Safety. Productivity. Efficiency. Less commercial flying. Best thing since the internet, no?
I hope you find something there. I still think adverse selection is going to be too much to overcome. I'm not a HFT boogie man guy, but I think...
How do you define "the edges"?
Gotcha. Appreciate the responses.
For each option that trades is there some kind of identifier that links it to the other legs of the spread? In other words, would I be able to go...
Not directly related, but do you know of any way to get volume data for the complex order book? I'd like to see the frequency with which...
Bob- I'm interested in learning more about LS. Would you prefer to have questions put up here, or to be contacted directly?
Yes. That comment wasn't fair and said out of frustration. I wouldn't expect futures vs. stock execution quality to be anything close to the same...
Did you ever get around to testing this? I have to admit to being really impressed by the performance of such a simple algo. All of the fancy...
Yeah, I have one strategy that is latency sensitive and I would have switched to them if the equities data server was in NJ. They said it was in...
Did they ever begin disseminating US equities data out of NJ? Or is everything still coming out of Chicago?
How are you defining notional here? To my knowledge it would be: [# of contracts (long or short)] x [point value] x [strike] However, that...
https://www.interactivebrokers.com/en/index.php?f=am_stockshorting&p=overview3&conf=am
Bone- question for you on the distribution of your clients' performance. In year 2 after training with you, assume a client funds an account with...
Not sure if their historical futures data differs, but for equities, IQFeed doesn't have full historical tick data complete with bid/ask. It has...
Welcome to the ActiveTick experience. I've used them as a back up feed for a few(?) years. I would describe them just as you have.
Yeah, by a lot...but you would need to hit some volume minimums. Also, there is typically less hand holding technology wise, so you'd likely need...
Bob- Do you ever hear any color on fill quality across various smart routers? (thinking of price taking in equities) I've considered moving away...
An IB rep just told me the other day that there is no longer a charge for cancel/modify when it comes to US equity option orders. Haven't...
Gotcha, thanks. I suspected that would be the case, although I'm not as sure when it comes to less liquid stocks. Are your stop orders...
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