colocation is a solution of network latency. if the strategy is timing critical, a latency around 10ms is lethal, then colocation is a must....
excellent! thank you a lot for sharing with us, few of us in the forum have experience of yours.
thank you. one more question, hope you or anyone can shed some light. My program receives level 1 data from nasdaq, sometimes, on level 1 data,...
On IB TWS, there is a trading venue called LAVA, when I send order via LAVA, on Genesis level II, it shows both FLOW and ADFN updated? I wonder if...
excellent posts. thankyou, rabbitone. but in the case of high frequency trading, the latency is around microseconds, separating trading and...
make sense. I have a friend working for GS HFT group, their latency is around 10 microseconds. though they make billions, they do not have...
the major benefit of colocation is speed. if you colocate server with several brokers, and request different server to communicate, it will erase...
it looks like reverse engineering is not that complicated. so does it mean very profitable hedge fund algorithm will never be colocated with the...
If you colocate the server with your broker, for sure he can have your executable code that generates trading signals. the question is if he can...
besides system reversed engineered by your broker, which is a concern for anyone no matter he has colocated server or not. the major concern of...
If the trading system can be reverse engineered as you said, the method you use should be able to design winning systems for example, for...
you can filter out bad ticks by only accepting tick within the inside quote. any outside ticks could be considered outside executions.
in my hypothetical case with inside quote on bats as 40.11X40.12, can I post an order to bats to sell at 40.11 where the order is waiting to be...
thanks for your input. it makes great sense.
goldman makes billions from rebate trading.
even that happens, there is no risk free money. for example, there has to be someone willing to hit your offer, or your bid at the same price...
there are some ways to hit 45.11 without removing liqudity. for example, you sell the order to another exchange which has an ask price 45.12. but...
Suppose SINA is trading with inside quote 45.11 X 45.12 at ISLAND, I would like to short the bid, but do not want to remove liqudity. Can I send...
Jerry, Since you are veteran programmer, possibly you have idea how to load an encrypted code into memory and decrypted it there and execute...
you are correct my strategy is not scalable, otherwise, I will be rich than buffet :). I am fully aware of the risk and thus I always control the...
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