Quote from SamGold:
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.
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Quote from SamGold:
3-Debug the code completely, translate into assembler, and run it in RISC servers.
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Sam says (I'm just using his alias): Tsk-Tsk.Quote from NielsBohredBush:
Sam thanks vikana for his on-topic reply.
Sam says that very few automated operations need to be FP, and the few can be performed at snail speed.
Sam says that your suggestion is too expensive to develop and implement, even if it is the fastest (doubtful).
Sam says that nothing more sophisticated than a fully-open-sourced SPARC master(fp-slow)-slave(integer-fast) is needed per exchange-instrument to CRUSH the current HFTalgos, provided there is a large fast cache available to store lookup tables computed by FP at snail pace.
Sam says this is no arb operation. It's a rape and pillage operation. If those algos were human, they would be unable to walk after trading with "MASTER-BLASTER".

Quote from SamGold: