I've built a medium frequency scalping and market making program (2 different modules for each instrument) (SPY, options, ES, ES options) that uses IB, DDE, ODS (excel free version), VBA, and operates from a non-colocated server. It's very profitable even after IB commissions.
I now want to move this and modify it so that it will:
1-Operate with any (and several) CME clearing FCMs, and a equities clearing firm.
2-Use open source front-ends free of fees for GLOBEX and NYSE.
3-Debug the code completely, translate into assembler, and run it in RISC servers.
4-Co-locate 2 machines with plug-ins very close to both GLOBEX computer and NYSE computer.
5-Try to build a faster version to suck dry all the HFT algos (I know how they work most of them).
Only intelligent suggestions, regarding hardware, connections, brokers, clearing firms, redtape, will be paid attention to. I'm a superior human willing to exchange discussions with other superior humans. I know there is a handful or two in this forum.
I got plenty of capital to spend, but will do all coding myself and a small team of people that I already control.
I don't want to become and operate an FCM or equities clearing firm, but I do want rock-bottom costs.
Don't even attempt to con me, because I'm the master of all conmen, and that's just a hobby. I will sound arrogant to most, but I'm not as intelligent as I appear to be, or as you think I am: I'm more intelligent.

I now want to move this and modify it so that it will:
1-Operate with any (and several) CME clearing FCMs, and a equities clearing firm.
2-Use open source front-ends free of fees for GLOBEX and NYSE.
3-Debug the code completely, translate into assembler, and run it in RISC servers.
4-Co-locate 2 machines with plug-ins very close to both GLOBEX computer and NYSE computer.
5-Try to build a faster version to suck dry all the HFT algos (I know how they work most of them).
Only intelligent suggestions, regarding hardware, connections, brokers, clearing firms, redtape, will be paid attention to. I'm a superior human willing to exchange discussions with other superior humans. I know there is a handful or two in this forum.
I got plenty of capital to spend, but will do all coding myself and a small team of people that I already control.
I don't want to become and operate an FCM or equities clearing firm, but I do want rock-bottom costs.
Don't even attempt to con me, because I'm the master of all conmen, and that's just a hobby. I will sound arrogant to most, but I'm not as intelligent as I appear to be, or as you think I am: I'm more intelligent.
