Recent Content by rkr

  1. What are "options on futures"?

    Not necessarily true. In a way, options on futures are simpler because there's no "devops" complexity for handling dividends.
    Post by: rkr, Dec 28, 2021 in forum: Options

  2. If you run a hedge fund, what are your most critical issues?

    I would rank competing for talent at the top, probably ahead of strategy development, then finding allocators. Even if you have a streak of...
    Post by: rkr, Nov 2, 2021 in forum: Prop Firms

  3. Java or C++ for HFT?

    This isn't a good design pattern, you'll just pay most of your latency communicating to/from redis or rabbitmq. As others have pointed out, one...
    Post by: rkr, Oct 29, 2021 in forum: Automated Trading

  4. Java or C++ for HFT?

    If you already have experience in either language, pick whatever you're most familiar with. Iterate fast and build something that works first,...
    Post by: rkr, Oct 29, 2021 in forum: Automated Trading

  5. ABN AMRO as Prime Broker

    IIRC 5M. If you're generating high turnover, capital requirements aren't so important. Capital requirements come more in play if e.g. you trade...
    Post by: rkr, Oct 13, 2021 in forum: Retail Brokers

  6. ABN AMRO as Prime Broker

    ABN is good. If you just want lowest commissions for high volume, with good options for 15(c)3-5 layer, there's also Wedbush, BofA and UBS, in no...
    Post by: rkr, Oct 13, 2021 in forum: Retail Brokers

  7. SSL Cert Vendor Recommendation, Please

    Just to be sure you crossed all the T's - the certs have a lifetime of 90 days, so I'd recommend you set up some kind of autorenewal process....
    Post by: rkr, Aug 18, 2021 in forum: App Development

  8. SSL Cert Vendor Recommendation, Please

    I think it's OK to use a self-signed certificate for internal sites (e.g. behind VPN and you or only members in your organization are the only...
    Post by: rkr, Aug 18, 2021 in forum: App Development

  9. SSL Cert Vendor Recommendation, Please

    I use Let's Encrypt mainly and also recommend it. If your websites/apps are already on AWS, I recommend AWS Certificate Manager (ACM) which also...
    Post by: rkr, Aug 18, 2021 in forum: App Development

  10. CPO

    It's hard to answer your question because it seems that there's several inaccuracies in your assumptions and contextual knowledge, to the point...
    Post by: rkr, May 7, 2021 in forum: Professional Trading

  11. CPO

    I'm not a licensed attorney and you should seek qualified legal advice. That said, I've run a CPO firm under a 4.7 exemption. I've also had the...
    Post by: rkr, May 5, 2021 in forum: Professional Trading

  12. Does SIPs(CTA&UTP) have full NYSE quotes?

    The SIPs consolidate the top of book of each venue at any time. i.e. This includes when said quotes are not at NBBO. In the conventional sense of...
    Post by: rkr, Apr 9, 2021 in forum: Data Sets and Feeds

  13. Live data feed options and processing

    I subscribed to all of the exchanges' prop feeds directly.
    Post by: rkr, Mar 17, 2021 in forum: Data Sets and Feeds

  14. Suggestions for options database structure?

    Cboe does this. To denoise the closing imbalance. That's why I said it isn't so meaningful to do it for index options.
    Post by: rkr, Mar 8, 2021 in forum: App Development

  15. Suggestions for options database structure?

    It's hard to do this very wrong for options EOD, just do whatever you're most familiar with. I think more importantly than the database or file...
    Post by: rkr, Feb 2, 2021 in forum: App Development