Recent Content by hoppla

  1. Slippage with different brokers

    @Gotcha you'd be surprised how many old school CTAs and traders with decent size AUM still trade like this and are just coming around to focusing...
    Post by: hoppla, Jan 13, 2017 in forum: Automated Trading

  2. Slippage with different brokers

    Trading 200 contracts and having 1 tick slippage on average in ES is not bad (but not great too). A former client moved away from Multicharts to a...
    Post by: hoppla, Jan 12, 2017 in forum: Automated Trading

  3. Cyprus tax - recommended service provider?

    I am assuming here that the Cyprus company has no employees except you being the sole non-resident employee/director, so out of curiousity: if you...
    Post by: hoppla, Jun 24, 2016 in forum: Taxes and Accounting

  4. Developing fast order book in java

    The design very much depends on what feed. Is it futures and everything is level-based or equities where it is order-based? Is queuing FIFO,...
    Post by: hoppla, Apr 23, 2016 in forum: App Development

  5. Developing fast order book in java

    Not very useful with respect to the intrinsics of an orderbook but more to do with the concurrency issues you are running into when listening on...
    Post by: hoppla, Apr 19, 2016 in forum: App Development

  6. Kalman Filter - Useful for market analysis / trading systems ?

    It depends on what you use it for. Within the context of simply filtering a timeseries it is not very useful. For parameter or regime learning it...
    Post by: hoppla, Apr 18, 2016 in forum: Educational Resources

  7. Question on sharing accumulated quotes between ZeroMQ processes

    The xpub/xsub is not really meant to maintain any state but rather a single, more or less fixed node in your network that facilitates connections...
    Post by: hoppla, Mar 30, 2016 in forum: App Development

  8. Question on sharing accumulated quotes between ZeroMQ processes

    We've been using ZMQ in production for about a year now and I have only good things to say about it. It's really worth it to study the guide and...
    Post by: hoppla, Mar 14, 2016 in forum: App Development

  9. Offering auto-trading long-only options system "sys13"

    Maybe this has been addressed elsewhere as I did not read the entire thread, but the problem you have here is that you are using a constant...
    Post by: hoppla, Jan 29, 2016 in forum: Trading

  10. OpenAI

    Whilst MS and Windows have their quirks not sure why the sarcasm re Microsoft and AI? C Bishop who is quite well known in the ML field works there...
    Post by: hoppla, Jan 27, 2016 in forum: Artificial Intelligence

  11. how to significantly reduce the latency gap with HFTs

    Savings would be around 10c per side on average for us. It adds up.
    Post by: hoppla, Jul 22, 2015 in forum: Automated Trading

  12. how to significantly reduce the latency gap with HFTs

    nitro - I guess most people on this forum do not compete on this level - myself included. To us microseconds do not matter but it certainly does...
    Post by: hoppla, Jul 22, 2015 in forum: Automated Trading

  13. how to significantly reduce the latency gap with HFTs

    mmt - that would confirm my observations with TT from last year. I'd see latencies in the 10-20milliseconds range. Note this is not really TT's...
    Post by: hoppla, Jul 16, 2015 in forum: Automated Trading

  14. how to significantly reduce the latency gap with HFTs

    We are not using TT any longer for reasons unrelated to latency and more to do with access to markets. I think you do not need the TT FIX Adapter...
    Post by: hoppla, Jul 16, 2015 in forum: Automated Trading

  15. how to significantly reduce the latency gap with HFTs

    mmt - since you mentioned you colocate with your FCM I suppose your executions route via the FCM's TT setup (ie cross-connect to FCM side TT price...
    Post by: hoppla, Jul 16, 2015 in forum: Automated Trading