads. I already searched the group, and just to be sure, the C++ abstraction library you talk about is the project made available by Jan Boonen?

Quote from stevegee58:
I'm not clear why you're limiting yourself to C. If portability is an issue, C++ isn't a problem. I write C++ TWS API applications that can run in Windows and Linux environment all the time.

C++ is much more flexible than C for high level programming.

In my opinion, based on what I do, C++ is appropriate for people that use it everyday. That's not my case. I can say that I use it every week... So, I'm considering using a higher level language than C++, so that I can be more productive, although the application will run slower.