Thank you. I guess I will give a try to boost.python. Once everything is up running, I will rewrite all my code in C++.
Correct me if I am wrong but I believe Lime only offer FIX and C++/Java wrapper. Out of curiosity, what is the preferred solution for HFT if not...
Correct. This is a temporary solution before I rewrite everything in C++. My current strategy is not very latency sensitive and Python is fast enough.
I am not doing HFT yet but I am interested in getting into it. As a result, I might as well plan in advance for the execution part of the code.
This is really helpful. Please forward it to me and I really appreciate it.
Thank you :)
Thank you for sharing your insights. I have a follow-up question: Besides, my current code is written in Python. Before I am able rewrite...
I am debating which language to use to write the trading code for the FIX protocol of our broker which Lime. Can someone please share some...
When screening stocks, I would like to include the delisted stocks in the basket.
Including delisted stocks in backtesting is necessary to avoid certain bias.
You are amazing! I have just download all delisted stocks since 1998 and I am happy to share them for free with anyone who are interested. BTW, I...
Thank you. If someone has the list of all tickers from 2006 including the delisted stocks, please kindly let me know and I am willing to pay for...
Is there a way to get a list of all tickers for historical years, including the stocks that have been delisted? Thanks!
Thank you for the feedback. Do you know the minimum AUM requirement for UBS? Thanks!
Thank you for your comments. I just talked to their US-based sales, I was told that they only offer PMA accounts which requires a minimum AUM of...
To clarify, do you mean ABN is a well-liked prime broker?
According to my brief conversation with the director of sales, there is no requirement for AUM minimum.
I just spoke with ABN AMRO which I believe is a very large prime broker. Based on our monthly volume of 1-2M shares, they can offer 15-20mil/share...
The cost of Silexx is $400 for the GUI and $200 for the API, which is acceptable in my case.
Does any know about Instinet's requirement of minimum $ balance or minimum monthly volume? I have about $1-2M AUM and trade 1-3 million...
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