that would kind of defeat the purpose, don't you think? if you're going to try overloading competition doing this type of thing, i'd think you'd...
5k quotes a second to test for ping times on multiple issues market wide? don't think so.
hehe, yea, i'm sure they're doing everything from a single thread on one machine. given the sophistication and regularity of the attack, i...
maybe i misunderstood you, but i thought you were talking about new traders making it and the best model for that (brights, etc). from that...
for an experienced trader, agreed. for a newbie, though, the biggest edge is actually having an edge, and the second biggest edge (assuming you...
heech, 5k quotes on a single issue per second? you need to reread the article. there's no mean reversion mm strat in existence that has a...
they're flooding symbols with ridiculous amounts of quotes knowing their competitors will have to process them, giving them an information and...
bob, it doesn't make sense for a middle-class family. it starts making sense, if you're a young successful trader... ...and it starts making...
volatility drastically changed from 08 -09. if your strategy is in any way vola dependent (most strategies are), your 09 results will have...
you need to create and log timestamps on all outgoing and incoming messages.
for equities: vtrader, swift, wts futures: vtrader if anyone knows of any others i'd be interested as well. specifically xetra/euronext.
my bad, looks like it was brownegg.
i laughed at bytetimes (now edited) post about if you 'get' c++ everything else sucks. that was my first poison and admit feeling the above when...
yea, i'm sure he'll get right on that.
rufus, do you know what kind of volume they were moving getting those numbers? my margins have definitely taken similar hits, but have been...
it depends on where you're located, but from the numbers you're quoting sounds like west coast, and even then sounds slow. more than likely your...
i'd have to agree with rufus. i'm a one man shop and have come up and grown nicely in the amm/arb space and i can tell you i'm definitely not...
obviously. but, if you happen to be a non-productive socialist professor who has to pull out his tampon to dry his tears at the sight of...
here's the reasons i fly first: 1) i like to get on the plane first. why? a) so i can put my bags on the plane without having to worry...
50 trades a day isn't high frequency. anyway, if you're worried about it, don't trade just that one strategy.
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