so what happened to that SLB trade? maybe i missed it.
y - (z % y) + z where: - y is your higher interval number (3min, 5min etc) - z is your 1 min bar time output will give you your higher...
apologists? no. realists. the fact of the matter is, in this thread there is a big misunderstanding of the scope of how entrenched algorithmic...
candletrader, computers are tools used by humans to increase efficiency. their primary utility is calculation and automation. computer useage in...
although i trade equities not optioins, the same principles apply: the market making algos you're seeing are maximizing the premium they...
@377.... it's a logical theory, but a couple points. fix can do at least 2k orders/sec. my last executing broker with a very inefficient...
i think the images imply a few things: 1) there are some firms out there with some pretty incredible resources doing some seemingly idiotic...
it's not a question of performance, it's a question of economics. they will beat them with low-end marketshare, not with hpc cores. intel's...
nvidia's new fermi board has around 450 cores. you can fit 4 in a 4slot pci server. so 1800 highly specialized cores vs 24 general purpose. if you...
agreed. it's amazing, the size of the shop, without a basic trade frequency check.
for someone intent on schooling the op, you seem to be pretty confused as to what a clearing firm does.
no, definitely incorrectly added a 'T'... on your part. your posts on this thread have zero relevance. hf = hedge fund. hft = high frequency...
wondering if any of the guys at the beginning of the thread are still using these... riskarb, any '5 years later' comments?
exactly how much are CBSX firms 'highly levered' and what are you basing this statement on?
what if the desired spread is not reached and the target price never returns? if the answer is don't take the trade, then you'll be faced with...
you know fat, your championship might actually have some value if you were to structure it based on risk adjusted returns. it's funny that almost...
they are.
theoretically, it should be indepedent, but in practice it's 100% dependent and will screw you. i've seen the exact same behavior countless times...
i don't know about you, but the architecture we run can turn off parsing at the symbol level. cusip is usually one of the first bytes in a msg....
no, if you know when and where a quote flood is coming, you can easily avoid processing them.
Separate names with a comma.