This could just be a function of the fact that currency market movements are having a greater impact on stocks and commodities than before. What...
(Moreover, these "fundamental assumptions" may have been insignificant issues at the time of design.)
Well, this is what I was referring to when I said the obvious answer. But it isn't so simple, at least, I don't think so. Let me give you a...
Moreover, this is why when people do backtests, they really have to account for asymmetric results and add a hefty dose of slippage and commission.
Liquidity is what you're missing. It can vaporize or the nature of execution can change. Your assumption is that execution on both sides of your...
And by architect, I mean how do you avoid bubble-ups from core code in the trading world affecting everything downstream across all the various...
Yes and no. My experience tells me there are no-news spreads, which are tight and efficient and then there's vapor-spreads, where you "see"...
Oh, with one exception: trading the news with the herd. But this is still most of the game of the manual trader, more so than the automated...
I don't doubt your comments at all, not one bit -- at least regarding speed. But on the topic of security, the reality is that if you run, say,...
The code on the servers doesn't matter, because my code could be cryptic or even shitty. The part that matters is the fills that I get and where...
Also interested in their costs. It says you can deploy your code onto their colocated servers. I'm sure it's expensive, but I'd be...
Mean reversion -- on what time frame? Intraday or several days?
What are the guys who are succeeding doing, in a general sense -- what types of strategies? Momentum, multi-day reversion to the mean type stuff,...
They are not strictly liquidity providers. They remove also, for a number of reasons. And when they do remove, they leave a mark on the tape...
Any idea where to get sub-second tape?
I'm familiar with how HFT players execute their edges and rely on technical infrastructure, and I'm familiar with how the analysts and...
Send the 30mil illegal aliens home and you have an instant job creation scenario, plus welfare rolls that can support citizens.
It's the price I can't get over. You get so much more computing power per dollar with non-Apple hardware. It's also the fact that if you buy...
This kind of mirrors my results, I get about 10% per 20k thrown inside the market per year. I can't push this much higher for very long because...
Do any of you guys use volatility as an input to determine (predict) direction in any of your systems? Are there differences in how this works...
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